Showing 11 - 20 of 28
The Jarque-Bera normality test verifies if the residues of the regression hyper-plane are normal random variables.In this paper we present some numerical and Monte Carlo methods to obtain normal residues if the Jarque-Bera test fails. We consider the case when we know the pdf, the cdf and the...
Persistent link: https://www.econbiz.de/10008633170
The aim of the international conference ESPERA 2016 was to present and evaluate the economic scientific research portfolio, to argue and substantiate Romanian development strategies – including European and global best practices. The plenary session and the parallel sections were centered on...
Persistent link: https://www.econbiz.de/10012864722
Persistent link: https://www.econbiz.de/10005772612
In this paper we model the fraud-like investment founds using place-transition Petri nets. We will also classify the business using regression line in order to find the possible fraud-like investment founds. In these regression lines we compute analytical the mark of a place in function of some...
Persistent link: https://www.econbiz.de/10008543052
In this paper we will test the homoscedasticity of errors using the Goldfeld-Quandt test and we will classify the points using the explanatory variable by which we sort them. We will also use the Hartley test for the equality of the class error variances (if we have at least two classes). For...
Persistent link: https://www.econbiz.de/10008492973
In this paper we compute performance indices like those from Mereuta et all. (2007) using the eigenvalues and the eigenvectors of the variance-covariance matrix of these indices. The eigenvalues are used in this paper to give natural weights to the performance indices in order to compute the...
Persistent link: https://www.econbiz.de/10008493604
In this paper we will use the Bayesian inference for the parameters that appear in the queueing systems. We will estimate these parameters and we will build confidence intervals and significance tests for them, considering the parameters of the exponential Poisson and geometric distribution. We...
Persistent link: https://www.econbiz.de/10005105668
In this article we will determine the confidence regions for the parameters of a distribution and versions of some tests without using tables that contain centiles.
Persistent link: https://www.econbiz.de/10005105696
In this paper we will classify patterns using an algorithm analogous to the k-means algorithm and the principal components regression (PCR). We will also present a financial application in which we apply PCR if the points represent the interests for accounts with different terms.
Persistent link: https://www.econbiz.de/10005042702
In this paper we will classify patterns using an algorithm analogous to the k-means algorithm and the regression polynomial of the degree k (for instance, if k=1 we obtain the regression line, and if k=2 we obtain the regression parable), and the regression hyper-plane. We will also present a...
Persistent link: https://www.econbiz.de/10005042706