As will be shown the current use of Desirability Indices for optimisation purposes in experimental design gives biased results in general. Researchers were satisfied with approximative solutions as unbiased results would have required analytical expressions for the distributions of Desirability...

We deal with sampling by variables with two-way protection in the case of a <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$N\(\mu ,\sigma ^2)$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>N</mi> <mspace width="0.222222em"/> <mo stretchy="false">(</mo> <mi mathvariant="italic">μ</mi> <mo>,</mo> <msup> <mi mathvariant="italic">σ</mi> <mn>2</mn> </msup> <mo stretchy="false">)</mo> </mrow> </math> </EquationSource> </InlineEquation> distributed characteristic with unknown <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\sigma $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi mathvariant="italic">σ</mi> </math> </EquationSource> </InlineEquation>. The LR sampling plan proposed by Lieberman and Resnikoff (JASA 50: 457<InlineEquation ID="IEq3"> <EquationSource Format="TEX">$${-}$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mo>-</mo> </math> </EquationSource> </InlineEquation>516, <CitationRef CitationID="CR9">1955</CitationRef>) and the BSK...</citationref></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

We distinguish between three types of outliers in a one-way random effects model. These are formally described in terms of their position relative to the main part of the observations. We propose simple rules for identifying such outliers and give an example which involves median-based statistics.

We derive the limiting null distributions of the standard and OLS based CUSUM-tests for structural change of the coecients of a linear regression model in the context of long memory disturbances. We show that both tests behave fundamentally different in a long memory environment, as compared to...

Finanzmarktdaten wie Zinsen, Aktien- oder Wechselkurse und andere spekulative Preise setzen sich durch verschiedene Besonderheiten von sonstigen ökonomischen Zeitreihendaten ab. Dieser Artikel untersucht die Konsequenzen dieser Besonderheiten für die rationale Bewertung von Finanzinstrumenten...