Results 211 to 220 of about 449,466 (261)

Confidence Intervals for Mean Absolute Deviations

The American Statistician, 2003
The mean absolute deviation is a simple and informative measure of variability. Approximate confidence intervals for mean absolute deviations in one-group and two-group designs are derived and are shown to have excellent small-sample properties under moderate nonnormality. Sample size planning formulas are derived.
Bonett, Douglas G., Seier, Edith
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A note on mean absolute deviation

Information Sciences, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yager, Ronald R., Alajlan, Naif
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Computing mean absolute deviation under uncertainty

Applied Soft Computing, 2010
In this paper the problem of computing the mean absolute deviation in a set of uncertain variables is discussed. The uncertainty is modeled by closed intervals and fuzzy intervals. Some polynomial algorithms for determining the lower and upper bounds for the mean absolute deviation under interval uncertainty are proposed.
Barbara Gładysz, Adam Kasperski
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Mean-absolute deviation portfolio optimization problem

Journal of Information and Optimization Sciences, 2007
One of the basic problems of applied finance is the optimal selection of stocks, with the aim of maximizing future returns and minimizing the risk using a specified risk aversion factor. Variance is used as the risk measure in classical Markowitz model, thus resulting in a quadratic programming.
Anton Abdulbasah Kamil, Khalipah Ibrahim
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Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions

Operations Research Letters, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kenyon, C. M., Savage, S., Ball, B.
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General characterization theorems via the mean absolute deviation

Journal of Statistical Planning and Inference, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mohtashami Borzadaran, G. R., Shanbhag, D. N.   +1 more
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Testing the market efficiency by mean absolute deviation

Benchmarking: An International Journal, 2017
Purpose Numerous articles have been written to prove or to disapprove the hypothesis of market efficiency. The purpose of this paper is to apply the forecast accuracy measure, mean absolute deviation (MAD), to check the validity of the hypothesis. Design/methodology/approach Forecast accuracies from applying different simple moving average methods ...
Louie Ren, Peter Ren
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A mean-absolute deviation-skewness portfolio optimization model

Annals of Operations Research, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Konno, Hiroshi, Shirakawa, Hiroshi, Yamazaki, Hiroaki   +2 more
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Mean–Absolute Deviation Model

2010
We will survey important properties of the mean–absolute deviation (MAD) portfolio optimization model, which was introduced in 1990 to cope with very large–scale portfolio optimization problems. MAD model has been used for solving huge portfolio optimization models including internationally diversified investment model, long-term ALM model, mortgage ...
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Expansions for statistics involving the mean absolute deviations

Annals of the Institute of Statistical Mathematics, 1992
Let \(X_ 1,\dots,X_ n\) be i.i.d. rv's from a distribution function \(F\) with mean \(\mu\) and denote by \(\bar X\), \(\tilde X\), and \(s\), respectively, their mean, median and root mean square deviation. The authors consider the statistics \(M_ 1=n^{-1}\sum| X_ i-\bar X|\), \(M_ 2=n^{-1}\sum| X_ i-\tilde X|\), \(W_ i=M_ i/s\) \((i=1,2)\) and \(t_ i=
Babu, Gutti Jogesh, Rao, C. Radhakrishna
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