Wilks' lambda and the corresponding Wilks' distribution are well known concepts in testing in multivariate regression … models.The topic of this paper is a generalization of the Wilks distribution.This generalized Wilks' distribution is relevant … for testing in multivariate regression models with monotone missing data.Just as the (usual) Wilks distribution can be …

location and scale exponential distribution.More specifically, we derive the profile and marginal likelihoods of R …

In this paper we test several risk management models for computing expected shortfall for one-period hedge errors of …, since we need information of the distribution in the tail.As derivatives positions change characteristics and thereby the …

a distribution with p.d.f. g(x) = xf(x)/E(X) describing the lengthbiased population.In this case the distribution … associated with g is termed a length-biased distribution.In this note we present a unified approach for characterizing …

changes the conclusions on the selective nature of non-response to the open-ended question and on the distribution of …

, the errors can take on many different values - as is often the case in audit practice.The model therefore involves error … parameters and derive from them an estimator for the mean size of the errors in the population.A simulation study shows that the …

In this paper we discuss demand management problems in a multi-stage distribution chain.We focus on distribution chains … proposed, called large order overflow, applicable if the supplying organization executes a multi-stage distribution chain, and …