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Far East Journal of Theoretical Statistics最新文献

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UTILITY INDIFFERENCE PRICING AND MEAN-VARIANCE APPROACH WHEN THE DEGREE OF RISK AVERSION IS SMALL 风险厌恶程度较小时的效用无差别定价和均值方差法
Far East Journal of Theoretical Statistics Pub Date : 2022-10-22 DOI: 10.17654/0972086322016
J. Hodoshima
{"title":"UTILITY INDIFFERENCE PRICING AND MEAN-VARIANCE APPROACH WHEN THE DEGREE OF RISK AVERSION IS SMALL","authors":"J. Hodoshima","doi":"10.17654/0972086322016","DOIUrl":"https://doi.org/10.17654/0972086322016","url":null,"abstract":"We study the properties of the risk-sensitive value measure and mean-variance approach studied by Hodoshima et al. [2] when the degree of risk aversion is small. We show that the two value measures work similarly in normal mixture distributions as well as any distribution when the degree of risk aversion is small. Therefore, the advantage of the risk-sensitive value measure disappears compared to mean- variance approach in any distribution when the degree of risk aversion is small. We obtain the result by approximating the risk-sensitive value measure by Taylor series expansion.","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"482 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-10-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126593466","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
SPECTRAL ELEMENTS ASSOCIATED TO A CYCLOSTATIONARY FUNCTION 与循环平稳函数相关的谱元
Far East Journal of Theoretical Statistics Pub Date : 2022-10-21 DOI: 10.17654/0972086322015
E. Cabral, A. Boudou
{"title":"SPECTRAL ELEMENTS ASSOCIATED TO A CYCLOSTATIONARY FUNCTION","authors":"E. Cabral, A. Boudou","doi":"10.17654/0972086322015","DOIUrl":"https://doi.org/10.17654/0972086322015","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"235 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131499880","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
ON STOCK MARKET ASYMMETRIC VOLATILITY AND TRADING VOLUME 论股票市场的不对称波动和交易量
Far East Journal of Theoretical Statistics Pub Date : 2022-09-23 DOI: 10.17654/0972086322014
Sebastian Kaweto Kalovwe, J. Mwaniki, R. Simwa
{"title":"ON STOCK MARKET ASYMMETRIC VOLATILITY AND TRADING VOLUME","authors":"Sebastian Kaweto Kalovwe, J. Mwaniki, R. Simwa","doi":"10.17654/0972086322014","DOIUrl":"https://doi.org/10.17654/0972086322014","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"121 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121326361","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
ON CONFIDENCE INTERVAL OF A COMMON AUTOCORRELATION COEFFICIENT FOR SEVERAL POPULATIONS IN MULTIVARIATE DATA WHEN THE ERRORS ARE AUTOCORRELATED 误差为自相关时多元数据中若干总体的共同自相关系数的置信区间
Far East Journal of Theoretical Statistics Pub Date : 2022-09-14 DOI: 10.17654/0972086322013
M. Bhandary
{"title":"ON CONFIDENCE INTERVAL OF A COMMON AUTOCORRELATION COEFFICIENT FOR SEVERAL POPULATIONS IN MULTIVARIATE DATA WHEN THE ERRORS ARE AUTOCORRELATED","authors":"M. Bhandary","doi":"10.17654/0972086322013","DOIUrl":"https://doi.org/10.17654/0972086322013","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127263373","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
ON THE ADAPTIVE BI-DIMENSIONAL KERNEL DENSITY ESTIMATION OF WELL-BEING DISTRIBUTION AND POVERTY INDEX 幸福分布与贫困指数的自适应二维核密度估计
Far East Journal of Theoretical Statistics Pub Date : 2022-08-27 DOI: 10.17654/0972086322012
Al Hassana Diallo, Youssou Ciss, Baradine Zakaria, A. Diakhaby
{"title":"ON THE ADAPTIVE BI-DIMENSIONAL KERNEL DENSITY ESTIMATION OF WELL-BEING DISTRIBUTION AND POVERTY INDEX","authors":"Al Hassana Diallo, Youssou Ciss, Baradine Zakaria, A. Diakhaby","doi":"10.17654/0972086322012","DOIUrl":"https://doi.org/10.17654/0972086322012","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"55 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121630032","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
MULTIPLE DEFERRED STATE SAMPLING INSPECTION PLAN FOR VARIABLES BASED ON ONE-SIDED PROCESS CAPABILITY INDEX 基于单侧过程能力指标的变量多递延状态抽样检验方案
Far East Journal of Theoretical Statistics Pub Date : 2022-08-18 DOI: 10.17654/0972086322011
S. Geetha, Raichel Mathew
{"title":"MULTIPLE DEFERRED STATE SAMPLING INSPECTION PLAN FOR VARIABLES BASED ON ONE-SIDED PROCESS CAPABILITY INDEX","authors":"S. Geetha, Raichel Mathew","doi":"10.17654/0972086322011","DOIUrl":"https://doi.org/10.17654/0972086322011","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"80 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-08-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131727641","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
PROCEDURAL FRAMEWORK FOR DOUBLE SAMPLING PLAN USING INTERVENED POISSON DISTRIBUTION 介入泊松分布双重抽样方案的程序框架
Far East Journal of Theoretical Statistics Pub Date : 2022-08-18 DOI: 10.17654/0972086322010
K. Veerakumari, Asif T. Thottathil
{"title":"PROCEDURAL FRAMEWORK FOR DOUBLE SAMPLING PLAN USING INTERVENED POISSON DISTRIBUTION","authors":"K. Veerakumari, Asif T. Thottathil","doi":"10.17654/0972086322010","DOIUrl":"https://doi.org/10.17654/0972086322010","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-08-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121410849","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
CONSTRUCTION OF MULTIPLE DEPENDENT STATE SAMPLING PLAN FOR VARIABLES ON SYMMETRIC DISTRIBUTIONS 对称分布上变量的多依赖状态抽样方案的构造
Far East Journal of Theoretical Statistics Pub Date : 2022-08-04 DOI: 10.17654/0972086322009
S. Geetha, S. Saranya
{"title":"CONSTRUCTION OF MULTIPLE DEPENDENT STATE SAMPLING PLAN FOR VARIABLES ON SYMMETRIC DISTRIBUTIONS","authors":"S. Geetha, S. Saranya","doi":"10.17654/0972086322009","DOIUrl":"https://doi.org/10.17654/0972086322009","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"117 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-08-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123556100","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
THE LOGISTIC INVERSE GAUSSIAN (LIG) DISTRIBUTION logistic逆高斯分布
Far East Journal of Theoretical Statistics Pub Date : 2022-08-01 DOI: 10.17654/0972086322008
Howard Omukami, Patrick G. O. Weke, J. Ottieno
{"title":"THE LOGISTIC INVERSE GAUSSIAN (LIG) DISTRIBUTION","authors":"Howard Omukami, Patrick G. O. Weke, J. Ottieno","doi":"10.17654/0972086322008","DOIUrl":"https://doi.org/10.17654/0972086322008","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"104 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128020206","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT) 基于hellinger距离的gumbel分布的分位数估计&以保珠1 'ardiÈres站(rhÔne系)数据为例
Far East Journal of Theoretical Statistics Pub Date : 2022-07-04 DOI: 10.17654/0972086322007
Kolé Keita
{"title":"ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT)","authors":"Kolé Keita","doi":"10.17654/0972086322007","DOIUrl":"https://doi.org/10.17654/0972086322007","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-07-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126696644","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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