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Möller, Philipp M. - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-42

Persistent link: https://www.econbiz.de/10011957033

On the convergence of uncertain random sequences

Ahmadzade, H.; Sheng, Yuhong; Esfahani, M. - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 2, pp. 205-220

Persistent link: https://www.econbiz.de/10011805599

Almost stochastic dominance for risk averters and risk seeker

Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Finance research letters 19 (2016), pp. 15-21

Persistent link: https://www.econbiz.de/10011657429

Moment characterization of higher-order risk preferences

Ebert, Sebastian - In: Theory and Decision 74 (2013) 2, pp. 267-284

statistical moments. Our results, which are generalizations of Roger (Theory Decis, 70(1):27–44, <CitationRef CitationID="CR4 …

Persistent link: https://www.econbiz.de/10010988775

On MLEs in an extended multivariate linear growth curve model

Filipiak, Katarzyna; Rosen, Dietrich - In: Metrika 75 (2012) 8, pp. 1069-1092

In this paper the extended growth curve model is considered. The literature comprises two versions of the model. These models can be connected by one-to-one reparameterizations but since estimators are non-linear it is not obvious how to transmit properties of estimators from one model to...

Persistent link: https://www.econbiz.de/10010994999

Sums, Products and Ratios for Crovelli’s Bivariate Gamma Distribution

Silva, Ana; Rodrigues, Jailson; Chaves, Lucas; Souza, … - In: Water Resources Management 27 (2013) 5, pp. 1363-1376

= XY and Q = X/(X + Y), as well as their respective moments. Those functions are important hidrological variables. A MAPLE …

Persistent link: https://www.econbiz.de/10010998123

Computing the variance of tour costs over the solution space of the TSP in polynomial time

Sutcliffe, Paul; Solomon, Andrew; Edwards, Jenny - In: Computational Optimization and Applications 53 (2012) 3, pp. 711-728

We give an <Emphasis FontCategory="SansSerif">O(n <Superscript>2</Superscript>) time algorithm to find the population variance of tour costs over the solution space of the n city symmetric Traveling Salesman Problem (TSP). The algorithm has application in both the stochastic case, where the problem is specified in terms of edge costs which are pairwise...</superscript></emphasis>

Persistent link: https://www.econbiz.de/10010998300

Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities

Peiris, Shelton - In: Statistical Papers 55 (2014) 2, pp. 513-523

calculates the exact moments up to order 4 under the null hypothesis of no serial correlation when there are many independent …

Persistent link: https://www.econbiz.de/10010998600

Complete characterisation of the customer delay in a queueing system with batch arrivals and batch service

Claeys, Dieter; Laevens, Koenraad; Walraevens, Joris; … - In: Mathematical Methods of Operations Research 72 (2010) 1, pp. 1-23

occasionally been studied. The few papers concerning the customer delay share the common feature that only the moments are … capacity). In this paper, we aim for a complete characterisation—i.e., moments and tail probabilities - of the customer delay … on the moments and the tail probabilities of the customer delay. Copyright Springer-Verlag 2010 …

Persistent link: https://www.econbiz.de/10010999555

The exponentiated Weibull distribution: a survey

Nadarajah, Saralees; Cordeiro, Gauss; Ortega, Edwin - In: Statistical Papers 54 (2013) 3, pp. 839-877

distribution to accommodate nonmonotone hazard rates. The properties reviewed include: moments, order statistics, characterizations …

Persistent link: https://www.econbiz.de/10010848069