Search Results - subject:"decomposition."

Mean-variance hedging for continuous processes: New proofs and examples

Schweizer, Martin; Pham, HuyËn; (*), Thorsten RheinlÄnder - In: Finance and Stochastics 2 (1998) 2, pp. 173-198

FÃllmer-Schweizer decomposition. If moreover $X$ is continuous and satisfies an additional condition, we can describe the mean …

Persistent link: https://www.econbiz.de/10005613419

The Decomposition of the Behrens-Fisher Statistic in q-Dimensional Common Principal Component Submodels

Nel, D.G.; Pienaar, I. - In: Annals of the Institute of Statistical Mathematics 50 (1998) 2, pp. 241-252

Persistent link: https://www.econbiz.de/10005616237

Decomposing Revenue Effects of Tax Evasion, Base Broadening and Tax Rate Reduction

Gang, Ira N.; Das-Gupta, Arindam - Department of Economics, Rutgers University-New Brunswick - 1998

This paper proposes a method for evaluating the impact of tax reform on tax revenues and the distribution of the tax burden. The technique consists of decomposing actual revenue relative to potential revenue into components attributable to (i) changes in the tax rate structure (ii) deductions...

Persistent link: https://www.econbiz.de/10005800370

Information Geometry, Bayesian Inference, Ideal Estimates and Error Decomposition

Zhu, Huaiyu; Rohwer, Richard - Santa Fe Institute - 1998

statistic. The optimal estimate on any model is given by projecting the ideal estimate onto that model. An error decomposition …

Persistent link: https://www.econbiz.de/10005837734

Understanding Income Inequality in China: A Multi-Angle Perspective

Yao, Shujie; Zhu, Liwei - In: Economic Change and Restructuring 31 (1998) 2, pp. 133-150

Economic reforms have brought about spectacular growth and vast improvements of people’s living standards in China since 1978. In the meantime, unbalanced regional growth and income inequality have become two important concerns of future development. Most available studies on income...

Persistent link: https://www.econbiz.de/10005701426

Time–frequency analysis of transient signals – application to cardiovascular control

Keselbrener, Laurence; Akselrod, Solange - In: Physica A: Statistical Mechanics and its Applications 249 (1998) 1, pp. 482-490

A method for time–frequency decomposition (SDA) is presented for the analysis of cardiovascular signals, during steady …

Persistent link: https://www.econbiz.de/10010599429

When Does Forced Idle Time Improve Performance in Polling Models?

Cooper, Robert B.; Niu, Shun-Chen; Srinivasan, Mandyam M. - In: Management Science 44 (1998) 8, pp. 1079-1086

Sarkar and Zangwill (1991) showed by numerical examples that reduction in setup times can, surprisingly, actually increase work in process in some cyclic production systems (that is, reduction in switchover times can increase waiting times in some polling models). We present, for polling models...

Persistent link: https://www.econbiz.de/10009218449

Structural Decomposition Techniques: Sense and Sensitivity

Dietzenbacher, Erik; Los, Bart - In: Economic Systems Research 10 (1998) 4, pp. 307-324

Structural decomposition techniques are widely used to break down the growth in some variable into the changes in its … determinants. In this paper, we discuss the problems caused by the existence of a multitude of equivalent decomposition forms which … analysis for The Netherlands between 1986 and 1992, results are calculated for 24 equivalent decomposition forms. The outcomes …

Persistent link: https://www.econbiz.de/10009223072

Analytical Problems in Decomposing the System-wide Effects of Sectoral Technical Change

Cronin, Francis; Gold, Mark - In: Economic Systems Research 10 (1998) 4, pp. 325-336

The disaggregated structure of input-output (IO) analysis makes it very attractive in analyzing technical change. Various authors have applied IO models in comparative static experiments to measure the effects of observed technical changes in individual industries on economy-wide total output...

Persistent link: https://www.econbiz.de/10009223114

Sources of Structural Change and Output Growth of China's Economy: 1987-92

Liu, Aying - In: Economic Change and Restructuring 31 (1998) 2, pp. 95-116

decomposition method within the input-output (IO) framework. The model uses three comparable IO tables of 1987, 1990, and 1992 as …

Persistent link: https://www.econbiz.de/10005674027