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Leonard Kooperman Donald R. Cooper Donald A. Clare 《Evaluation and program planning》1985,8(3):231-237
Current trends in the aging sector make critical the development of more precision in the policy and decision-making processes. This study explores a strategy for improving service allocation decisions in the aging services area. Two research tools were combined—Delphi and magnitude estimation—to identify the perceptions of key decision makers about the variable service needs of different aging risk groups. The results indicate that such distinctions can be made and can provide the basis of improving several aspects of the allocation process. 相似文献
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Rameshwar D. Gupta Donald St P. Richards 《Australian & New Zealand Journal of Statistics》1982,24(2):216-220
A series expansion is obtained for the confluent hypergeometric function of the second kind when the argument is a 2 times 2 positive definite matrix. Applications are made to the distributions of Hotelling's generalized T02 statistic, and the smallest latent root of the covariance matrix. 相似文献
677.
Consider a given sequence {Tn} of estimators for a real-valued parameter θ. This paper studies asymptotic properties of restricted Bayes tests of the following form: reject H0:θ ≤ θ0 in favour of the alternative θ > θ0 if Tn ≤ Cn, where the critical point Cn is determined to minimize among all tests of this form the expected probability of error with respect to the prior distribution. Such tests may or may not be fully Bayes tests, and so are called Tn-Bayes. Under fairly broad conditions it is shown that and the Tn-Bayes risk where an is the order of the standard error of Tn, - is the prior density, and μ is the median of F, the limit distribution of (Tn – θ)/anb(θ). Several examples are given. 相似文献
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This article compares four methods used to approximate value at risk (VaR) from the first four moments of a probability distribution: Cornish–Fisher, Edgeworth, Gram–Charlier, and Johnson distributions. Increasing rearrangements are applied to the first three methods. Simulation results suggest that for large sample situations, Johnson distributions yield the most accurate VaR approximation. For small sample situations with small tail probabilities, Johnson distributions yield the worst approximation. A particularly relevant case would be in banking applications for calculating the size of operational risk to cover certain loss types. For this case, the rearranged Gram–Charlier method is recommended. 相似文献
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Stephen G. Donald 《Econometric Reviews》2016,35(4):553-585
We extend Hansen's (2005) recentering method to a continuum of inequality constraints to construct new Kolmogorov–Smirnov tests for stochastic dominance of any pre-specified order. We show that our tests have correct size asymptotically, are consistent against fixed alternatives and are unbiased against some N?1/2 local alternatives. It is shown that by avoiding the use of the least favorable configuration, our tests are less conservative and more powerful than Barrett and Donald's (2003) and in some simulation examples we consider, we find that our tests can be more powerful than the subsampling test of Linton et al. (2005). We apply our method to test stochastic dominance relations between Canadian income distributions in 1978 and 1986 as considered in Barrett and Donald (2003) and find that some of the hypothesis testing results are different using the new method. 相似文献
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