This paper derives exact expressions for statistical curvature and related geometric quantities in the first order autoregressive models with stable and unit roots, as well as explosive roots larger than unity. We develop a method for deriving exact moments of arbitrary order in general...

This paper develops a consistent bootstrap estimation procedure for obtaining confidence intervals for Malmquist indices of productivity and their decompositions. Although the exposition is in terms of input-oriented indices, the techniques can be trivially extended to the output orientation....

We propose a Bayesian procedure for multiple outlier detection in linear models avoiding the masking problem. Our proposal is illustrated with several examples in which our procedure outperforms other recent methods for multiple outlier detection. The posterior probalities of each data point...

This paper derives exact expressions for the statistical curvature and related geometric quantities in the first order autoregressive models.

The appearance of the normal density remained unexplained in Mertens and Zamir's proof: it appeared there as the solution of a differential equation. Our proof however justifies this normal density as a consequence of a generalisation of the CLT discussed in the second part of this paper.

We start this paper by an introduction to evolutionary algorithms and to their biological background. We present a survey of the most important evolutionary schemes found in the literature. We then describe niche search, a genetic-based optimisation approach that we have designed and implemented.

In this paper I consider social choices under uncertainty. I prove that any social choice rule that satisfies independence of irrelevant alternatives, translation invariance, and weak anonymity is consistent with ex post Bayesian utilitarianism.

Our object of study is a multiclass queueing network (MQNET) which consists of a collection of (connected) single server stations. Exogenous arrivals into the system from independant poisson streams, service times are exponential and we have Markovian routing of customers between stations.

This paper demonstrates that the bootstrap procedure suggested by Ferrier and Hirschberg (1997) gives inconsistent estimates. A very simple example is given to illustrate the statistical issues underlying nonparametric efficiency measurement and the problems with the Ferrier/Hirschberg approach,...