Search Results - subject:"coverage rate"

One-sample Bayes inference for symmetric distributions of 3-D rotations

Qiu, Yu; Nordman, Daniel J.; Vardeman, Stephen B. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 520-529

A variety of existing symmetric parametric models for 3-D rotations found in both statistical and materials science literatures are considered from the point of view of the “uniform-axis-random-spin” (UARS) construction. One-sample Bayes methods for non-informative priors are provided for...

Persistent link: https://www.econbiz.de/10011056406

Model-averaged Wald confidence intervals

Turek, Daniel; Fletcher, David - In: Computational Statistics & Data Analysis 56 (2012) 9, pp. 2809-2815

method and existing methods, in terms of coverage rate and interval width. The new method consistently outperforms existing …

Persistent link: https://www.econbiz.de/10010574464

A novel approach for measuring the maximum process-lons information in multiple production line conditions

Wu, Chien-wei; Shu, Ming-hung - In: International journal of production research 50 (2012) 14, pp. 3809-3820

Persistent link: https://www.econbiz.de/10009619044

Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions

Yuan, Zhushun; Chen, Gemai - In: Management Science 55 (2009) 8, pp. 1438-1450

Empirical martingale simulation (EMS) was proposed by Duan and Simonato (Duan, J.-C., J.-G. Simonato. 1998. Empirical martingale simulation for asset prices. Management Sci. 44(9) 1218-1233) as an adjustment to the standard Monte Carlo simulation to reduce simulation errors. The EMS price...

Persistent link: https://www.econbiz.de/10009204567