Titlebook: New Advances in Statistical Modeling and Applications; António Pacheco,Rui Santos,Carlos Daniel Paulino Book 2014 The Editor(s) (if applic

INFER

書目名稱New Advances in Statistical Modeling and Applications影響因子(影響力)




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書目名稱New Advances in Statistical Modeling and Applications被引頻次學科排名




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書目名稱New Advances in Statistical Modeling and Applications讀者反饋




書目名稱New Advances in Statistical Modeling and Applications讀者反饋學科排名

遺傳

Resampling Methodologies in the Field of Statistics of Univariate Extremes high quantiles, expected shortfalls, return periods of high levels or the primary parameter of extreme events, the extreme value index (EVI), the parameter considered in this article. In order to illustrate such topics, we consider minimum-variance reduced-bias estimators of a positive EVI.

委托

Consequences of an Incorrect Model Specification on Population Growthh rate. We study the effect of the gap between the approximate and the “true” model on model predictions, particularly on asymptotic behavior and mean and variance of the time to extinction of the population.

責問

易受刺激

Testing Serial Correlation Using the Gauss–Newton Regressionr not. The second type of test is proposed to distinguish the genuine serial correlation from the non-genuine serial correlation, being the latter an evidence of misspecification. This study also shows that this second type of test, called the “Common Factor Restrictions” test, can be deduced as a .. test or as a t test.

腐敗

Individual Growth in a Random Environment: An Optimization Problemrket interest for the first time. In particular, expressions for the mean and standard deviation of these times are presented and applied to real data. These last results can be used to determine the optimal selling weight in terms of mean profit.

lesion

Valuation of Bond Options Under the CIR Model: Some Computational Remarkst are frequently needed for pricing bond options, though they all present relevant differences in terms of running times. The iterative procedure of Benton and Krishnamoorthy (Comput. Stat. Data Anal. 43:249–267, 2003) is the most efficient in terms of accuracy and computational burden for determining bond option prices under the CIR assumption.

減去

The MOP EVI-Estimator Revisited paper, a small-scale simulation study and a closer look at the asymptotic behaviour at optimal levels of the class of MOP EVI-estimators enable us to better understand their properties and to suggest simple adaptive EVI-estimates.

GEM

六個才偏離

Testing the Maximum by the Mean in Quantitative Group Testse goal is to know if any of the individual samples exceeds the threshold ., that is, .. > .. It is shown that the dependence between . and .. has a crucial role in deciding the use of group testing since a higher dependence corresponds to more information about .. given by the observed value of ..