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Department of Statistics …Outliers in the data impair traditional estimators of location, variance, and regression parameters so researchers tend … cases of this method exist in the literature including U and generalized L-statistics. This estimation technique is based on …
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associated variance functions. …
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variance of tour costs over the solution space of the n city symmetric Traveling Salesman Problem (TSP). The algorithm has … distributed random variables with known mean and variance, and the numeric edge cost case. We apply this result to provide … mean and variance of tour costs. Copyright Springer Science+Business Media, LLC 2012 …
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In this paper, we examine returns in the Chinese A and B stock markets for evidence of calendar anomalies. We find that both cultural and structural (segmentation) factors play an important role in influencing the pricing of both A- and B-shares in China. There is some evidence of a February...
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conditional variance and controlling for the surprise content of news. In subsamples, announcements are found to matter less for …
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We use daily data on bank reserves and overnight interest rates to document a striking pattern in the high-frequency behavior of the U.S. market for federal funds: depository institutions tend to hold more reserves during the last few days of each “reserve maintenance period,” when the...
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