Summary The paper aims at drawing attention to the potential that qualitative stability theory of stochastic programming bears for the study of asymptotic properties of statistical estimators. Stability theory of stochastic programming yields a unifying approach to convergence (almost surely,...

Summary In this paper we study the integer-valued autoregressive model, which belongs to the class of thinning models with count data.We mainly focus on the random coefficient integer-valued autoregressive (RCINAR) model and propose a conditional least absolute deviation (CL 1 ) method to...

Abstract In this paper, we study a credit risk (collateral) management scheme for the Canadian retail payment system designed to cover the exposure of a defaulting member. We estimate ex ante the size of a collateral pool large enough to cover exposure for a historical worst-case default...

Abstract Many statistical estimation techniques for high-dimensional or functional data are based on a preliminary dimension reduction step, which consists in projecting the sample X 1 ,..., X n onto the first D eigenvectors of the Principal Component Analysis (PCA) associated with the empirical...

Zusammenfassung Der vorliegende Aufsatz diskutiert, inwiefern neben der Erfassung von Übernachtungszahlen als Kennzahl für eine Hierarchisierung von touristischen Destinationen die Barometermethode Verwendung finden kann. Anhand der Destination Berlin werden touristische Mobilitätsmuster...

Purpose – Identification of the best school among other competitors is done using a new technique called most productive scale size based data envelopment analysis (DEA). The paper aims to discuss this issue. Design/methodology/approach – A non-central principal component analysis is used...

Purpose – The purpose of this paper is to identify important dimensions which are essential to remain competitive. To generate scores which will be as effective as the original outputs to determine the radial efficiency scores etc. Design/methodology/approach – A non-central principal...

Purpose – Urban‐rural interaction in China has evolved over time and presented features in different periods since 1949. The aim of this paper is to measure urban‐rural interaction in China in a 50‐year period from 1958 to 2007, and to see if it bears resemblance to the historical...

Purpose – The purpose of this paper is to evaluate the international position of Estonia among the member states of the EU and countries closely associated with the EU, from the perspective of the effect of research and development (R & D) policy on innovation activities in the business...

Dimensionality reduction in large-scale image research plays an important role for their performance in different applications. In this paper, we explore Principal Component Analysis (PCA) as a dimensionality reduction method. For this purpose, first, the Scale Invariant Feature Transform (SIFT)...