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131.
Michael Kohler 《AStA Advances in Statistical Analysis》2008,92(2):153-178
American options in discrete time can be priced by solving optimal stopping problems. This can be done by computing so-called
continuation values, which we represent as regression functions defined recursively by using the continuation values of the
next time step. We use Monte Carlo to generate data, and then we apply smoothing spline regression estimates to estimate the
continuation values from these data. All parameters of the estimate are chosen data dependent. We present results concerning
consistency and the estimates’ rate of convergence. 相似文献
132.
The authors consider the optimal design of sampling schedules for binary sequence data. They propose an approach which allows a variety of goals to be reflected in the utility function by including deterministic sampling cost, a term related to prediction, and if relevant, a term related to learning about a treatment effect To this end, they use a nonparametric probability model relying on a minimal number of assumptions. They show how their assumption of partial exchangeability for the binary sequence of data allows the sampling distribution to be written as a mixture of homogeneous Markov chains of order k. The implementation follows the approach of Quintana & Müller (2004), which uses a Dirichlet process prior for the mixture. 相似文献
133.
This paper proposes an experimental test to evaluate the performance of the serial cost sharing rule, originally proposed
by Shenker [Sigmetrics, 241–242 (1990)] and then analyzed by Moulin and Shenker [Econometrica 60, 1009–1037 (1992)]. We report
measures of the performance and efficiency of the serial mechanism by comparing the choices and payoffs attained by the subjects
to the expected equilibrium allocations. Experimental evidence shows that learning is needed for the subjects to converge
to the equilibrium strategy. However, in terms of efficiency, the serial mechanism leads to almost efficient allocations. 相似文献
134.
In the paper we present a new method of calculating sampling intervals, so-called windows, allowing an experimenter some flexibility in timing the sample collection, while a minimum required design efficiency for parameter estimation is assured. The method is based on the Equivalence Theorem for D-optimality what makes the length of each window related to the parameter sensitivities. An example of calculating the windows in a pharmacokinetic study is presented. Some other methods of calculating efficient sampling windows are briefly discussed. 相似文献
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138.
Gay affirmative practice has recently been introduced into the social work literature as a culturally sensitive model for
working with gay, lesbian, and bisexual (GLB) adults, however, this model has rarely been applied to practice with GLB youth.
In this article, the authors review the literature to present the main tenets of gay affirmative practice, outline the challenges
that GLB youth face, and delineate the environmental and individual strengths that can be enhanced to promote well-being.
The authors then apply the gay affirmative practice model to GLB youth, offering concrete information about the specific knowledge,
attitudes, and skills that social workers should acquire to better serve the unique, yet diverse, needs of GLB youth. 相似文献
139.
Annette Zimmer 《Gruppendynamik und Organisationsberatung》2003,34(4):331-345
Cultural and professional associations are the expression of the modern society with structured organisations. The 19th century was the marking epoch of the constitution of associations in Germany. The involvement of associations in the political live, specially the professional ones, is typical in Germany. While political sciences focus on the analyses of interest representation and mediation functions of organisations, sociology research covers the full range of social, psychological, political and economical functions of organisations. Management and especially human resource management topics are presently gaining a growing importance within the research community which focuses on the cultural and professional organisations. 相似文献
140.
To protect public-use microdata, one approach is not to allow users access to the microdata. Instead, users submit analyses to a remote computer that reports back basic output from the fitted model, such as coefficients and standard errors. To be most useful, this remote server also should provide some way for users to check the fit of their models, without disclosing actual data values. This paper discusses regression diagnostics for remote servers. The proposal is to release synthetic diagnostics—i.e. simulated values of residuals and dependent and independent variables–constructed to mimic the relationships among the real-data residuals and independent variables. Using simulations, it is shown that the proposed synthetic diagnostics can reveal model inadequacies without substantial increase in the risk of disclosures. This approach also can be used to develop remote server diagnostics for generalized linear models. 相似文献