Farrukh Javed,Stepan Mazur,Edward Ngailo
Farrukh Javed
In this paper, we consider the estimated weights of the tangency portfolio. We derive analytical expressions for the higher order non-central and central moments of these weights when the returns are assumed to be independently and multivar...
Post-randomization for controlling identification risk in releasing microdata from general surveys [0.03%]
后随机处理在控制一般调查微观数据发布中的识别风险方面的作用
Cheng Zhang,Tapan K Nayak
Cheng Zhang
Before releasing survey data, statistical agencies usually perturb the original data to keep each survey unit's information confidential. One significant concern in releasing survey microdata is identity disclosure, which occurs when an int...
Investigating emergent nested geographic structure in consumer purchases: a Bayesian dynamic multi-scale spatiotemporal modeling approach [0.03%]
基于贝叶斯动态多尺度时空模型的消费者购买行为中涌现的地理嵌套结构研究
Xia Wang,Joseph Pancras,Dipak K Dey
Xia Wang
Spatial modeling of consumer response data has gained increased interest recently in the marketing literature. In this paper, we extend the (spatial) multi-scale model by incorporating both spatial and temporal dimensions in the dynamic mul...
Variables acceptance reliability sampling plan for items subject to inverse Gaussian degradation process [0.03%]
逆高斯退化过程下的产品可靠性验收抽样方案研究
Ji Hwan Cha,F G Badía
Ji Hwan Cha
Until now, in the literature, a variety of acceptance reliability sampling plans have been developed based on different life test plans. In most of the reliability sampling plans, the decision procedures to accept or reject the correspondin...
Tomson Ogwang,Danny I Cho
Tomson Ogwang
In this paper, we propose an objective principal components weighting scheme for all-time Winter Olympic gold, silver and bronze medals based solely on the number of medals won. Our results suggest that the approximately equal weights be as...
A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models [0.03%]
非参数检验未观察成分模型条件异方差性的统计量
Alejandro Rodriguez,Gabriel Pino,Rodrigo Herrera
Alejandro Rodriguez
When prediction intervals are constructed using unobserved component models (UCM), problems can arise due to the possible existence of components that may or may not be conditionally heteroscedastic. Accurate coverage depends on correctly i...
Unsupervised classification of eclipsing binary light curves through k-medoids clustering [0.03%]
基于k-中值聚类的食双星光变曲线无监督分类方法研究
Soumita Modak,Tanuka Chattopadhyay,Asis Kumar Chattopadhyay
Soumita Modak
This paper proposes k-medoids clustering method to reveal the distinct groups of 1318 variable stars in the Galaxy based on their light curves, where each light curve represents the graph of brightness of the star against time. To overcome ...
A new two-parameter exponentiated discrete Lindley distribution: properties, estimation and applications [0.03%]
一种新的两参数离散Lindley分布：性质、估计及其应用
M El-Morshedy,M S Eliwa,H Nagy
M El-Morshedy
This paper introduces a new two-parameter exponentiated discrete Lindley distribution. A wide range of its structural properties are investigated. This includes the shape of the probability mass function, hazard rate function, moments, skew...
Bayesian change-point modelling of the effects of 3-points-for-a-win rule in football [0.03%]
贝叶斯变化点模型在“胜场得三分”规则的足球比赛中的应用
Gebrenegus Ghilagaber,Parfait Munezero
Gebrenegus Ghilagaber
We examine the effects of the 3-points-for-a-win (3pfaw) rule in the football world. Data that form the basis of our analyses come from seven leagues around the world (Albania, Brazil, England, Germany, Poland, Romania, and Scotland) and co...
Mengta Yang,Reza Modarres,Lingzhe Guo
Mengta Yang
Based on the minimal spanning tree (MST) of the observed data set, the paper introduces new notions of data depth and medians for multivariate data. The MST of a data set of size n is the MST of the complete weighted undirected graph on n v...