Results 241 to 250 of about 369,033 (293)

Estimating Hedge Ratios

Financial Management, 1986
A company's financial performance often depends on the uncertain price of a commodity or financial instrument. For example, a lumber distributor might enter into a fixed-price contract for a particular variety of lumber; or a cable manufacturer might have a short position in copper; or a firm might have debt whose interest rate is linked to the prime ...
David E. Bell, William S. Krasker
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Estimation of cumulative odds ratios

Annals of Epidemiology, 2004
Standard estimation of ordered odds ratios requires the constraint that the etiologic effects of exposure are homogenous across thresholds of the ordered response. We present a method to relax this often-unrealistic constraint.The kernel of the proposed method is the expansion of observed data into "person-thresholds." Using standard statistical ...
Stephen R, Cole, Paul D, Allison, Cande V, Ananth   +2 more
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Estimating odds-ratio: Homogeneity constraints

Journal of the Italian Statistical Society, 1997
Summary: This paper considers the asymptotic theory of estimating odds ratios in \(k\) tables when there is uncertain prior information about homogeneity constraint on them. Using a preliminary test approach, we propose seven estimators and study their properties of asymptotic dominance under local alternatives.
Gupta, A. K., Ehsanes Saleh, A. K. Md.
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NOTE ON RATIO ESTIMATION

Scandinavian Journal of Psychology, 1967
Analysis of the individual matrices of ratio estimates, obtained in four experiments, show (1) that the subjective range of scales depends on the individual ‘level of estimation’, and (2) that the relation between scales representing low and intermediate level of estimation is a power function and the relation between the scales from high and ...
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Unbiased Ratio Estimators

Nature, 1954
RATIO estimators are frequently employed in sample surveys when estimating the population mean Ȳ of a variate y with the help of the known population mean X of a correlated variable x. Confining ourselves to the case of a simple random sample of n pairs y i, X i from a population of N pairs, various ratio estimators of Ȳ can be formed of which the most
H. O. HARTLEY, A. Ross
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Inverse Gaussian Ratio Estimation

Applied Statistics, 1986
A ratio estimation model based on the inverse Gaussian distribution is presented, together with a complete and exact system of inference procedures. The system is an analogue of that for the normal model, involving inferences based on \(\chi^ 2\) and F distributions. A case illustration and a discussion of some practical issues are included.
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Ratio-Estimations of Loudness-Intervals

The American Journal of Psychology, 1967
Two loudness-scales have been published: (a) the sone scale,1 and (b) the lambda scale.2 These two scales, based on different scaling procedures, are quite divers. The sone scale, based on direct estimates of the apparent ratios of loudnesses, is a power function of sound-intensity with an exponent of 0.3.
J, Beck, W A, Shaw
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Estimation of Variance of the Ratio Estimator

Biometrika, 1982
SUMMARY A general class of estimators of the variance of the ratio estimator is considered, which includes two standard estimators vo and v2 and approximates another estimator VH suggested by Royall & Eberhardt (1975). Asymptotic expansions for the variances and biases of the proposed estimators are obtained.
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Estimates for Conformal Metric Ratios

Computational Methods and Function Theory, 2006
Let \(D\) be a domain in the Riemann sphere \(\widehat{C}\) possessing at least two boundary points. For a point \(z\in D\), let \(\lambda_D(z)\) be the hyperbolic density in \(D\) and let \[ \mu_D(z):=\inf\{\lambda_\Delta(z):z\in \Delta\subset D,\;D\text{ is a disk in } \widehat{C}\} \] be the Möbius metric-density in \(D\).
Herron, David A., Ma, William, Minda, David   +2 more
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