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Calculating first moments and confidence intervals for generalized stochastic dividend discount models
Hurley, William J. - In: Journal of mathematical finance 3 (2013) 2, pp. 275-279
Persistent link: https://www.econbiz.de/10010239571
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A new proof for monotone likelihood ratio for the sum of independent bernoulli random variables
Huynh, Huynh - In: Psychometrika 59 (1994) 1, pp. 77-79
Persistent link: https://www.econbiz.de/10005381671
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A Monte Carlo simulation of the Bernoulli principle
Mohazzabi, Pirooz; Bernhardt, Mark D. - In: Physica A: Statistical Mechanics and its Applications 233 (1996) 1, pp. 153-162
, as stated by the Bernoulli principle. In fact, the computer simulation results show that at zero net transport rate, the …
Persistent link: https://www.econbiz.de/10010871785
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Averting risk in the face of large losses: Bernoulli vs. Tversky and Kahneman
Bosch-Domènech, Antoni; Silvestre, Joaquim - Department of Economics and Business, Universitat … - 2006
experiments with real (not hypothetical) loses. Our results vindicate Daniel Bernoulli’s view that risk aversion is the dominant … attitude, But, contrary to the Bernoulli-inspired canonical expected utility theory, we do find frequent risk attraction for …
Persistent link: https://www.econbiz.de/10005771992
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Bounds for the Bayes Error in Classification: A Bayesian Approach Using Discriminant Analysis
Pham-Gia, T.; Turkkan, N.; Bekker, A. - In: Statistical Methods and Applications 16 (2007) 1, pp. 7-26
Persistent link: https://www.econbiz.de/10005596343
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The Inference Fallacy From Bernoulli to Kolmogorov
Szafarz, Ariane; De Scheemaekere, Xavier - Centre Emile Bernheim, Solvay Brussels School of … - 2011
Bernoulli’s (1713) well-known Law of Large Numbers (LLN) establishes a legitimate one-way transition from mathematical … probability to observed frequency. However, Bernoulli went one step further and abusively introduced the inverse proposition …. Based on a careful analysis of Bernoulli’s original proof, this paper identifies this appealing, but illegitimate, inversion …
Persistent link: https://www.econbiz.de/10008853824
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Towards a definition of the Quantum Ergodic Hierarchy: Kolmogorov and Bernoulli systems
Gomez, Ignacio; Castagnino, Mario - In: Physica A: Statistical Mechanics and its Applications 393 (2014) C, pp. 112-131
In this paper we translate the two higher levels of the Ergodic Hierarchy  [11], the Kolmogorov level and the Bernoulli …
Persistent link: https://www.econbiz.de/10011059929
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L'Evolution du concept de probabilité mathématique de Pascal à Laplace. Article paru dans Technologia, 1985, 8, 3, pp.67-75
Szafarz, Ariane - Centre Emile Bernheim, Solvay Brussels School of … - 1985
'épisode crucial que fut le théorème de Bernoulli. Il apparaît que les théoriciens ont constamment monopolisé les considérations …
Persistent link: https://www.econbiz.de/10005558858
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A methodology for automatised outlier detection in high-dimensional datasets: An application to euro area banks' supervisory data
Farnè, Matteo; Vouldis, Angelos T. - 2018
Outlier detection in high-dimensional datasets poses new challenges that have not been investigated in the literature. In this paper, we present an integrated methodology for the identification of outliers which is suitable for datasets with higher number of variables than observations. Our...
Persistent link: https://www.econbiz.de/10011916875
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The effects of high dimensional covariance matrix estimation on asset pricing and generalized least squares
Kim, Soo-Hyun - 2010
High dimensional covariance matrix estimation is considered in the context of empirical asset pricing. In order to see the effects of covariance matrix estimation on asset pricing, parameter estimation, model specification test, and misspecification problems are explored. Along with existing...
Persistent link: https://www.econbiz.de/10009476067