In a heteroskedastic partially linear regression model, You and Chen (Technical Report, Department of Mathematics and Statistics, University of Regina, 2000) proposed a semiparametric generalized least squares estimator (SGLSE). In this paper, a jackknife-type estimator of the asymptotic...

We propose a parameter estimation method based on what we call the minimum decisional regret principle. We focus on mathematical programming models with objective functions that depend linearly on costs or other parameters. The approach is illustrated for cost estimation in production planning...

The Pareto distribution is a heavy-tailed distribution often used in actuarial models. It is important for modeling losses in insurance claims, especially when we used it to calculate the probability of an extreme event. Traditionally, maximum likelihood is used for parameter estimation, and we...

This paper studies a continuous-time market {under stochastic environment} where an agent, having specified an investment horizon and a target terminal mean return, seeks to minimize the variance of the return with multiple stocks and a bond. In the considered model firstly proposed by [3], the...

This article maps out how different actors are involved in the promotion and mediation of the Olympics. It looks at the roles of, first, the nation-state, through an analysis of the promotional materials; second, the art world and global companies, through an analysis of the touring exhibition...

In longitudinal studies, nonlinear mixed-effects models have been widely applied to describe the intra- and the inter-subject variations in data. The inter-subject variation usually receives great attention and it may be partially explained by time-dependent covariates. However, some covariates...