Results 271 to 280 of about 111,969 (307)

Conditional OLS minimum variance hedge ratios

Journal of Futures Markets, 2004
AbstractThe paper presents a new methodology to estimate time dependent minimum variance hedge ratios. The so‐called conditional OLS hedge ratio modifies the static OLS approach to incorporate conditioning information. The ability of the conditional OLS hedge ratio to minimize the risk of a hedged portfolio is compared to conventional static and ...
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Conditional distributions of multivariate normal mean–variance mixtures

Statistics & Probability Letters, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ahad Jamalizadeh, Narayanaswamy Balakrishnan   +1 more
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Conditional estimation variances: An empirical approach

Journal of the International Association for Mathematical Geology, 1984
One of the tasks routinely carried out by geostatisticians is the evaluation of global mining reserves corresponding to a given cutoff grade and size of selective mining units. A long with these recovery figures, the geostatistician generally provides an assessment of the global estimation variance, which represents the precision of the overall average
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Conditional variance of symmetric stable variables

1991
For two symmetric α-stable random variables with 1 < α < 2 we find a necessary and sufficient condition for the conditional variance to exist and be finite, we show it has a fixed functional form independent of their joint distribution, we describe its asymptotic behavior and we illustrate its global dependence on the joint distribution.
Wei Wu, Stamatis Cambanis
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Conditional Mean and Conditional Variance for Ali-Mikhail-Hap Copula

2008 4th International Conference on Wireless Communications, Networking and Mobile Computing, 2008
A copula is a function that links univariate marginals to their full multivariate distribution. This paper derives the conditional means and conditional variances for the well-known Ali-Mikhail-Hap (AMH) bivariate parametric copula whose marginal is standard uniform distribution U(0, 1) . In addition, this paper compares and expresses its corresponding
Xue Deng, Rongjun Li, Xiaolan Liu
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Stepping Up Test Score Conditional Variances

Journal of Educational Measurement, 1991
In Woodruff (1990), I derived estimates for the conditional standard error of measurement in prediction (CSEMP), the conditional standard error of estimation (CSEE), and the conditional standard error of prediction (CSEP). My original estimates assume that the conditional residual error score variances and the conditional residual true score variances,
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Simulating Average Delay–Variance Reduction by Conditioning

Probability in the Engineering and Informational Sciences, 1988
An improved simulation estimator of the expected total delay of the first n customers in the systems GI/M/k and GI/G/I is obtained by replacing the (raw data) delay of customer i by its expected delay given the state of the system upon its arrival.
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Identifying Social Interactions Through Conditional Variance Restrictions

Econometrica, 2008
This paper proposes a new method for identifying social interactions using conditional variance restrictions. The method provides a consistent estimate of the social multiplier when social interactions take the “linear-in-means” form (Manski (1993)). When social interactions are not of the linear-in-means form, the estimator, under certain conditions ...
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Necessary conditions for boundary representation variance

Proceedings of the thirteenth annual symposium on Computational geometry - SCG '97, 1997
Srinivas Raghothama, Vadim Shapiro
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Multi-constraint molecular generation based on conditional transformer, knowledge distillation and reinforcement learning

Nature Machine Intelligence, 2021
Qiaojun He, Dong-Sheng Cao, Ting-Jun Hou
exaly