Search Results - subject:"Relative eﬀiciency"

A class of nonparametric tests for testing homogeneity of variances against ordered alternatives based on subsample extrema

Mahajan, Kalpana; Arora, Sangeeta; Gaur, Anil - In: METRON 70 (2012) 2, pp. 193-206

asymptotic relative efficiency sense for different distributions. Some results of Monte Carlo power study are also presented …

Persistent link: https://www.econbiz.de/10011000643

Computing and estimating information matrices of weak ARMA models

Boubacar Mainassara, Y.; Carbon, M.; Francq, C. - In: Computational Statistics & Data Analysis 56 (2012) 2, pp. 345-361

Numerous time series admit weak autoregressive-moving average (ARMA) representations, in which the errors are uncorrelated but not necessarily independent nor martingale differences. The statistical inference of this general class of models requires the estimation of generalized Fisher...

Persistent link: https://www.econbiz.de/10010577714

An analysis of the technical efficiency of Indian public sector banks through DEA approach

Baidya, Manas Kumar; Mitra, Debabrata - In: International Journal of Business Performance Management 13 (2012) 3/4, pp. 341-365

The purpose of this paper is to measure and evaluate the technical efficiency of 26 Indian public sector banks from the cross-section data of the financial year 2009-2010 and to provide ranking of efficiency to these banks using two popular data envelopment analysis (DEA) models: CCR and...

Persistent link: https://www.econbiz.de/10010669295

Martingale difference hypothesis and financial crisis : empirical evidence from European emerging foreign exchange markets

Lazăr, Dorina; Todea, Alexandru; Filip, Diana - In: Economic systems 36 (2012) 3, pp. 338-350

Persistent link: https://www.econbiz.de/10009712155

The changing and relative efficiency of European emerging stock markets

Smith, Graham - In: The European journal of finance 18 (2012) 7/8, pp. 689-708

Persistent link: https://www.econbiz.de/10009666502

Cramer-Rao Lower Bound of Variance in Randomized Response Sampling

Singh, Sarjinder; Sedory, Stephen A. - In: Sociological Methods & Research 40 (2011) 3, pp. 536-546

In this note, the Cramer-Rao lower bound of variance by using the two decks of cards in randomized response sampling has been developed. The lower bound of variance has been compared with the recent estimator proposed by Odumade and Singh at equal protection of respondents. A real practical...

Persistent link: https://www.econbiz.de/10009294316

On compound Poisson processes arising in change-point type statistical models as limiting likelihood ratios

Dachian, Sergueï; Negri, Ilia - In: Statistical Inference for Stochastic Processes 14 (2011) 3, pp. 255-271

Persistent link: https://www.econbiz.de/10009325266

A class of efficient and modified testimators for the mean of normal distribution using complete data

Al-Hemyari, Z.A.; Hussain, I.H.; Al-Jobori, A.N. - In: International Journal of Data Analysis Techniques and … 3 (2011) 4, pp. 406-425

estimator only. The expressions for the bias, mean squared error, and relative efficiency for both cases when σ<SUP align …

Persistent link: https://www.econbiz.de/10009352808

MEASURING RELATIVE EFFICIENCIES OF TURKISH UNIVERSITIES IN 2007: A DEA CASE STUDY IN R

Kagnicioglu, C. Hakan; Ican, Ozgur - In: Anadolu University Journal of Social Sciences 11 (2011) 1, pp. 13-26

Measuring relative efficiency of academic units which have similar area of research, methodology and resource profiles …

Persistent link: https://www.econbiz.de/10008776792

Random non-response in multi-character surveys

Singh, Sarjinder; Rueda, María; Sánchez-Borrego, Ismael - In: Quality & Quantity: International Journal of Methodology 44 (2010) 2, pp. 345-356

Persistent link: https://www.econbiz.de/10009391356