Results 111 to 120 of about 946,554 (172)
An Approximate Tolerance Interval for the Size-Biased Poisson-Lindley Random Variable [PDF]
Azadeh Kiapour, Mehran Naghizadeh Qomi
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Bayesian estimation of the parameters of the ARCH and GARCH models using lindley`s approximation
Autoregressive conditionally heteroscedastic (ARCH) and Generalised ARCH (GARCH) models are used to analyze empirical financial data and capture various stylized facts in financial econometrics. The procedure that is most commonly used for estimating the unknown parameters of ARCH and GARCH model is the maximum likelihood estimation (MLE) method.
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Systemic Risk and Hedge Funds [PDF]
Systemic risk is commonly used to describe the possibility of a series of correlated defaults among financial institutions---typically banks---that occur over a short period of time, often caused by a single major event.
Andrew W. Lo +3 more
core
Some Examples of Anicillary Statistics and their Properties [PDF]
1 online resource (PDF, 34 ...
Buehler, Robert J.
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Accurate Approximations for Posterior Moments and Marginals [PDF]
1 online resource (PDF, 72 ...
Kadane, Joseph B., Tierney, Luke
core
Examining the relationship between processing fluency and memory for source information. [PDF]
Huang TS, Shanks DR.
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The Use of Asymptotic Expansions and Other Approximation Methods in Reliability [PDF]
In this work some asymptotic and other approximate methods for obtaining interval estimates for system reliability from binomial and/or exponential subsystem test data have been developed.
Abdel-Wahid, A.-R. A.-R.
core
Statistical inference based on generalized Lindley record values. [PDF]
Singh S, Dey S, Kumar D.
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Bayesian Analysis of Three-Parameter Frechet Distribution with Medical Applications. [PDF]
Abbas K +11 more
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