In this article, a parametric bootstrap approach for testing the equality of coefficient of variation of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>k</mi> </mrow> </math> </EquationSource> </InlineEquation> normal populations is proposed. Simulations show that the actual size of our proposed test is close to the nominal level, irrespective of the number of populations and sample...</equationsource></equationsource></inlineequation>

A new, very efficient and fairly simple simulation method for European basket and Asian options under the geometric Brownian motion assumption is presented. It is based on a new control variate method that uses the closed form of the expected payoff conditional on the assumption that the...

The estimation of the parameters of the two-dimensional sinusoidal signal model has been addressed. The proposed method is the two-dimensional extension of the one-dimensional noise space decomposition method. It provides consistent estimators of the unknown parameters and they are non-iterative...

This paper presents a composite generation and transmission system reliability evaluation method incorporating multiple correlations among wind speeds, insolations and bus/regional load curves. The proposed method can accurately model any probability distribution and all the correlations between...

We show that use of ordinary least-squares to explore relationships involving firm-level stock returns as the dependent variable in the face of structured dependence between individual firms leads to an endogeneity problem. This in turn leads to biased and inconsistent least-squares estimates. A...