Search Results - subject:"Coefficient of Variation"

Power laws and inequalities : the case of British district house price dispersion

Gray, David Paul - In: Risks : open access journal 11 (2023) 7, pp. 1-15

coefficient and the coefficient of variation are used widely when assessing inequality. In many areas of inequality, such as … of the GINI coefficient and the coefficient of variation. As such, they are useful tools in the quantification of …

Persistent link: https://www.econbiz.de/10014391588

Non-standard errors

Bosch-Rosa, Ciril; Kassner, Bernhard - 2023

In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across...

Persistent link: https://www.econbiz.de/10014478337

Outlier detection based on the functional coefficient of variation

Kocakoç, İpek Deveci; Köymen Keser, Istem - In: Statistics in transition : an international journal of … 24 (2023) 2, pp. 1-16

coefficient of variation is more sensitive to abrupt changes than the functional standard deviation and to propose the utilisation … of the functional coefficient of variation as an outlier detection tool. Several simulation trials have shown that the … of more than two curve groups, even when they have significantly different mean curves. Since the coefficient of …

Persistent link: https://www.econbiz.de/10015052066

Consistent or inconsistent? : the club convergence effect and matching degree analysis on energy consumption intensity and production density : evidence from the data of 2000-2020 in China

He, Yinnan; Qin, Ruxiang; Wang, Bangjun - In: Energy strategy reviews 50 (2023), pp. 1-12

and coefficient of variation methods were used to quantify the unevenness in the production and consumption of coal. The …

Persistent link: https://www.econbiz.de/10014574463

A coefficient of variation for ordered categorical data : analyzing relative health inequality and ageing in the UK and relative human resource inequality and gender in Canada

Anderson, Gordon - 2023

instruments suitable for such data environments. Neither Pearson’s Coefficient of Variation nor the Sharpe Ratio, relative …, unequivocal, scale independent, Coefficient of Variation analogues for use in Multivariate Ordered Categorical environments are …

Persistent link: https://www.econbiz.de/10014487320

Non-standard errors

Menkveld, Albert J.; Dreber, Anna; Moinas, Sophie; … - 2023

Persistent link: https://www.econbiz.de/10014304704

Variance estimation of changes in overlapping samples : an application to the Italian survey on service turnover

Chianella, Diego - In: Rivista italiana di economia, demografia e statistica 77 (2023) 1, pp. 137-148

Persistent link: https://www.econbiz.de/10014266702

Asset price dynamics with limited attention

Hendershott, Terrence; Menkveld, Albert J.; Praz, Rémy; … - In: The review of financial studies 35 (2022) 2, pp. 962-1008

Persistent link: https://www.econbiz.de/10012878980

Non-standard Errors

Jurkatis, Simon Willi; Ferrara, Gerardo - 2022

In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in sample estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation...

Persistent link: https://www.econbiz.de/10013297339

Non-Standard Errors in Portfolio Sorts

Walter, Dominik; Weber, Rüdiger; Weiss, Patrick - 2022

We study the size and drivers of non-standard errors (Menkveld et al., 2021) in portfolio sorts across 14 common methodological decision nodes and 40 sorting variables. These non-standard errors range between 0.05 and 0.26 percent and are, on average, larger than standard errors. Supposedly...

Persistent link: https://www.econbiz.de/10013404257