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Far East Journal of Theoretical Statistics最新文献

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EFFICIENT BOUNDS FOR SCALE AND THRESHOLD PARAMETERS IN THE CASE OF THE THREE-PARAMETER WEIBULL DISTRIBUTION 在三参数威布尔分布的情况下，尺度和阈值参数的有效边界
Far East Journal of Theoretical Statistics Pub Date : 2021-11-10 DOI: 10.17654/ts063010019
J. O. Ouedraogo
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引用次数: 0
ON THIRD ORDER SLOPE ROTATABLE DESIGNS USING PAIRWISE BALANCED DESIGNS 用两两平衡设计的三阶斜坡可旋转设计
Far East Journal of Theoretical Statistics Pub Date : 2021-11-10 DOI: 10.17654/ts063010029
P. Babu, A. Rao
{"title":"ON THIRD ORDER SLOPE ROTATABLE DESIGNS USING PAIRWISE BALANCED DESIGNS","authors":"P. Babu, A. Rao","doi":"10.17654/ts063010029","DOIUrl":"https://doi.org/10.17654/ts063010029","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133946023","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
APPLICATION OF A DISCRETE-TIME SEMI-MARKOV MODEL TO THE STOCHASTIC FORECASTING OF CAPITAL ASSETS AS STOCK 离散半马尔可夫模型在股票等资本资产随机预测中的应用
Far East Journal of Theoretical Statistics Pub Date : 2021-10-20 DOI: 10.17654/ts063010001
M. A. Jallow, P. Weke, L. Nafiu, C. Ogutu
{"title":"APPLICATION OF A DISCRETE-TIME SEMI-MARKOV MODEL TO THE STOCHASTIC FORECASTING OF CAPITAL ASSETS AS STOCK","authors":"M. A. Jallow, P. Weke, L. Nafiu, C. Ogutu","doi":"10.17654/ts063010001","DOIUrl":"https://doi.org/10.17654/ts063010001","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126617907","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: 1
ON PSEUDO-RAYLEIGH DISTRIBUTION 关于伪瑞利分布
Far East Journal of Theoretical Statistics Pub Date : 2021-10-20 DOI: 10.17654/ts063010039
Shakila Vijayakumar, B. Sivakumar
{"title":"ON PSEUDO-RAYLEIGH DISTRIBUTION","authors":"Shakila Vijayakumar, B. Sivakumar","doi":"10.17654/ts063010039","DOIUrl":"https://doi.org/10.17654/ts063010039","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131955246","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
PREDICTION OF STOCK RETURNS MAY BE FALLACIOUS: A STOCHASTIC CONFIRMATION OF MALKIEL’S ASSERTION ON DARTBOARD INVESTMENTS 对股票收益的预测可能是错误的:这是对麦基尔关于飞镖投资的断言的随机证实
Far East Journal of Theoretical Statistics Pub Date : 2021-10-12 DOI: 10.17654/ts062020131
M. Weba
{"title":"PREDICTION OF STOCK RETURNS MAY BE FALLACIOUS: A STOCHASTIC CONFIRMATION OF MALKIEL’S ASSERTION ON DARTBOARD INVESTMENTS","authors":"M. Weba","doi":"10.17654/ts062020131","DOIUrl":"https://doi.org/10.17654/ts062020131","url":null,"abstract":"Several studies on portfolio construction reveal that sensible strategies essentially yield the same results as their nonsensical inverted counterparts; moreover, random portfolios managed by Malkiel’s dart-throwing monkey would outperform the cap-weighted benchmark index. Forecasting the future development of stock returns is an important aspect of portfolio assessment. Similar to the ostensible arbitrariness of portfolio selection methods, it is shown that there is no substantial difference between the performances of “best” and “trivial” forecasts - even under euphemistic model assumptions on the underlying price dynamics. A certain significance of a predictor is found only in the following special case: the best linear unbiased forecast is used, the planning horizon is small, and a critical relation is not satisfied.","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"20 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125270392","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
MEASURE OF SLOPE ROTATABILITY FOR SECOND ORDER RESPONSE SURFACE DESIGNS UNDER TRI-DIAGONAL CORRELATION ERROR STRUCTURE USING BALANCED INCOMPLETE BLOCK DESIGNS 三对角线相关误差结构下二阶响应面设计边坡可旋转性的平衡不完全块设计
Far East Journal of Theoretical Statistics Pub Date : 2021-09-20 DOI: 10.17654/ts062020091
B. Sulochana, B. Victorbabu
{"title":"MEASURE OF SLOPE ROTATABILITY FOR SECOND ORDER RESPONSE SURFACE DESIGNS UNDER TRI-DIAGONAL CORRELATION ERROR STRUCTURE USING BALANCED INCOMPLETE BLOCK DESIGNS","authors":"B. Sulochana, B. Victorbabu","doi":"10.17654/ts062020091","DOIUrl":"https://doi.org/10.17654/ts062020091","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127899462","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 DERIVATION OF THE SEMI-PARAMETRIC WEIGHTED LIKELIHOOD ESTIMATOR, SPW, AND THE WEIGHTED CONDITIONAL PSEUDO LIKELIHOOD ESTIMATOR, WCPE 半参数加权似然估计量spw和加权条件伪似然估计量wcpe的推导
Far East Journal of Theoretical Statistics Pub Date : 2021-09-20 DOI: 10.17654/ts062020081
Samuel Joel Kamun, R. Simwa, Stanley Sewe
{"title":"ON DERIVATION OF THE SEMI-PARAMETRIC WEIGHTED LIKELIHOOD ESTIMATOR, SPW, AND THE WEIGHTED CONDITIONAL PSEUDO LIKELIHOOD ESTIMATOR, WCPE","authors":"Samuel Joel Kamun, R. Simwa, Stanley Sewe","doi":"10.17654/ts062020081","DOIUrl":"https://doi.org/10.17654/ts062020081","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"174 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132244180","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
ACCEPTANCE SAMPLING PLANS FOR PERCENTILES OF GUMBEL DISTRIBUTION 甘贝尔分布百分位数的验收抽样计划
Far East Journal of Theoretical Statistics Pub Date : 2021-08-20 DOI: 10.17654/ts062020113
B. Rao, C. Chinnamamba, K. Rosaiah
{"title":"ACCEPTANCE SAMPLING PLANS FOR PERCENTILES OF GUMBEL DISTRIBUTION","authors":"B. Rao, C. Chinnamamba, K. Rosaiah","doi":"10.17654/ts062020113","DOIUrl":"https://doi.org/10.17654/ts062020113","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-08-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122016929","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 OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS 重尾分布的风险度量估计
Far East Journal of Theoretical Statistics Pub Date : 2021-06-20 DOI: 10.17654/ts062010035
E. Deme, M. Allaya, Siradhi Deme, Hamza Dhaker, A. S. Dabye
{"title":"ESTIMATION OF RISK MEASURES FROM HEAVY TAILED DISTRIBUTIONS","authors":"E. Deme, M. Allaya, Siradhi Deme, Hamza Dhaker, A. S. Dabye","doi":"10.17654/ts062010035","DOIUrl":"https://doi.org/10.17654/ts062010035","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"177 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122288683","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: 1
AGGREGATE LOSS DISTRIBUTION FOR MODELING RESERVES IN INSURANCE AND BANKING SECTORS IN KENYA 肯尼亚保险和银行部门储备金建模的总损失分布
Far East Journal of Theoretical Statistics Pub Date : 2021-06-20 DOI: 10.17654/ts062010017
Cynthia Mwende, J. Ottieno, Patrick G. O. Weke
{"title":"AGGREGATE LOSS DISTRIBUTION FOR MODELING RESERVES IN INSURANCE AND BANKING SECTORS IN KENYA","authors":"Cynthia Mwende, J. Ottieno, Patrick G. O. Weke","doi":"10.17654/ts062010017","DOIUrl":"https://doi.org/10.17654/ts062010017","url":null,"abstract":"","PeriodicalId":430943,"journal":{"name":"Far East Journal of Theoretical Statistics","volume":"78 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133952653","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: 1
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