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We study variations in the severity of the 1997 financial crisis in a sample of 25 developing countries. We use both currency depreciation and stock market returns as crisis measures. Our key findings are that countries that started 1997 with an exchange rate peg experienced significantly greater currency depreciation and significantly lower stock returns than would be predicted from the levels of various macroeconomic indicators. 相似文献
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Consider a random experiment with N equally likely outcomes. This article derives conditions in terms of the prime factorization of N for the existence of classes of pairwise independent and mutually independent events. Some examples are given to elucidate the conditions. 相似文献
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Heiberger M. Richard 《统计学通讯:模拟与计算》2013,42(2-3):107-140
Given multivariate normal data and a certain spherically invariant prior distribution on the covariance matrix, it is desired to estimate the moments of the posterior marginal distributions of some scalar functions of the covariance matrix by importance sampling. To this end a family of distributions is defined on the group of orthogonal matrices and a procedure is proposed for selecting one of these distributions for use as a weighting distribution in the importance sampling process. In an example estimates are calculated for the posterior mean and variance of each element in the covariance matrix expressed in the original coordinates, for the posterior mean of each element in the correlation matrix expressed in the original coordinates, and for the posterior mean of each element in the covariance matrix expressed in the coordinates of the principal variables. 相似文献
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