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  • Search: subject:"balanced sampling"
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Year of publication
Subject
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balanced sampling 7 Sampling 5 Stichprobenerhebung 5 Balanced sampling 3 Portfolio selection 2 Portfolio-Management 2 cluster sampling 2 planned domain sizes 2 quadratic optimization 2 Audit Hospital bill audit 1 Auxiliary information 1 Balanced Sampling 1 Betriebsgröße 1 Cluster analysis 1 Clusteranalyse 1 Cube method 1 Dollar unit sampling 1 Estimation theory 1 Financial audit 1 Firm size 1 Hedge fund 1 Hedgefonds 1 Hedging 1 Horvitz-Thompson Estimator 1 Hospital 1 Investment Fund 1 Investmentfonds 1 KMU 1 Krankenhaus 1 Logistic regression 1 Monetary unit sampling 1 Monte Carlo experiment 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nights spent 1 Option pricing theory 1 Optionspreistheorie 1 Performance measurement 1 Performance-Messung 1 Poisson sampling 1
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Online availability
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Free 6 Undetermined 6
Type of publication
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Article 8 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Arbeitspapier 1
Language
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English 7 Undetermined 5
Author
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Tillé, Yves 3 Burgard, Jan Pablo 2 Zins, Stefan 2 Chauvet, Guillaume 1 Courchane, Marsha J. 1 Giles, Judith A. 1 Gismondi, Roberto 1 Hasler, Caren 1 Klingwort, Jonas 1 Lin, X. Sheldon 1 Marazzi, Alfio 1 Righi, Paolo 1 Smeets, Marc 1 Tafin Djoko, Donatien 1 Tallis, G. M. 1 Tuoto, Tiziana 1 Yang, Shuai 1
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Institution
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Department of Economics, University of Victoria 1
Published in...
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ASTIN bulletin : the journal of the International Actuarial Association 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Discussion paper / Statistics Netherlands 1 Econometrics Working Papers 1 Journal of statistical and econometric methods 1 Research Papers in Economics 1 Research papers in economics 1 Review of quantitative finance and accounting 1 Rivista di statistica ufficiale 1 Statistical Methods and Applications 1 Statistics & Probability Letters 1
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Source
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RePEc 6 ECONIS (ZBW) 5 EconStor 1
Showing 1 - 10 of 12
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Sampling methods to better spread the response burden for small businesses
Smeets, Marc; Klingwort, Jonas - 2023
Persistent link: https://www.econbiz.de/10014365106
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Planning domain sizes in cluster sampling
Zins, Stefan; Burgard, Jan Pablo - 2020
Multi-stage cluster sampling is a common sampling design of social surveys because populations of interest are often structured by, or partitioned into, disjoint organizational and administrative units. The need to use cluster sampling can conflict with survey planners' goal to select a sample...
Persistent link: https://www.econbiz.de/10012651837
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Cover Image
Planning domain sizes in cluster sampling
Zins, Stefan; Burgard, Jan Pablo - 2020
Multi-stage cluster sampling is a common sampling design of social surveys because populations of interest are often structured by, or partitioned into, disjoint organizational and administrative units. The need to use cluster sampling can conflict with survey planners' goal to select a sample...
Persistent link: https://www.econbiz.de/10012294766
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Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon; Yang, Shuai - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 913-957
Persistent link: https://www.econbiz.de/10012307390
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Tracking hedge fund performance : a balanced sampling strategy
Tafin Djoko, Donatien - In: Journal of statistical and econometric methods 2 (2013) 1, pp. 81-114
constructed using a method of balanced sampling, in which components are selected randomly with unequal inclusion probabilities … the aforementioned category of hedge funds. The market tracking ability of balanced sampling remains statistically …
Persistent link: https://www.econbiz.de/10009769904
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Using past experience to optimize audit sampling design
Marazzi, Alfio; Tillé, Yves - In: Review of quantitative finance and accounting 49 (2017) 2, pp. 435-462
Persistent link: https://www.econbiz.de/10011797094
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Fast balanced sampling for highly stratified population
Hasler, Caren; Tillé, Yves - In: Computational Statistics & Data Analysis 74 (2014) C, pp. 81-94
Balanced sampling is a very efficient sampling design when the variable of interest is correlated to the auxiliary …. Balanced sampling can then be applied on a highly stratified population when only a few units are selected in each stratum …
Persistent link: https://www.econbiz.de/10010753543
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The planning of Preliminary Sample: methodological aspects and an application to the Italian Monthly Retail Trade Survey
Righi, Paolo; Tuoto, Tiziana - In: Rivista di statistica ufficiale 9 (2007) 2-3, pp. 32-54
sub-sample data. In order to design the preliminary sub-sample, the balanced sampling theory is exploited. In the …
Persistent link: https://www.econbiz.de/10010821628
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A fast algorithm for balanced sampling
Chauvet, Guillaume; Tillé, Yves - In: Computational Statistics 21 (2006) 1, pp. 53-62
Persistent link: https://www.econbiz.de/10005166772
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Stratified Sample Design for Fair Lending Binary Logit Models
Giles, Judith A.; Courchane, Marsha J. - Department of Economics, University of Victoria - 2000
Logistic regressions are commonly used to assess for fair lending across groups of loan applicants. This paper considers estimation of the disparate treatment parameter when the sample is stratified jointly by loan outcome and race covariate. We use Monte Carlo analysis to investigate the...
Persistent link: https://www.econbiz.de/10005800966
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