Rank-ordering of individuals or objects on multiple criteria has many important practical applications. A reasonably representative composite rank ordering of multi-attribute objects/individuals or multi-dimensional points is often obtained by the Principal Component Analysis, although much...

In this paper we have proposed a method to conduct the ordinal canonical correlation analysis (OCCA) that yields ordinal canonical variates and the coefficient of correlation between them, which is analogous to (and a generalization of) the rank correlation coefficient of Spearman. The ordinal...

Abstract Given a risk outcome y over a rating system {R_i }_(i=1)^k for a portfolio, we show in this paper that the maximum likelihood estimates with monotonic constraints, when y is binary (the Bernoulli likelihood) or takes values in the interval 0≤y≤1 (the quasi-Bernoulli likelihood), are...

This paper elaborates on the deleterious effects of outliers and corruption of dataset on estimation of linear regression coefficients by the Ordinary Least Squares method. Motivated to ameliorate the estimation procedure, we have introduced the robust regression estimators based on Campbell’s...

The Two-Stage Least Squares (2-SLS) is a well known econometric technique used to estimate the parameters of a multi-equation (or simultaneous equations) econometric model when errors across the equations are not correlated and the equation(s) concerned is (are) over-identified or exactly...

The classical canonical correlation analysis is extremely greedy to maximize the squared correlation between two sets of variables. As a result, if one of the variables in the dataset-1 is very highly correlated with another variable in the dataset-2, the canonical correlation will be very high...

This document describes program code for the solution and estimation of dynamic discrete games of incomplete information using the Nested Pseudo Likelihood (NPL) method in Aguirregabiria and Mira (2007). The code is illustrated using a dynamic game of store location by retail chains, and actual...

In this article the algorithm for the decision of alternatives' estimation problems for following conditions is considered. Values of alternative's characteristics (properties) are fuzzy. They are formalized as fuzzy sets. The estimation criteria structure is network-like and is formalized as...

In this article the theoretical generalization for representation of arithmetic operations with fuzzy numbers is considered. Fuzzy numbers are generalized by means of fuzzy measures. On the basis of this generalization the new algorithm of fuzzy arithmetic which uses a principle of entropy...

The monograph is devoted to use of distributed and parallel calculations in MATLAB interface. The technology is approved on standard problems of linear algebra. The industrial approach for identification of mathematical models of difficult systems on the basis of MATLAB parallel technics is...