Showing 31 - 40 of 100
We give the distribution functions, the expected values, and the moments of linear combinations of lattice polynomials from the uniform distribution. Linear combinations of lattice polynomials, which include weighted sums, linear combinations of order statistics, and lattice polynomials, are...
Persistent link: https://www.econbiz.de/10005254236
Persistent link: https://www.econbiz.de/10007391295
Persistent link: https://www.econbiz.de/10007391383
Persistent link: https://www.econbiz.de/10007391495
The application of multi-attribute utility theory whose aggregation process is based on the Choquet integral requires the prior identification of a capacity. The main approaches to capacity identification proposed in the literature are reviewed and their advantages and inconveniences are...
Persistent link: https://www.econbiz.de/10010750870
Persistent link: https://www.econbiz.de/10006648267
Persistent link: https://www.econbiz.de/10007895423
We derive tests of stationarity for univariate time series by combining change‐point tests sensitive to changes in the contemporary distribution with tests sensitive to changes in the serial dependence. The proposed approach relies on a general procedure for combining dependent tests based on...
Persistent link: https://www.econbiz.de/10014109543
Persistent link: https://www.econbiz.de/10005130793
Persistent link: https://www.econbiz.de/10005075350