Similar Search Results

Testy permutacyjne : teoria i zastosowania

Kończak, Grzegorz - 2016

Persistent link: https://www.econbiz.de/10011526490

Sequential selection with unknown correlation structures

Qu, Huashuai; Ryzhov, Ilya O.; Fu, Michael; Ding, Zi - In: Operations research 63 (2015) 4, pp. 931-948

Persistent link: https://www.econbiz.de/10011313170

Multiple imputation of missing data for multilevel models : simulations and recommendations

Grund, Simon; Lüdtke, Oliver; Robitzsch, Alexander - In: Organizational research methods : ORM 21 (2018) 1, pp. 111-149

Persistent link: https://www.econbiz.de/10011880091

A knowledge gradient policy for sequencing experiments to identify the structure of RNA molecules using a sparse additive belief model

Li, Yan; Reyes, Kristofer G.; Vazquez-Anderson, Jorge; … - In: INFORMS journal on computing : JOC 30 (2018) 4, pp. 750-767

Persistent link: https://www.econbiz.de/10011966565

Statistical inference in micro simulation models : incorporating external information

Klevmarken, Anders - 1998

In practical applications of micro simulation models very little is usually known about the properties of the simulated … values. This paper argues that we need to apply the same rigorous standards for inference in micro simulation work as in … scientific work generally. If not, then micro simulation models will loose in credibility. The paper first discusses how the …

Persistent link: https://www.econbiz.de/10011586076

Optimal sampling for simulated annealing under noise

Ball, Robin; Branke, Juergen; Meisel, Stephan - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 200-215

Persistent link: https://www.econbiz.de/10011848234

Long-term Memory in Stock Market Prices

Lo, Andrew W. - 1989

Mandelbrot's "range over standard deviation" or R/S statistic, for which the relevant asymptotic sampling theory is derived via … functional central limit theory. This test is applied to daily, weekly, monthly, and annual stock returns indexes over several …

Persistent link: https://www.econbiz.de/10012476064

Tests For Unit Roots : A Monte Carlo Investigation

Schwert, G. William - 1988

Recent work by Said and Dickey (1984 ,1985) , Phillips (1987), and Phillips and Perron(1988) examines tests for unit roots in the autoregressive part of mixed autoregressive-integrated-moving average (ARIHA) models (tests for stationarity). Monte Carlo experiments show that these unit root tests...

Persistent link: https://www.econbiz.de/10012476279

An intuitive skewness-based symmetry test applicable to stationary time series data

Hartigan, Luke - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 5, pp. 1-17

Persistent link: https://www.econbiz.de/10012198490

Reaching for the stars : attention to multiple testing problems and method recommendations using simulation for business research

Bartenschlager, Christina C.; Brunner, Jens O. - In: Journal of business economics : JBE 89 (2019) 4, pp. 447-479

Persistent link: https://www.econbiz.de/10012007912