The validation of causal relationship between two groups of multivariate time series data often requires the precedence knowledge of all variables. However, in practice one finds that some variables may be negligible in describing the underlying causal structure. In this article we provide an...

Purpose – The solvency of insurance companies is closely related to the policyholders, and consequently regulators in Taiwan pay considerable attention to this area. Several studies have demonstrated a close correlation among capital structure, operational risk and profitability. This study...

Purpose – This paper aims to propose a method for kansei value creation to be actually reflected in consumer behavior. Design/methodology/approach – Looking at business from a kansei (emotional/sensitive) value creation perspective, it is realized that currently in most cases value creation...

Purpose – The purpose of this research paper is to discuss a software reliability growth model (SRGM) based on the non‐homogeneous Poisson process which incorporates the Burr type X testing‐effort function (TEF), and to determine the optimal release‐time based on cost‐reliability...

Purpose – The purpose of this paper is to propose a new analytical approach in human thought computation with an application to the child language acquisition research. Design/methodology/approach – Certain fuzzy statistical concepts, such as fuzzy samples, fuzzy mode, fuzzy category test,...

Purpose – This paper sets out to consider the problem that the initial value of the American option is less than its fair price; this implies that the replication portfolio does not exist in the market. Design/methodology/approach – The paper develops an optimization model whose solution...

Kernel-type estimators of the multivariate density of stationary random fields indexed by multidimensional lattice points space are investigated. Sufficient conditions for kernel estimators to converge uniformly are obtained. The estimators can attain the optimal rates L[infinity] of...