排序方式: 共有51条查询结果,搜索用时 968 毫秒
41.
This paper applies Frechet derivatives to derive asymp-totically D-optimal statistical designs where the designmatrix is a (O,l)-matrix having exactly one run [of length at most k(, the number of parameters) of l's in each row. These asymptotic results have been utilized in dealing with the more intractable design problem with a finite number of observations. The problemof E-optimality has also been considered. 相似文献
42.
The problem of finding D-optimal or D-efficient designs in the presence of covariates is considered under a completely randomized design set-up with v treatments, k covariates and N experimental units. In contrast to Lopes Troya [Lopes Troya, J., 1982, Optimal designs for covariates models. Journal of Statistical Planning and Inference, 6, 373–419.], who considered this problem in the equireplicate case, we do not assume that N/v is an integer, and this allows us to study situations where no equireplicate design exists. Even when N/v is an integer, it is seen quite counter-intuitively that there are situations where a non-equireplicate design outperforms the best equireplicate design under the D-criterion. 相似文献
43.
The durations between market activities such as trades and quotes provide useful information on the underlying assets while analyzing financial time series. In this article, we propose a stochastic conditional duration model based on the inverse Gaussian distribution. The non-monotonic nature of the failure rate of the inverse Gaussian distribution makes it suitable for modeling the durations in financial time series. The parameters of the proposed model are estimated by an efficient importance sampling method. A simulation experiment is conducted to check the performance of the estimators. These estimates are used to compute estimated hazard functions and to compare with the empirical hazard functions. Finally, a real data analysis is provided to illustrate the practical utility of the models. 相似文献
44.
This paper develops an approximate theory for D- and A-optlmal statistical designs with a circular string property. It is shown how the problems of deriving optimal designs can be reduced to non-linear programming problems involving small numbers of decision variables. The results are seen to be helpful in dealing with the exact design problem with a finite number of obser vations. 相似文献
45.
Rahul Mukerjee 《Journal of statistical planning and inference》1981,5(3):221-229
Generalizing the concept of Kronecker products of designs, two distinct methods have been suggested for the construction of effect-wise orthogonal factorial designs. The methods described ensure desirable properties with respect to main effects, cover almost all cases of factorial designs and require, in most cases, a smaller number of replications than any of the existing methods. 相似文献
46.
Power and Politics in Grievance Resolution: Managing Meaning of Due Process in an Organization 总被引:1,自引:0,他引:1
This paper studies the relatively less exploredissue of the actual process of grievance resolution froma political perspective. In a steel plant in India, sixgrievance cases were analyzed from the filing of a grievance to its final resolution. Caseswere reconstructed through semistructured interviews andanalyzed from a political perspective. The sources ofpower of the key actors and their influence tactics vis-a-vis one another were found to determinewhether the case would be decided in favor of or againstthe grievant. The understanding of the dynamics ingrievance resolution was enhanced when we analyzed cases as episodes nested in the ongoingpolitical process of the organization. A comprehensiveunderstanding of political behavior required analysis attwo levels: the explicit dealing with apparent behavior; and the implicit exploring the underlyingconcerns and intents of the actors often manifestedthrough symbols. Implications of multiple levels ofpolitical behavior for institutionalizing due processare discussed. 相似文献
47.
Frederick K.H. Phoa Rahul MukerjeeHongquan Xu 《Journal of statistical planning and inference》2012,142(5):1073-1080
The development of a general methodology for the construction of good two-level nonregular designs has received significant attention over the last 10 years. Recent works by Phoa and Xu (2009) and Zhang et al. (2011) indicate that quaternary code (QC) designs are very promising in this regard. This paper explores a systematic construction for 1/8th and 1/16th fraction QC designs with high resolution for any number of factors. The 1/8th fraction QC designs often have larger resolution than regular designs of the same size. A majority of the 1/16th fraction QC designs also have larger resolution than comparable two-level regular designs. 相似文献
48.
Abstract. We consider the problem of comparing predictive intervals for a future observation via their expected lengths at a given confidence level. A higher order asymptotic theory is developed. This yields an explicit formula for expected length comparison and associated admissibility results. Illustrative examples are given. 相似文献
49.
We study dominant strategy incentive compatibility in a mechanism design setting with contingent contracts where the payoff of each agent is observed by the principal and can be contracted upon. Our main focus is on the class of linear contracts (one of the most commonly used contingent contracts) which consist of a transfer and a flat rate of profit sharing. We characterize outcomes implementable by linear contracts and provide a foundation for them by showing that, in finite type spaces, every social choice function that can be implemented using a more general nonlinear contingent contract can also be implemented using a linear contract. We then qualitatively describe the set of implementable outcomes. We show that a general class of social welfare criteria can be implemented. This class contains social choice functions (such as the Rawlsian) which cannot be implemented using (uncontingent) transfers. Under additional conditions, we show that only social choice functions in this class are implementable. 相似文献
50.