Results 11 to 20 of about 1,467,059 (324)
Mean Absolute Deviations about the Mean, the Cut Norm and Taxicab Correspondence Analysis [PDF]
Open Journal of Statistics, 2020 Optimization has two faces, minimization of a loss function or maximization of a gain function. We show that the mean absolute deviations about the mean, d, maximizes a gain function based on the power set of the individuals, and it is equal to twice the value of its cut-norm.
Vartan, Choulakian, Ghassan, Abou Samra
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Mean-absolute deviation portfolio optimization model under transaction costs
Journal of the Operations Research Society of Japan, 1999 Summary: We propose a branch-and-bound algorithm for solving a portfolio optimization model under nonconvex transaction costs. It is well known that the unit transaction cost is larger when the amount of transaction is small while it remains stable up to a certain point and then increases due to illiquidity effects.
Konno, Hiroshi, Wijayanayake, Annista
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The mean and median absolute deviations
Mathematical and Computer Modelling, 2001 The authors give a comprehensive survey of properties of mean and median absolute deviations of a distribution. Let \(X_1,X_2,\dots, X_n\) be independent and identically distributed random variables and \(\overline X_n\) be the sample mean. Let \(S^2_n= n^{-1} \sum^n_{i=1} (X_i- \overline X_n)^2\) and \(d_n= n^{-1} \sum^n_{i=1}|X_i-\overline X_n ...
Pham-Gia, T., Hung, T. L.
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Mean Absolute Deviation (About Mean) Metric for Kurtosis
Advance Research in Sciences (ARS)In this paper, we introduce a MAD (about mean) alternative metric to classical kurtosis. Using the formula for mean absolute deviation, we identify two special points and construct the corresponding distributions with these reference points as their means. The proposed alternative is computed from mean absolute deviations for these distributions. These
Eugene Pinsky
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Mean Absolute Deviation for Hyperexponential and Hypoexponential Distributions
Operations Research and Applications : An International JournalHyperexponential and Hypoexponential distributions are derived from mixtures and convolutions of independent exponential random variables, respectively, and have a wide range of applications in telecommunications, quantitative finance, and reliability analysis.
Weiqi Zhang, Zibo Wang, Eugene Pinsky
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Jackknife empirical likelihood inference for the mean absolute deviation [PDF]
Computational Statistics & Data Analysis, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhao, Yichuan +2 more
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New Formulae and Uses of Mean Absolute Deviation [PDF]
International Journal of Business and Statistical Analysis, 2015 Mean absolute deviation about mean and median is extended to define "MAD-comoment" similarly analogous to classical central moment notation of covariance. Therefore, the "MAD-comoment" is used to derive the coefficient of determination in LAD regression, to analyze total sum of absolute into the pure between sum of absolute and the pure within sum of ...
et. al Elsayed A. H. Elamir
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Application of Mean of Absolute Deviation Method for the Selection of Best Nonlinear Component Based on Video Encryption [PDF]
Zeitschrift Fur Naturforschung - Section A Journal of Physical Sciences, 2013 Amir Anees +3 more
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A time series analysis for sales of chicken based food product [PDF]
, 2021 This study provides a time series analysis and interpretation of the output for forecast sales of chicken based food product of weekly sales data. These data were collected directly from the outlet shop of one factory in Malacca started from January 2015
Alma, Ozlem Gurunlu +5 more
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ACCRUED FORECASTING ON TOURIST’S ARRIVAL IN BANGLADESH FOR SUSTAINABLE DEVELOPMENT [PDF]
Geo Journal of Tourism and Geosites, 2021 Forecasting of potential tourists’ appearance could assume a critical role in the tourism industry, arranging at all levels in both the private and public sectors.
Sayed Mohibul HOSSEN +3 more
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