Results 101 to 110 of about 27,531 (299)
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment
International Journal of Finance &Economics, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani +4 more
wiley +1 more source
Statistical Analysis of the Raindrop Size Distribution Using Disdrometer Data
Hydrology, 2016 The present study utilizes nine years of measurements taken from a Joss–Waldvogel disdrometer (JWD). From this dataset, thirty six rainfall events, were selected and categorized, respectively, in convective and stratiform types, according to specific ...
Evangelos Baltas +2 more
doaj +1 more source
Bayesian Model Averaging in Causal Instrumental Variable Models
Journal of Applied Econometrics, EarlyView.ABSTRACT Instrumental variables are a popular tool to infer causal effects under unobserved confounding, but choosing suitable instruments is challenging in practice. We propose gIVBMA, a Bayesian model averaging procedure that addresses this challenge by averaging across different sets of instrumental variables and covariates in a structural equation ...
Gregor Steiner, Mark Steel
wiley +1 more source
Poverty: Looking for the Real Elasticities [PDF]
After decades of intensive research on the statistical size distribution of income and despite its empirical weaknesses, the lognormal distribution still enjoys an important popularity in the applied literature dedicated to poverty and inequality. In the
Florent BRESSON
core +2 more sources
Journal of the Science of Food and Agriculture, EarlyView.Abstract BACKGROUND Baled silage is expanding in Mediterranean regions due to climate change and demand for high‐quality forage; therefore, evaluating the effects of long‐term storage on microbiological and fermentative quality is essential. RESULTS In this study, 115 baled silages were sampled from different farms at 30, 60, 90, 180, and 270 days ...
Lidia Nieddu +6 more
wiley +1 more source
A produtividade dos autores sobre a lei de Lotka
Ciência da Informação, 2008 Estuda a produção estratificada dos autores produtores da literatura sobre a Lei de Lotka de 1922 a 2003 e analisa essa produtividade através dos modelos Poisson lognormal e Gauss Poisson inversa generalizada.
Ruben Urbizagastegui
doaj
The Partial Distribution: Definition, Properties and Applications in Economy [PDF]
In this discussed draft, we want to present the Partial Distribution (F.Dai, 2001) for discussing. We compare the partial distribution with lognormal and levy distribution.
feng dai
core
Different demographic drivers of recovery in two adjacent populations of a long‐lived bird of prey
Oikos, EarlyView.Understanding the demographic mechanisms underlying population decline or recovery is critical for conservation and management, yet similar population trends may arise from very different underlying processes. Comparing populations of vulnerable species groups like long‐lived raptors in different environments can reveal how species respond to change ...
Carina Nebel +4 more
wiley +1 more source
Control Charts for the Lognormal Distribution
Control Charts are the main tools of Statistical Process Control. They are used for deciding whether a process is statistically stable or not. Much theory and many applications have been developed for the Gaussian (Normal) distribution in this area ...
Panaretos, John +2 more
core +1 more source
Pareto–lognormal distributions: Inequality, poverty, and estimation from grouped income data
, 2013 The (double) Pareto–lognormal is an emerging parametric distribution for income that has a sound underlying generating process, good theoretical properties, and some limited favorable evidence of its fit to data.
Hajargasht, Gholamreza +1 more
core +1 more source