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1.
Tadeusz Bednarski 《Metrika》2002,55(1-2):27-36
An estimation method is presented which compromises robust efficiency with computational feasibility in the case of the generalized
Poisson model. The formal setup is built on flexible nonparametric extensions of the underlying model. The estimation efficiency
is expressed via minimax properties of tests resulting from expansions of estimators. The nonparametric neighborhoods related
to the proposed score function are exemplified and a real data case is analysed. The resulting method balances several qualitative
features of statistical inference: strong differentiability (asymptotic derivations are more accurate), efficiency and natural
model extension (quality of formal basic assumptions). 相似文献
2.
People may fill currencies with moral and emotional meanings and become attached to currencies in a similar way that they
are attached to a brand. Such meanings and affective attachments to a currency may result in people’s resistance to proposed
currency changes as well as playing a significant role in everyday consumer behaviour. Following Tajfel’s accentuation theory,
it is shown in two studies that (1) opinions that prices in a currency (labelled an “expensive currency”) are high result
in perception of prices in this currency as higher than prices in another currency, and that (2) positive affect attached
to a currency results in perception of prices in this currency being higher than prices expressed in a currency which is not
emotionally laden. 相似文献
3.
The financial crisis: What is there to learn? 总被引:1,自引:0,他引:1
Many are currently studying the origins of the financial crisis in an attempt to answer two seemingly simple questions: why did it happen, and can another crisis be prevented? Those two questions have proved incredibly divisive. The majority opinion of The United States Financial Crisis Inquiry Commission was submitted with two dissenting positions. Furthermore, The 2010 Economic Report of the United States President does not perfectly align with any opinion presented in that report. Few studies, however, provide proper consideration to the evolution of macroeconomic thought and lengthening of the business cycle preceding the current crisis. 相似文献
4.
One of the methods of studying complex objects is the construction of a mathematical model, containing such information about the object that is necessary to solve a definite problem connected with it.Mathematical modeling, based on the construction of models of various kinds can be used in forecasting. Let a forecasting object A(X) be described by vector X = (X1, X2,…,Xn) whose coordinates are parameters characterizing this object. The work presents a probabilistic model of forecasting and gives the example of a forecast of the object described by a set two parameters. 相似文献
5.
Stephen Letza Philip Hardwick Tadeusz Kowalski 《Journal of Financial Services Marketing》2001,6(1):40-49
The paper discusses the main tenets of stakeholder theory and agency theory and goes on to analyse the relative performance of a sample of 100 mutual and proprietary life insurance companies in the UK during the period 1992–1996. The paper concludes that there is weak evidence to support the contention that mutual life insurers are relatively more cost efficient than proprietary insurers. Mutual companies in the sample perform well relative to proprietary companies in terms of annual surpluses and expenses ratios. There is also evidence that fund managers in mutual companies perform at least as well on average as those in proprietary companies. 相似文献
6.
This paper focuses on the analysis of wage-price relationships during the period 1980–1991 in Poland. The dynamics of wage and price series under radical structural changes are examined, as well as the impact of earlier sharp price increases. The process of wages-to-prices adjustment both in the long- and short-term is analysed. The hypothesis that the introduction of economic reform (at the beginning of 1990) would result in a tendency towards the stabilization of real wages is investigated. This is done through integration and cointegration analysis of wage and price series with special attention being paid to the problems arising from theI(2) character of the variables investigated. The concept of polynomial cointegration is applied to formulate error correction terms for the short-run model of wages. The computations have been made using quarterly data. The results reflect an inhomogeneity of the period investigated, especially the effects of the introduction of economic reform at the beginning of 1990. The nonstationarity of real wages is confirmed, but not their tendency towards stabilization. 相似文献
7.
The paper focuses on the analysis of return on shares quoted on the Warsaw Stock Exchange (WSE) in the period 1991–1993. We found that the WSE specific institutional background resulted in a large variation of return rates, their distributional assymetry and truncations which make hypotheses testing procedures about criteria of investors' choice and the price setting mechanism more complicated. 相似文献
8.
Coordinated supply chain scheduling 总被引:1,自引:1,他引:0
A mixed integer programming approach is proposed for a long-term, integrated scheduling of material manufacturing, material supply and product assembly in a customer driven supply chain. The supply chain consists of three distinct stages: manufacturer/supplier of product-specific materials (parts), producer where finished products are assembled according to customer orders and a set of customers who generate final demand for the products. The manufacturing stage consists of identical production lines in parallel and the producer stage is a flexible assembly line. The overall problem is how to coordinate manufacturing and supply of parts and assembly of products such that the total supply chain inventory holding cost and the production line start-up and parts shipping costs are minimized. A monolithic approach, where the manufacturing, supply and assembly schedules are determined simultaneously, is compared with a hierarchical approach. Numerical examples modeled after a real-world integrated scheduling in a customer driven supply chain in the electronics industry are presented and some computational results are reported. 相似文献
9.
This work presents the probability of determining a quantitative forecast of technological development S(t) defined by a set m of parameters S(1)(t),S(2)(t),…,S(m)(t), based on statistical game theory. Assuming that the coordinates S(i)(t) (i = 1, 2,…,m) of a forecasted vector S(t) are stochastic processes with given probabilistic characteristics, a formula of a function forecasting the value of a coordinate S(i)(t) of this vector can be obtained. This formula permits to determine a vector of forecasts
τT(x) of technological development S(t) at a given moment t = τ+T. 相似文献
10.
This article presents 1) the definition of a resultant forecasting function for a stochastic case, 2) construction of a function forecasting a stochastic process, and 3) construction, therefore, of a resultant forecasting function for two criteria and associated operations: minimum of the total probability of error and minimum risk function. The applicational significance of a resultant forecast is discussed in view of hierarchical systems design. 相似文献