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Survey item nonresponse and its treatment 调查项目无反应及其处理
Allgemeines statistisches Archiv Pub Date : 2006-03-01 DOI: 10.1007/S10182-006-0231-3
Susanne Rässler, R. Riphahn
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引用次数: 58
On the appropriateness of inappropriate VaR models 论不适当VaR模型的适宜性
Allgemeines statistisches Archiv Pub Date : 2006-01-10 DOI: 10.2139/ssrn.2894388
W. Härdle, Z. Hlávka, Gerhard Stahl
{"title":"On the appropriateness of inappropriate VaR models","authors":"W. Härdle, Z. Hlávka, Gerhard Stahl","doi":"10.2139/ssrn.2894388","DOIUrl":"https://doi.org/10.2139/ssrn.2894388","url":null,"abstract":"SummaryThe Value-at-Risk calculation reduces the dimensionality of the risk factor space. The main reasons for such simplifications are, e. g., technical efficiency, the logic and statistical appropriateness of the model. In Chapter 2 we present three simple mappings: the mapping on the market index, the principal components models and the model with equally correlated risk factors. The comparison of these models in Chapter 3 is based on the literature on the verification of weather forecasts (Murphy and Winkler, 1992; Murphy, 1997). Some considerations on the quantitative analysis are presented in the fourth chapter. In the last chapter, we present empirical analysis of the DAX data using XploRe.ZusammenfassungDie Berechnung des VaR führt zur Reduktion der Dimension des Raumes der Risikofaktoren. Die vorzunehmenden Vereinfachungen resultieren aus unterschiedlichen Beweggründen, z.B. technische Effizienz, Sachlogik der Ergebnisse und statistische Adäquanz des Modells. Im Kapitel 2 stellen wir drei gängige Mappingverfahren vor: das Marktindexmodell, das Hauptkomponentenmodell und das Modell mit gleichkorrelierten Risikofaktoren. Impulse für Methoden zum Vergleich dieser Modelle im Kapitel 3 kamen vor allem aus der Literatur zur Praxis der Beurteilung von Wetterprognosen (Murphy und Winkler, 1992; Murphy, 1997). Umfangreiche Überlegungen zu einer quantitativen Analyse werden im vierten Kapitel dieser Arbeit vorgestellt. Die empirische Analyse der DAX Daten wird abschließend mit XploRe durchgeführt.","PeriodicalId":84131,"journal":{"name":"Allgemeines statistisches Archiv","volume":"90 1","pages":"273-297"},"PeriodicalIF":0.0,"publicationDate":"2006-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.2139/ssrn.2894388","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"68423587","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: 63
Using Analysis of Variance and Factor Analysis for the Reduction of High Dimensional Variation in Time Series of Energy Consumption 利用方差分析和因子分析减少能源消耗时间序列的高维变异
Allgemeines statistisches Archiv Pub Date : 2005-11-01 DOI: 10.1007/S10182-005-0212-Y
Carsten Q. Schneider, G. Arminger, Alexandra Schwarz
{"title":"Using Analysis of Variance and Factor Analysis for the Reduction of High Dimensional Variation in Time Series of Energy Consumption","authors":"Carsten Q. Schneider, G. Arminger, Alexandra Schwarz","doi":"10.1007/S10182-005-0212-Y","DOIUrl":"https://doi.org/10.1007/S10182-005-0212-Y","url":null,"abstract":"","PeriodicalId":84131,"journal":{"name":"Allgemeines statistisches Archiv","volume":"89 1","pages":"403-418"},"PeriodicalIF":0.0,"publicationDate":"2005-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/S10182-005-0212-Y","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"51985861","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
Sinn und Unsinn von Quoten auf Basis von preisbereinigten Werten 用定的价格定的收税
Allgemeines statistisches Archiv Pub Date : 2005-11-01 DOI: 10.1007/S10182-005-0215-8
M. Grömling
{"title":"Sinn und Unsinn von Quoten auf Basis von preisbereinigten Werten","authors":"M. Grömling","doi":"10.1007/S10182-005-0215-8","DOIUrl":"https://doi.org/10.1007/S10182-005-0215-8","url":null,"abstract":"","PeriodicalId":84131,"journal":{"name":"Allgemeines statistisches Archiv","volume":"24 1","pages":"451-468"},"PeriodicalIF":0.0,"publicationDate":"2005-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/S10182-005-0215-8","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"51985891","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: 8
Statistik für bivariate gemischte Poisson–Prozesse am Beispiel der Kraftfahrthaftpflichtversicherung 混合poony方法统计，例如强力传动保险
Allgemeines statistisches Archiv Pub Date : 2005-11-01 DOI: 10.1007/S10182-005-0211-Z
Mathias Zocher
{"title":"Statistik für bivariate gemischte Poisson–Prozesse am Beispiel der Kraftfahrthaftpflichtversicherung","authors":"Mathias Zocher","doi":"10.1007/S10182-005-0211-Z","DOIUrl":"https://doi.org/10.1007/S10182-005-0211-Z","url":null,"abstract":"","PeriodicalId":84131,"journal":{"name":"Allgemeines statistisches Archiv","volume":"89 1","pages":"383-402"},"PeriodicalIF":0.0,"publicationDate":"2005-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/S10182-005-0211-Z","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"51985847","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 the Product and Ratio of Gamma and Beta Random Variables 关于Gamma和Beta随机变量的乘积和比值
Allgemeines statistisches Archiv Pub Date : 2005-11-01 DOI: 10.1007/S10182-005-0214-9
S. Nadarajah, S. Kotz
{"title":"On the Product and Ratio of Gamma and Beta Random Variables","authors":"S. Nadarajah, S. Kotz","doi":"10.1007/S10182-005-0214-9","DOIUrl":"https://doi.org/10.1007/S10182-005-0214-9","url":null,"abstract":"","PeriodicalId":84131,"journal":{"name":"Allgemeines statistisches Archiv","volume":"1 1","pages":"435-449"},"PeriodicalIF":0.0,"publicationDate":"2005-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/S10182-005-0214-9","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"51985879","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: 30
Nichtparametrische Dekomposition der Lohndifferenzen zwischen ost- und westdeutschen Betrieben 东方企业和西德企业之间工资差距的非平均调整
Allgemeines statistisches Archiv Pub Date : 2005-11-01 DOI: 10.1007/S10182-005-0210-0
Bernd Görzig, M. Gornig, Axel Werwatz
{"title":"Nichtparametrische Dekomposition der Lohndifferenzen zwischen ost- und westdeutschen Betrieben","authors":"Bernd Görzig, M. Gornig, Axel Werwatz","doi":"10.1007/S10182-005-0210-0","DOIUrl":"https://doi.org/10.1007/S10182-005-0210-0","url":null,"abstract":"","PeriodicalId":84131,"journal":{"name":"Allgemeines statistisches Archiv","volume":"89 1","pages":"365-381"},"PeriodicalIF":0.0,"publicationDate":"2005-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/S10182-005-0210-0","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"51985836","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: 3
Job Creation and Destruction over the Business Cycles and the Impact on Individual Job Flows in Denmark 1980-2001* 1980-2001年丹麦经济周期中的就业创造与破坏及其对个人就业流动的影响*
Allgemeines statistisches Archiv Pub Date : 2005-09-02 DOI: 10.1007/S10182-005-0200-2
R. Ibsen, N. Westergaard-Nielsen
{"title":"Job Creation and Destruction over the Business Cycles and the Impact on Individual Job Flows in Denmark 1980-2001*","authors":"R. Ibsen, N. Westergaard-Nielsen","doi":"10.1007/S10182-005-0200-2","DOIUrl":"https://doi.org/10.1007/S10182-005-0200-2","url":null,"abstract":"","PeriodicalId":84131,"journal":{"name":"Allgemeines statistisches Archiv","volume":"89 1","pages":"183-207"},"PeriodicalIF":0.0,"publicationDate":"2005-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/S10182-005-0200-2","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"51985747","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: 41
Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations 使用HP过滤数据进行计量经济分析:来自蒙特卡罗模拟的一些证据
Allgemeines statistisches Archiv Pub Date : 2005-08-01 DOI: 10.1007/S10182-005-0206-9
M. Meyer, P. Winker
{"title":"Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations","authors":"M. Meyer, P. Winker","doi":"10.1007/S10182-005-0206-9","DOIUrl":"https://doi.org/10.1007/S10182-005-0206-9","url":null,"abstract":"","PeriodicalId":84131,"journal":{"name":"Allgemeines statistisches Archiv","volume":"89 1","pages":"303-320"},"PeriodicalIF":0.0,"publicationDate":"2005-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/S10182-005-0206-9","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"51985806","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: 31
A Class of Two-Stage Selection Procedures Using L-Statistics 一类利用l统计量的两阶段选择过程
Allgemeines statistisches Archiv Pub Date : 2005-08-01 DOI: 10.1007/S10182-005-0203-Z
Narinder Kumar, G. P. Mehta, Virender Kumar
{"title":"A Class of Two-Stage Selection Procedures Using L-Statistics","authors":"Narinder Kumar, G. P. Mehta, Virender Kumar","doi":"10.1007/S10182-005-0203-Z","DOIUrl":"https://doi.org/10.1007/S10182-005-0203-Z","url":null,"abstract":"","PeriodicalId":84131,"journal":{"name":"Allgemeines statistisches Archiv","volume":"89 1","pages":"241-261"},"PeriodicalIF":0.0,"publicationDate":"2005-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/S10182-005-0203-Z","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"51985776","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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