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A Methodological Framework for Modeling Pavement Maintenance Costs for Projects with Performance-based Contracts

Panthi, Kamalesh - 2009

Performance-based maintenance contracts differ significantly from material and method-based contracts that have been traditionally used to maintain roads. Road agencies around the world have moved towards a performance-based contract approach because it offers several advantages like cost...

Persistent link: https://www.econbiz.de/10009460450

THE COST STRUCTURE OF MICROFINANCE INSTITUTIONS IN EASTERN EUROPE AND CENTRAL ASIA

Hartarska, Valentina; Caudill, Steven B.; Gropper, Daniel M. - 2006

Microfinance institutions are important, particularly in developing countries, because they expand the frontier of financial intermediation by providing loans to those traditionally excluded from formal financial markets. This paper presents the first systematic statistical examination of the...

Persistent link: https://www.econbiz.de/10009476699

Risk, efficiency and industry dynamics in the Australian banking sector

Pelosi, Tano, Economics, Australian School of Business, UNSW - 2008

This thesis applies innovative methods to the efficiency and productivity analysis of the Australian banking system … on industry productivity and the changing nature of banking and the role of risk in measuring bank value-added. The … greater level of harmonisation in rules in the Australian banking sector, has meant that a pooled analysis of all deposit …

Persistent link: https://www.econbiz.de/10009484253

Nonparametric density estimation for stratified samples [February 2001]

Breunig, Robert - 2001

In this paper, we consider the non-parametric, kernel estimate of the density, f(x), for data drawn from stratified samples. Much of the data used by economists is gathered in some type of complex survey (stratified, clustered, systematic, etc.), resulting in violations of the usual assumptions...

Persistent link: https://www.econbiz.de/10009451521

Nonparametric density estimation for stratified samples [November 2005]

Breunig, Robert - 2005

In this paper, we consider the non-parametric, kernel estimate of the density, f(x), for data drawn from stratified samples. Much of the data used by social scientists is gathered in some type of complex survey violating the usual assumptions of independently and identically distributed data....

Persistent link: https://www.econbiz.de/10009451523

A Bootstrap-Regression Procedure to Capture Unit Specific Effects in Data Envelopment Analysis

Desli, Evangelia; Ray, Subhash - 2004

The Data Envelopment Analysis (DEA) efficiency score obtained for an individual firm is a point estimate without any … distributions of efficiency scores. This procedure assumes that all firms have the same probability of getting an efficiency score … conditional distribution of efficiency for each individual firm given systematic factors that influence its efficiency. Instead of …

Persistent link: https://www.econbiz.de/10009429954

Empirical Likelihood Confidence Intervals for the Ratio and Difference of Two Hazard Functions

Zhao, Meng - 2008

In biomedical research and lifetime data analysis, the comparison of two hazard functions usually plays an important role in practice. In this thesis, we consider the standard independent two-sample framework under right censoring. We construct efficient and useful confidence intervals for the...

Persistent link: https://www.econbiz.de/10009463416

Confidence bands in quantile regression and generalized dynamic semiparametric factor models

Song, Song - 2010

In vielen Anwendungen ist es notwendig, die stochastische Schwankungen der maximalen Abweichungen der nichtparametrischen Schätzer von Quantil zu wissen, zB um die verschiedene parametrische Modelle zu überprüfen. Einheitliche Konfidenzbänder sind daher für nichtparametrische Quantil...

Persistent link: https://www.econbiz.de/10009467050

The Stochastic Fluctuation of the Quantile Regression Curve

Song, Song - 2008

Let (X1, Y1), . . ., (Xn, Yn) be i.i.d. rvs and let l(x) be the unknown p-quantile regression curve of Y on X. A quantile-smoother ln(x) is a localised, nonlinear estimator of l(x). The strong uniform consistency rate is established under general conditions. In many applications it is necessary...

Persistent link: https://www.econbiz.de/10009467067

Uniform Confidence Band for Pricing Kernels

Wang, Weining - 2010

Pricing kernels implicit in option prices play a key role in assessing the risk aversion over equity returns. We deal with nonparametric estimation of the pricing kernel (Empirical Pricing Kernel) given by the ratio of the risk-neutral density estimator and the subjective density estimator. The...

Persistent link: https://www.econbiz.de/10009467187