This paper describes an empirical comparison of the performance of four designs for a discrete choice experiment. These designs were chosen to represent the range of construction techniques that are currently popular for ...
Abstract: The approximate slopes of several tests of the independence of two covariance stationary time series are derived and compared. It is shown that the approximate slopes of regression tests are at least as great as ...
Platen, E.; Heath, D. P; Schweizer, M.(Blackwell Publishing, 2006)
This paper provides comparative theoretical and numerical results on risks, values, and hedging
strategies for local risk-minimization versus mean-variance hedging in a class of stochastic volatility
models. We explain ...
We compare two different multilevel modelling approaches to the analysis of repeated measures data to assess the effect of mother level characteristics on women's use of prenatal care services in Uttar Pradesh, India. We ...
Necessary and sufficient global optimality conditions are presented for certain nonconvex minimization problems subject to inequality constraints that are expressed as the pointwise minimum of sublinear (MSL) functions. A ...
We give an O(n 2) time algorithm to find the population variance of tour costs over the solution space of the n city symmetric Traveling Salesman Problem (TSP). The algorithm has application in both the stochastic case, ...
Objective. To develop a method for predicting concurrently both hospital survival and length of stay (LOS) for seriously ill or injured patients, with particular attention to the competing risks of death or discharge alive ...
In a general estimation problem, the deviance function generates statistics that are similar to squared standardized residuals. A deviance-based M estimator (DBME) is defined as an adaptively weighted maximum-likelihood ...
Platen, E.; Heath, D.(John Wiley and Sons Inc, 2007)
This paper considers a modification of the well known constant elasticity of
variance model where it is used to model the growth optimal portfolio (GOP).
It is shown that, for this application, there is no equivalent ...
Su, Steven; Anderson, Brian; Brinsmead, Thomas(Kluwer Academic Publishers, 2001)
S. W. Su, B. D. O. Anderson, and T. S. Brinsmead. Constant disturbance rejection and zero steady state tracking error for nonlinear systems design, In Biswa Datta, editor, Applied computational control, signals, and circuits ...
We give new constructions for DCEs in which all attributes have the same number of levels. These constructions use several combinatorial structures, such as orthogonal arrays, balanced incomplete block designs and Hadamard ...
Lattice rules are quasi-Monte Carlo methods for numerical multiple integration that are based on the selection of an s-dimensional integration lattice. The abscissa set is the intersection of the integration lattice with ...
Ormerod, John; Wand, Matt(John Wiley & Sons Ltd, 2012)
The aged number theoretic concept of continued fractions can enhance certain Bayesian computations. The crux of this claim is due to continued fraction representations of numerically challenging special function ratios ...
Computing the probability for a given diffusion process to stay under a particular boundary is crucial in many important applications including pricing financial barrier options and defaultable bonds. We discuss results ...
In this paper stationary regimes of open macro-systems that include active subsystems (with controlled parameters) near equilibrium are considered. A generalized Prigogine extremal principle for such systems is formulated ...
The 2001 UK census was a one-number census. An integral part of such a process has been the creation of a transport census debate that has been adjusted for the undernumeration in the 2001 census. The methodology for ...