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Summary:
The H–family of distributions or H–distributions, introduced by Tukey (1960; 1977), are
generated by a single transformation of the standard normal distribution and allow for leptokurtosis
represented by the parameter h. Alternatively, Haynes et al. (1997) generated leptokurtic distributions
by applying the K–transformation to the normal distribution. In this study we propose a third transformation,
the so–called J–transformation, and derive some properties of this transformation. Moreover,
so-called elongation generating functions (EGFs) are introduced. By means of EGFs we are able to
visualize the strength of tail elongation and to construct new transformations. Finally, we compare the
three transformations towards their goodness–of–fit in the context of financial return data. 相似文献
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Zasada Ingo Weltin Meike Zoll Felix Benninger Siddhartha Lawrence 《Urban Ecosystems》2020,23(2):403-417
Urban Ecosystems - Urban agriculture (UA) is regarded as an emerging tool and strategy for sustainable urban development as it addresses a wide array of environmental, economic and social... 相似文献
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Thomas Hutzschenreuter Ingo Kleindienst Michael Schmitt 《Review of Managerial Science》2012,6(4):375-405
This article attempts to reflect the current state and progress of contemporary research on financial and non-financial M&A outcome. Based on a review of 183 empirical M&A studies an integrative framework is developed, in which impact factors are classified into four major dimensions to explore the impact on M&A outcome: antecedents, transaction content characteristics, transaction process characteristics, and the transaction itself. The review reveals that M&A research is dominated by studies focusing on state variables at the expense of path-related variables. The review also shows that, to date, neither state-related research nor path-related research on financial and non-financial M&A outcome categories have reached maturity. Although there is still room for clarifying the impact of various state-related variables, the most valuable new insights are expected to emerge from researching path-related variables. Building on these insights, an extensive future research agenda is presented, which focuses on path-related research questions and methodological issues. 相似文献
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Ingo Steinke 《Organisationsberatung, Supervision, Coaching》2007,14(3):257-273
The development of an error culture and feedback culture by team coachingTeams and departments can be relieved of a tremendous burden and collaborate far more efficiently by mutually reflecting on making mistakes, giving and receiving feedback, calling meetings, trying things out in real life situations and, by doing so, establishing new forms of a culture that embraces failure and feedback. This approach works in areas such as team coaching. The purpose of this paper is to present a practical method for developing a team-based culture of learning from failure and feedback. The paper is designed to encourage professional trainers not to leave company employees and management on their own with the issue of establishing such a culture but to make the introduced tools a part of staff training, management and other company development programs as well as team workshops or to develop one’s own formats for introducing a culture of learning from failure and feedback. 相似文献
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Abstract In one-parameter (θ) families, we were not aware of explicit hypothesis testing scenarios where maximal invariant statistics failed to distinguish the models. We start with a concrete example (Sec. 2.2) to highlight such a hypothesis testing problem involving markedly different models. In this problem, because of the absence of a nontrivial uniformly most powerful invariant (UMPI) test, we briefly suggest two approaches to test the hypothesis. The first resolution (Sec. 3.1) is frequentist in nature. It utilizes a weight function on the parameter space and compares “average” distributions obtained under the null and alternative models in the sense of Wald (1947 1950). In contrast, a fully Bayesian resolution (Sec. 3.2) is also included. The note ends with a series of other interesting examples involving one-parameter families where maximal invariant statistics fail to distinguish the hypothesized models. The examples include easy-to-construct families of probability models involving only a single location or scale parameter θ. 相似文献
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Helena Kotthaus Ingo Korb Michel Lang Bernd Bischl Jörg Rahnenführer Peter Marwedel 《Journal of Statistical Computation and Simulation》2015,85(1):14-29
R is a multi-paradigm language with a dynamic type system, different object systems and functional characteristics. These characteristics support the development of statistical algorithms at a high level of abstraction. Although R is commonly used in the statistics domain a big disadvantage are its runtime problems when handling computation-intensive algorithms. Especially in the domain of machine learning the execution of pure R programs is often unacceptably slow. Our long-term goal is to resolve these issues and in this contribution we used the traceR tool to analyse the bottlenecks arising in this domain. Here we measured the runtime and overall memory consumption on a well-defined set of classical machine learning applications and gained detailed insights into the performance issues of these programs. 相似文献
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We draw on the emerging literature on the micro-foundation of capability development to investigate the effects of the relative importance of corporate sustainability in a firm's organizational cognitive frame on the development of distinct organizational capabilities. Based on survey data from 124 Danish manufacturing firms and seven interviews, we find that the relative importance of corporate sustainability in a firm's organizational cognitive frame positively encourages the development of three organizational capabilities, namely, stakeholder integration, market sensing, and organizational learning. However, contrary to our expectation and reasoning, we find that the development of the strategic planning capability is negatively affected. Our findings provide novel empirical evidence and contribute to an improved understanding of the effect of a firm's organizational cognitive frame on the development of organizational capabilities. 相似文献
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Closure under the operation of forming coherent systems of independent components is a desirable property for a class of life distributions. We show that the NBUFR class possesses this property. 相似文献