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  • Search: subject:"cluster correlation"
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Year of publication
Subject
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Cluster-correlation 2 62E20 Clustered observations Paired observations Intra-cluster correlation Multivariate location problem Wilcoxon signed-rank test Unweighted and weighted testing U-statistics 1 62G10 secondary 1 Asset structure 1 Balance sheet analysis 1 CART tree 1 Capital structure 1 Chinese Correction 1 Clusteranalyse 1 Clustered matched-pair binary data 1 Contingency theory 1 Cross cluster correlation 1 Diagnostic testing 1 Difference-in-Differences 1 Dynamics in the financial markets 1 Exposure at default 1 Financial performance 1 Financial statements 1 Financial stock cross-correlation 1 Intra cluster and inter cluster correlation 1 Intra-cluster correlation coefficient 1 KS statistic 1 Liquidity structure 1 Non-inferiority 1 Partial hierarchical clustering 1 Profitability 1 SGX and HKEx 1 Schätztheorie 1 Sensitivity analysis 1 Sensitivitätsanalyse 1 Theorie 1 bagging 1 baseball 1 censored regression 1 cluster correlation 1 demand 1 difference-in-difference 1 discriminatory tree 1 intra-cluster correlation 1 loss given default 1
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Online availability
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Undetermined 4 Free 3
Type of publication
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Article 4 Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 1 research-article 1
Language
All
Undetermined 5 English 3
Author
All
Vikström, Johan 2 Cheong, Siew Ann 1 Choi, Wen Ting 1 Damodaran, Mridula 1 Daniel, Rascher 1 Goo, Yik Wen 1 Haataja, Riina 1 Hardin, James W. 1 Hofmann, Erik 1 Lampe, Kerstin 1 Larocque, Denis 1 Lian, Tong Wei 1 Nevalainen, Jaakko 1 Oja, Hannu 1 Ong, Wei Guang 1 Sun, Xuezheng 1 Teh, Boon Kin 1 Töyli, Harri Lorentz, and Lauri Ojala, Juuso 1 Yang, Bill Huajian 1 Yang, Zhao 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1
Published in...
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MPRA Paper 2 Computational Statistics & Data Analysis 1 International Journal of Physical Distribution & Logistics Management 1 Journal of Multivariate Analysis 1 Physica A: Statistical Mechanics and its Applications 1 Working Paper 1 Working Paper Series / Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet 1
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Source
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RePEc 6 EconStor 1 Other ZBW resources 1
Showing 1 - 8 of 8
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Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests
Yang, Bill Huajian - Volkswirtschaftliche Fakultät, … - 2013
special cases are shown to relate to the Kolmogorov Smirnov (KS) and the intra-cluster correlation (ICC) statistics. As a …
Persistent link: https://www.econbiz.de/10011107951
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Cluster sample inference using sensitivity analysis: The case with few groups
Vikström, Johan - 2009
This paper re-examines inference for cluster samples. Sensitivity analysis is proposed as a new method to perform inference when the number of groups is small. Based on estimations using disaggregated data, the sensitivity of the standard errors with respect to the variance of the cluster...
Persistent link: https://www.econbiz.de/10010273962
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The Chinese Correction of February 2007: How financial hierarchies change in a market crash
Teh, Boon Kin; Goo, Yik Wen; Lian, Tong Wei; Ong, Wei Guang - In: Physica A: Statistical Mechanics and its Applications 424 (2015) C, pp. 225-241
, followed by peaks in the number of clusters afterwards. On the SGX, we also found the stronger intra cluster correlation … weakening, and the weaker inter cluster correlation strengthening before the February 2007 Chinese Correction. These features …
Persistent link: https://www.econbiz.de/10011194084
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Financial statement analysis of logistics service providers: ways of enhancing performance
Hofmann, Erik; Lampe, Kerstin - In: International Journal of Physical Distribution & … 43 (2013) 4, pp. 321-342
Purpose – Despite the relevance of financial information relating to logistics service providers (LSPs), recent research has paid little attention to the financial analysis of LSPs. The aim of this paper is to examine the balance sheet structure of LSPs in order to find out if there are...
Persistent link: https://www.econbiz.de/10014794717
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Testing non-inferiority for clustered matched-pair binary data in diagnostic medicine
Yang, Zhao; Sun, Xuezheng; Hardin, James W. - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1301-1320
confidence interval is also proposed. None of the tests considered requires structural within-cluster correlation or … procedure, the homogeneity of the probability of success across clusters, and the intra-cluster correlation coefficient (ICC …
Persistent link: https://www.econbiz.de/10010574441
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Cluster sample inference using sensitivity analysis: the case with few groups
Vikström, Johan - Institutet för Arbetsmarknads- och Utbildningspolitisk … - 2009
This paper re-examines inference for cluster samples. Sensitivity analysis is proposed as a new method to perform inference when the number of groups is small. Based on estimations using disaggregated data, the sensitivity of the standard errors with respect to the variance of the cluster...
Persistent link: https://www.econbiz.de/10005036170
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A weighted multivariate signed-rank test for cluster-correlated data
Haataja, Riina; Larocque, Denis; Nevalainen, Jaakko; … - In: Journal of Multivariate Analysis 100 (2009) 6, pp. 1107-1119
A weighted multivariate signed-rank test is introduced for an analysis of multivariate clustered data. Observations in different clusters may then get different weights. The test provides a robust and efficient alternative to normal theory based methods. Asymptotic theory is developed to find...
Persistent link: https://www.econbiz.de/10005153071
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A Test of the Optimal Positive Production Network Externality in Major League Baseball
Daniel, Rascher - Volkswirtschaftliche Fakultät, … - 1999
Unlike most businesses, firms in a sports league need viable competitors. While a certain amount of domination is optimal, from an individual owners perspective, too much will result in league dissolution, and thus a lower utility for every owner. Hence, there is a limited positive production...
Persistent link: https://www.econbiz.de/10008685538
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