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Disorder and progress : bandits, police, and Mexican development
Vanderwood, Paul J. - 1981
Persistent link: https://www.econbiz.de/10004743625
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Bandits in Republican China
Billingsley, Phil - 1988
Persistent link: https://www.econbiz.de/10013533090
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Data-driven hospital admission control : a learning approach
Zhalechian, Mohammad; Keyvanshokooh, Esmaeil; Shi, Cong; … - In: Operations research 71 (2023) 6, pp. 2111-2129
Persistent link: https://www.econbiz.de/10014445029
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Die Banditen
Hobsbawm, Eric J. - 1972 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009610741
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Exploring the industry follower's entry strategies from China's bandit business model
Wei, Chao‐Ching; Lu, Iuan‐Yuan; Kuo, Tsuang; Chiu, … - In: Chinese Management Studies 7 (2013) 3, pp. 360-381
Purpose – This present study attempted to examine the difference between brand‐name and bandit technology companies in … terms of operating models. Furthermore, the paper aimed to investigate the origin and developmental model of bandit. Design … inhibitory factors of bandit business model, and subsequently presents a causal‐effect loop of business operations development in …
Persistent link: https://www.econbiz.de/10014698141
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Mercenaries, pirates, bandits and empires : private violence in historical context
Colás, Alejandro (contributor); Mabee, Bryan (contributor) - 2010
Persistent link: https://www.econbiz.de/10008815344
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Central limit theorems and bootstrap in high dimensions
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016
In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector sums hit rectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for the probabilities that a root-n rescaled sample average of Xi is...
Persistent link: https://www.econbiz.de/10011594349
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Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models
van Vlodrop, Andries C.; Lucas, André - 2018
We investigate covariance matrix estimation in vast-dimensional spaces of 1,500 up to 2,000 stocks using fundamental factor models (FFMs). FFMs are the typical benchmark in the asset management industry and depart from the usual statistical factor models and the factor models with observed...
Persistent link: https://www.econbiz.de/10012114751
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Central limit theorems and bootstrap in high dimensions
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2014
In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector sums hit rectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for the probabilities that a root-n rescaled sample average of Xi is...
Persistent link: https://www.econbiz.de/10011445703
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Central limit theorems and bootstrap in high dimensions
Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016 - This version: May 31, 2016
In this paper, we derive central limit and bootstrap theorems for probabilities that centered high-dimensional vector sums hit rectangles and sparsely convex sets. Specifically, we derive Gaussian and bootstrap approximations for the probabilities that a root-n rescaled sample average of Xi is...
Persistent link: https://www.econbiz.de/10011525777