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Asymptotic Expansion for the Null Distribution of the F-statistic in One-way ANOVA under Non-normality

Harrar, Solomon W.; Gupta, Arjun K. - In: Annals of the Institute of Statistical Mathematics : AISM 59 (2007) 3, pp. 531-556

Persistent link: https://www.econbiz.de/10007793548

Uniform mixtures via posterior means

Gupta, Arjun K.; Wesolowski, Jacek - In: Annals of the Institute of Statistical Mathematics : AISM 49 (1997) 1, pp. 171-180

Persistent link: https://www.econbiz.de/10007368448

A compound beta distribution with applications in finance

Nadarajah, Saralees; Gupta, Arjun K. - In: Statistical methods & applications : SMA ; journal of … 16 (2007) 1, pp. 69-83

Persistent link: https://www.econbiz.de/10003489176

Normal and logistic random variables : distribution of the linear combination

Gupta, Arjun K.; Nadarajah, Saralees - In: Statistical papers 49 (2008) 2, pp. 201-209

Persistent link: https://www.econbiz.de/10003644477

Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model

Bodnar, Taras; Gupta, Arjun K. - In: The European journal of finance 21 (2015) 13/15, pp. 1176-1194

Persistent link: https://www.econbiz.de/10011419827

A New Process Capability Index

Gupta, Arjun K.; Kotz, Samuel - 1997

Persistent link: https://www.econbiz.de/10014060354

Statistical inference for the beta coefficient

Bodnar, Taras; Gupta, Arjun K.; Vitlinskyi, Valdemar; … - In: Risks : open access journal 7 (2019) 2/56, pp. 1-14

The beta coefficient plays a crucial role in finance as a risk measure of a portfolio in comparison to the benchmark portfolio. In the paper, we investigate statistical properties of the sample estimator for the beta coefficient. Assuming that both the holding portfolio and the benchmark...

Persistent link: https://www.econbiz.de/10012019030