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A goodness of fit approach to monotone variance residual life class of life distributions
DVRL (IVRL) class of life distribution exponentiality
2010/9/13
Based on the goodness of fit approach, a new test is presented for testing exponentiality versus decreasing (increasing) variance remaining life distribution DVRL (IVRL). The percentiles of these test...
On Perron's unit root tests in the presence of an innovation variance break
Unit Root Trend Break Innovation Break Break Date
2010/9/14
The unit root tests of Perron (1989, Econometrica) were designed to have power against the stationary alternative characterized by a break in the trend function. We show that all versions of Perron’s ...
Variance reduction in a stochastic volatility scenario
Monte Carlo simulations stochastic di® erential equation variance re-duction stochastic volatility
2009/1/7
This paper investigates the use of a variance reduction, called
importance sampling, for Monte Carlo methods in the case of the stochas-
tic volatility model for option pricing introduced by Hobson ...
The di®erence of the variance functions between two estimated responses for a fourth order rotatable design in two dimensions
variance functions estimated responses rotatable design
2009/1/4
In this paper the di®erence of the variance functions between
two estimated responses for a fourth order design at any two points in the
factor space is developed. In particular, the variance fu...
In this paper we extend some statistical techniques of MANOVA, where the data are vectors in Rd, to the case where the observations are real functions.
A Variance Analog of Majorization and Some Associated Inequalities
Inequality Symmetric polynomial Majorization Schur convex Variance
2008/7/3
We introduce a partial order, variance majorization, on , which is analogous to the majorization order. A new class of monotonicity inequalities, based on variance majorization and analogous to Schur ...
Some inequalities for the expectation and variance of a random variable whose PDF is $n$-time differentiable
Random Variable Expectation Variance Dispersion
2008/6/26
Some inequalities for the expectation and variance of a random variable whose p.d.f. is n-time differentiable are given.
Testing decreasing (increasing) variance residual class of life distributions using kernel method
Kernel method DVRL IVRL Efficiency
2010/9/15
The decreasing (increasing) variance residual life DVRL (IVRL) class of life distribuation is well known and extensively studied in the literature. A new test is presented for testing exponentiality a...
Variance balanced block designs with repeated blocks
Variance balanced block designs repeated blocks
2010/9/16
Some construction methods of the variance balanced block designs with repeated blocks are given. They are based on the incidence matrices of the balanced incomplete block designs with repeated blocks.
Comparison of MINQUE and Simple Estimate of the Error Variance in the General Linear Models
general linear model MINQUE mean square error
2007/12/11
Comparison is made between the MINQUE and simple estimate of the error variance in the normal linear model under the mean square errors criterion, where the model matrix need not have full rank and th...