Results 1 to 10 of about 456 (211)
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach [PDF]
This paper examines the market efficiency of oil spot and futures prices by using both mean-variance (MV) and stochastic dominance (SD) approaches.
Michael McAleer +2 more
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Helping with inquiries: theory and practice in forensic science [PDF]
, 2009 This thesis investigates the reasoning practices of forensic scientists, with specific focus on the application of the Bayesian form of probabilistic reasoning to forensic science matters.
Lawless, Christopher James
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ORDINARY AND GENERALIZED STOCHASTIC DOMINANCE: A PRIMER
Research Methods/ Statistical Methods,
Eidman, Vernon R. +3 more
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Asymptotic theory of integrated conditional moment tests
In this paper we derive the asymptotic distribution of the test statistic of a generalized version of the integrated conditional moment (ICM) test of Bierens (1982, 1984), under a class of Vn-local alternatives, where n is the sample size.
Ploberger, W., Bierens, H.J.
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, 1993 We consider the problem of estimating the sum of squared error loss L = |β−β̂|2 of the least-squares esitmator β̂ for β, the regression coefficient. The standard estimator L̂0 is the expected value of L.
Hsieh, F.S., Hwang, J.T.G.
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Characterizing a prior distribution through its Bayes estimator
, 1982 Let X be a continuous real-valued random variable with a family of possible distributions indexed by the real parameter (theta)(ELEM)(THETA). For the triplet ((delta),(gamma),(pi)), let (delta) denote a real-valued function over the sample space, (gamma)
Noorbaloochi, Siamak
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The Effect of Exchange Rates on Statistical Decisions
, 2011 Statistical decision theory, whether based on Bayesian principles or other concepts such as minimax or admissibility, relies on the idea of minimizing expected loss or maximizing ex-pected utility.
Teddy Seidenfeld +2 more
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, 2008 The paper presents an efficient solution to decision problems where direct partial information on the distribution of the states of nature is available, either by observations of previous repetitions of the decision problem or by direct expert judgements.
L. V. Utkin
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Families, policy and the law: selected essays on contemporary issues for Australia [PDF]
, 2014 These collected essays explore the complexities that confront those who frame social policy and those involved in the social services and legal systems that intersect with child and family issues.
Alan Hayes, Daryl Higgins
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Ordinal Welfare Comparisons with Multiple Discrete Indicators: A First Order Dominance Approach and Application to Child Poverty [PDF]
We develop an ordinal method for making welfare comparisons between populations with multidimensional discrete well-being indicators observed at the micro level.
Channing Arndt +5 more
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