Showing 1 - 10 of 25
Abstract This paper is devoted to the study of asymptotic properties of the regression function kernel estimate in the setting of continuous time stationary and ergodic data. More precisely, considering the Nadaraya–Watson type estimator, say m̂ T ( x ) , of the l -indexed regression function...
Persistent link: https://www.econbiz.de/10014621210
Abstract The debate of which quantitative risk measure to choose in practice has mainly focused on the dichotomy between value at risk (VaR) and expected shortfall (ES). Range value at risk (RVaR) is a natural interpolation between VaR and ES, constituting a tradeoff between the sensitivity of...
Persistent link: https://www.econbiz.de/10014621285
its consistency and asymptotic normality. The problem of specifying the optimal value of k  =  k n involved in our …
Persistent link: https://www.econbiz.de/10014621301
results, it is often possible to extend existing consistency statements and assertions on the asymptotic distribution … statistics. Furthermore, it is shown, how ε n -optimal solutions can be dealt with. Emphasis is on strong and weak consistency …
Persistent link: https://www.econbiz.de/10014621309
‐field exploration of whether and how to achieve accuracy, consistency and certainty in carbon accounting. Findings – It was found that … there are tensions between accuracy, consistency and certainty in carbon accounting both within and across organisational …
Persistent link: https://www.econbiz.de/10014641336
Purpose – When corporations adopt a corporate social responsibility (CSR) program and use and name it in their external communications, their members should act in line with CSR. The purpose of this paper is to present an experiment in which the consistent or inconsistent behavior of a CEO was...
Persistent link: https://www.econbiz.de/10014691812
Purpose – From an integrated marketing communications perspective, this study aims to analyse what level of consistency … unfamiliar brand) and consistency among messages (high vs moderate) were manipulated to test a set of hypotheses. Findings … – Results show that the effectiveness of consistency among messages depends on brand familiarity. For familiar brands moderately …
Persistent link: https://www.econbiz.de/10014722796
degree of consistency between consensus ordering and input data. This indicator is simple, intuitive and independent from the …
Persistent link: https://www.econbiz.de/10012044142
are in an inconsistent state. In this paper, authors present an adaptive method for maintaining the consistency of cached …
Persistent link: https://www.econbiz.de/10012044175
consistency in aggregation is a particularly important screening device. If a price index formula fails the weak consistency test …
Persistent link: https://www.econbiz.de/10014608977