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Comparing regression coefficients between models when one model is nested within another is of great practical interest when two explanations of a given phenomenon are specified as linear models. The statistical problem is whether the coefficients associated with a given set of covariates change...
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In this article, we provide an estimation and several asymptotic behaviors for the coherent entropic risk measure of compound Poisson process. We also establish an estimation for the coherent entropic risk measure of sum of i.i.d. random variables in virtue of Log-Sobolev inequality. As an...
Persistent link: https://www.econbiz.de/10010776540
In this article, we consider the problem of the minimal entropy martingale measure of a jump process influenced by jump times. The minimal entropy martingale measure of the price process is given out by the exponential martingale method, and the expression of the corresponding relative entropy...
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The geographic distribution of nonprofit antipoverty organizations has important implications for economic development, social services, public health, and policy efforts. With counts of antipoverty nonprofits at the census tract level in Greater Hartford, Connecticut, we examine whether these...
Persistent link: https://www.econbiz.de/10011104189
Consider a Brownian bridge from 0 to c0. It is known that the density of the expected occupation time by the Brownian bridge is constant in [0,c]. We give a simple elementary proof for this result based on a direct examination of the corresponding integral. The expected occupation time plays an...
Persistent link: https://www.econbiz.de/10011189327
In power systems, although the inertia energy in power sources can partly cover power unbalances caused by load disturbance or renewable energy fluctuation, it is still hard to maintain the frequency deviation within acceptable ranges. However, with the vehicle-to-grid (V2G) technique, electric...
Persistent link: https://www.econbiz.de/10011206268
In this study we examine the impact of entrepreneur personal values on the organizational structure of small business. The leadership imperative theory suggests that entrepreneur's personal traits will have an impact on his or her style of management. We propose that the way a small business is...
Persistent link: https://www.econbiz.de/10011207242
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