Search Results - subject:"Multivariate inference"

Risk-based factorial probabilistic inference for optimization of flood control systems with correlated uncertainties

Wang, S.; Huang, Guo H. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 258-269

Persistent link: https://www.econbiz.de/10011435832

Expected efficiency ranks from parametric stochastic frontier models

Horrace, William; Richards-Shubik, Seth; Wright, Ian - In: Empirical Economics 48 (2015) 2, pp. 829-848

In the stochastic frontier model, we extend the multivariate probability statements of Horrace (J Econom, 126:335–354, <CitationRef CitationID="CR22">2005</CitationRef>) to calculate the conditional probability that a firm is any particular efficiency rank in the sample. From this, we construct the conditional expected efficiency rank...</citationref>

Persistent link: https://www.econbiz.de/10011240923

Expected efficiency ranks from parametric stochastic frontier models

Horrace, William C.; Richards-Shubik, Seth; Wright, Ian A. - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 829-848

Persistent link: https://www.econbiz.de/10011293399

Testing the shape of EMU term structure of interest rates

Ruiz-Dotras, Elisabet; Bolance-Losilla, Catalina; … - In: International Journal of Financial Markets and Derivatives 1 (2010) 4, pp. 422-437

convergence of the interest rates with the full term structure of interest rates with both univariate and multivariate inference …

Persistent link: https://www.econbiz.de/10008755247