Narrow search
Showing 1 - 10 of 193
Cover Image
Nonlinear noise estimation in international stock markets : coarse-grained entropy method
Fang, Yong - In: International journal of economics and finance 2 (2010) 1, pp. 97-104
Persistent link: https://www.econbiz.de/10009311097
Cover Image
Process parameter prediction via Markov models of sub-activities
Marujo, Lino G.; Qassim, Raad Y. - In: RAIRO / Operations research 48 (2014) 3, pp. 303-324
Persistent link: https://www.econbiz.de/10010530199
Cover Image
Power size biased two-parameter Akash distribution
Alhyasat, Khaldoon; Kamarulzaman, Ibrahim; Al-Omari, … - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 73-91
a reliability analysis is considered. The Rényi entropy of PSBTPAD is proved and the application of real data is …
Persistent link: https://www.econbiz.de/10012291642
Cover Image
Interval estimation : an information theoretic approach
Golan, Amos; Ullah, Aman - In: Econometric reviews 36 (2017) 6/9, pp. 781-795
Persistent link: https://www.econbiz.de/10011795492
Cover Image
General aggregation of misspecified asset pricing models
Gospodinov, Nikolaj; Maasoumi, Esfandiar - 2017
This paper proposes an entropy-based approach for aggregating information from misspecified asset pricing models. The …
Persistent link: https://www.econbiz.de/10011771622
Cover Image
Preference estimation from point allocation experiments
Collewet, Marion; Koster, Paul - 2023
commonly used in the literature. We also show how a formulation of a taste for variety as entropy that had been previously used …
Persistent link: https://www.econbiz.de/10014233387
Cover Image
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo; Tran Thi Tuan Anh - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 4, pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Cover Image
On the Kavya-Manoharan-Burr X model : estimations under ranked set sampling and applications
Hassan, Osama H. Mahmoud; Elbatal, Ibrahim; Al-Nefaie, … - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-20
quantile (QU) function, moment (MOs), incomplete MOs, conditional MOs, MO-generating function, and entropy. Based on simple …
Persistent link: https://www.econbiz.de/10014295425
Cover Image
A maximum entropy estimate of uncertainty about a wine rating : what can be deduced about the shape of a latent distribution from one observation?
Bodington, Jeffrey C. - In: Journal of wine economics 17 (2022) 4, pp. 296-310
Persistent link: https://www.econbiz.de/10014307513
Cover Image
Conditional density function for surrogate scalar response
Boumahdi, Mounir; Ouassou, Idir; Rachdi, Mustapha - In: Statistics in transition : an international journal of … 24 (2023) 3, pp. 117-138
This paper presents the estimator of the conditional density function of surrogated scalar response variable given a functional random one. We construct a conditional density function by using the available (true) response data and the surrogate data. Then, we build up some asymptotic properties...
Persistent link: https://www.econbiz.de/10015052186