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preferences in terms of statistical moments. An implication is, for example, that prudence implies preference for distributions … with higher skewness as defined by all odd moments. Moreover, we show that this preference is robust towards variation in … kurtosis as defined by all even moments. We thus speak of the kurtosis robustness feature of prudence. Further, we show that …
Persistent link: https://www.econbiz.de/10010293372
moments; DCC does not have testable regularity conditions; DCC yields inconsistent two step estimators; DCC has no asymptotic …
Persistent link: https://www.econbiz.de/10010326200
commissioner, are able to increase their utility by using revenue sharing to affect higher order moments of the revenue … of team local revenues. We first determine the extent to which revenue sharing affects these moments in theory, then we …
Persistent link: https://www.econbiz.de/10011996125
raw and joint moments, the moment generating function and the distribution function of the increments of compound renewal …
Persistent link: https://www.econbiz.de/10011996647
We develop a new method, based on the use of polar coordinates, to investigate the existence of moments for … results. For JIVE, we obtain the new result that this estimator has no moments at all. Simulation results illustrate the … consequences of its lack of moments. …
Persistent link: https://www.econbiz.de/10011940699
and general expressions for the moments and the moment generating function associated with the distribution. We also point …
Persistent link: https://www.econbiz.de/10014590832
finite moments of all orders and could, therefore, be a better model for real-world situations, as it becomes possible to … distribution, this knowledge has to be abandoned and additionally the purely mathematical problems of infinite moments occurs. One … such situation is discussed. Explicit expressions for the moments of the truncated distribution are also derived.  …
Persistent link: https://www.econbiz.de/10014590842
) convergence in total variation distance, (ii) convergence of arbitrary moments, and (iii) pointwise convergence of Laplace … existence of nontrivial confidence sets for the moments of an unknown distribution in P d (lc) . Our results are based on …
Persistent link: https://www.econbiz.de/10014621398
distribution. Its moments and momentsbased measures are derived and discussed. Statistical properties, including the hazard rate …-strength reliability are also analysed. The method of moments and the method of maximum likelihood estimations is discussed for estimating …
Persistent link: https://www.econbiz.de/10012600258
(PSBTPAD). Several statistical properties of PSBTPAD distribution are proved. These properties include the following: moments …
Persistent link: https://www.econbiz.de/10012600259