In this thesis, we try to provide a broadeconometric analysis of a class of risk measures, distortion risk measures (DRM). With carefully selected functional form, theValue-at-Risk (VaR) and Tail-VaR (TVaR) are special cases of DRMs. Besides, the DRM also admits interpretation in the sense...

Partial F tests play a central role in model selections in multiple linear regression models.This paper studies the partial F tests from the view point of simultaneous confidence bands. It first shows that there is a simultaneous confidence band associated naturally with a partial F test. This...

The coefficient of variation (CV) of a population is defined as the ratio of the population standard deviation to the population mean. It is regarded as a measure of stability or uncertainty, and can indicate the relative dispersion of data in the population to the population mean. CV is a...

The problem of simultaneous inference and multiple comparison for comparing means of k(≥3) populations has been long studied in the statistics literature and is widely available in statistics literature. However to-date, the problem of multiple comparison of regression models has not found its...

The frequently used approach to the comparison of two linear regression models is to use the partial F test. It is pointed out in this paper that the partial F test has in fact a naturally associated two-sided simultaneous confidence band, which is much more informative than the test itself. But...

University of Minnesota Ph.D. dissertation. September 2010. Major: Statistics. Advisor: Yuhong Yang. 1 computer file (PDF); viii, 130 pages.

Innovation is the only way to enhance the competitiveness of high-end equipment manufacturing industry in Sichuan province. However, due to the lack of relevant evaluation standards, many high-end equipment manufacturing enterprises cannot evaluate their own innovation abilities effectively....

KURZFASSUNG Auch wenn die "New Economy" schon seit längerer Zeit existiert, begann sie seit Mitte der Neunziger Jahre eine wichtige Rolle, nicht nur in der US-Wirtschaft, sondern in der gesamten Weltwirtschaft zu spielen. Es ist das Ziel dieser Arbeit zu erklären, wie die "New Economy" heute...

It is widely believed that the implementation of progressive HR practices that affect employee skills, motivation, and behaviors can create strategic advantage for the organization (e.g., Arthur, 1994; Delaney and Huselid, 1996; Snell & Dean, 1992). However, the intervening mechanisms of this effect are...

The aim of this thesis is to analyse theTelationship between the exchange rate andstockmarket, in the UK, USA, Germany, Japan, Canada and the Netherlands over theperiod 1974 to 1994. It is motivated by recent changes in the international financialenvironment, particularly the gradual removal of...