hypothesis testing with efficient method of moments estimation

Tài liệu Pricing Stock Options Under Stochastic Volatility And Interest Rates With Efficient Method Of Moments Estimati ppt

Tài liệu Pricing Stock Options Under Stochastic Volatility And Interest Rates With Efficient Method Of Moments Estimati ppt

... advantage of being valid for a whole class of models with other moment-based estimation techniques, and at the same time it achieves the first-order asymptotic efficiency of likelihood- based methods. ... biases of the model option prices, while the MARE statistic measures the dispersion of relative biases of the model prices. The difference between MARE and MRE suggests the direction of the bias of ... Estimation of other submodels is fairly straightforward. Submodel 2 takes the SV part of the stock returns. Submodel 3 takes the SV part of the interest rates. Table 6.3 reports the results of...

Ngày tải lên: 21/12/2013, 01:20

48 707 0
The use of hypothesis-testing statistics in clinical trials

The use of hypothesis-testing statistics in clinical trials

... be answered with decreasing levels of condence with standard hypothesis- testing statistics. As described later, I will advocate that these limitations make the use of hypothesis- testing statistics ... basis for most of treatment decisions, is drawn from a small sliver of patients from the larger pie of persons with illnesses. One study of elderly depression found that only 4.2% of 188 severely ... in prevention of depressive episodes (one of the frequently emphasized secondary outcomes) (Goodwin et al., 2004). Another example of the issue of generalizability involves studies of combination...

Ngày tải lên: 01/11/2013, 11:20

16 505 0
Báo cáo khoa học: "A Part of Speech Estimation Method for Japanese Unknown Words using a Statistical Model of Morphology and Context" pptx

Báo cáo khoa học: "A Part of Speech Estimation Method for Japanese Unknown Words using a Statistical Model of Morphology and Context" pptx

... dictionary lookup. So the topic of interest is part of speech estimation. Some statistical model to estimate the part of speech of unknown words from the case of the first letter and the prefix ... word segmentation, one of the major problems of the word length model of Equation (6) is the decom- position of unknown words. When a substring of an unknown word coincides with other word in ... distribution of words consists of only kanji characters and words consists of only katakana characters. It shows that the length of kanji words distributes around 3 char- acters, while that of katakana...

Ngày tải lên: 23/03/2014, 19:20

8 397 0
Báo cáo khoa học: "A Bayesian Method for Robust Estimation of Distributional Similarities" pot

Báo cáo khoa học: "A Bayesian Method for Robust Estimation of Distributional Similarities" pot

... straightforward: Instead of using the point estimation of v(w i ), we first estimate the distribution of the context profile, p(v(w i )), by Bayesian estimation and then take the expectation of the original ... million instead of 100,000, fol- lowing Kazama et al. (2009). 5 It is possible that the number of contexts with non-zero counts is less than L. In that case, all of the contexts with non-zero counts ... on the point estimation of words’ context profiles obtained from a limited amount of data. This paper proposes a Bayesian method for robust distributional word similarities. The method uses a...

Ngày tải lên: 30/03/2014, 21:20

10 472 0
Báo cáo sinh học: "CGB and GNRH1 expression analysis as a method of tumor cells metastatic spread detection in patients with gynecological malignances" potx

Báo cáo sinh học: "CGB and GNRH1 expression analysis as a method of tumor cells metastatic spread detection in patients with gynecological malignances" potx

... of PCR consisted of 1 cycle of 95°C with a 10 minute hold, followed by 45 cycles of 95°C with a 10 seconds hold, annealing/amplification temperature at 60°C with a 30 seconds hold, and 72°C with ... CGB (mean of log 10 of CGB expres- sion: -2.13) consisted of 36.8% of tissues, while the sec- ond with higher CGB activity (mean of log 10 of CGB expression: - 1.35) included 63.2% of samples. ... likelihood method. The outcome of this analys is was tested with F-test to assess the i mprovement of quality of the fit. Model of higher comp licity (with greater number of subpopulations) was selected...

Ngày tải lên: 18/06/2014, 22:20

9 460 0
Báo cáo sinh học: "Use of recombinant lentivirus pseudotyped with vesicular stomatitis virus glycoprotein G for efficient generation of human anti-cancer chimeric T cells by transduction of human peripheral blood lymphocytes in vitro" pot

Báo cáo sinh học: "Use of recombinant lentivirus pseudotyped with vesicular stomatitis virus glycoprotein G for efficient generation of human anti-cancer chimeric T cells by transduction of human peripheral blood lymphocytes in vitro" pot

... chain component of the T cell receptor. Addition of the part of the small intracellular domain of the co-stimulatory receptor molecule CD28 has been shown to improve the responses of T-bodies in vitro ... 1 Department of Pediatrics, University of Texas Medical Branch, Galveston, Texas, USA, 2 Department of Internal Medicine, University of Texas Medical Branch, Galveston, Texas, USA and 3 Department of ... measuring uptake of 3 [H]-thymidine. Serial dilutions of each sample were tested in triplicate, starting with 10 6 cells/100 µl incubated in Aim-V serum free medium (Invitrogen) in wells of 96- well...

Ngày tải lên: 19/06/2014, 08:20

10 435 0
báo cáo hóa học:" Use of recombinant lentivirus pseudotyped with vesicular stomatitis virus glycoprotein G for efficient generation of human anti-cancer chimeric T cells by transduction of human peripheral blood lymphocytes in vitro" docx

báo cáo hóa học:" Use of recombinant lentivirus pseudotyped with vesicular stomatitis virus glycoprotein G for efficient generation of human anti-cancer chimeric T cells by transduction of human peripheral blood lymphocytes in vitro" docx

... system. Binding of antigen to the TCR complex results in a cascade of events com- mencing with phosphorylation of critical domains of the receptor by membrane-associated Src family of protein tyrosine ... chain component of the T cell receptor. Addition of the part of the small intracellular domain of the co-stimulatory receptor molecule CD28 has been shown to improve the responses of T-bodies in vitro ... describe sta- ble transduction of a very high proportion of human PBLs with a lentivirus/vesicular stomatitis virus pseudotype. It was shown previously [8] that tissue tropism of lentivi- ruses can be...

Ngày tải lên: 20/06/2014, 04:20

10 411 0
Báo cáo hóa học: "Research Article ISAR Imaging of Ship Target with Complex Motion Based on New Approach of Parameters Estimation for Polynomial Phase Signal" docx

Báo cáo hóa học: "Research Article ISAR Imaging of Ship Target with Complex Motion Based on New Approach of Parameters Estimation for Polynomial Phase Signal" docx

... Article ISAR Imaging of Ship Target with Complex Motion Based on New Approach of Parameters Estimation for Polynomial Phase Signal Yong Wang and Yi-Cheng Jiang Research Institute of Electronic Engineering ... demonstrate the effectiveness of IHMPT in the suppression of cross-terms for multicomponent CPS. For convenience, we assume that the simulated signal consists of two components with the following structure: s ( n ) = 2  k=1 A k exp  j  a k,1 n ... Examples In this section, the results of simulated and measured data are provided to demonstrate the effectiveness of the IHMPT algorithm for ISAR imaging of ship target with high maneuv erability. 5.1....

Ngày tải lên: 21/06/2014, 05:20

9 412 0
 Báo cáo y học: "Why are some children with early onset of asthma getting better over the years" -aneuploid-prostate-cancer-cells-after-tmz-tmz-bioshuttle-treatment.html#post143974

Báo cáo y học: "Why are some children with early onset of asthma getting better over the years" -aneuploid-prostate-cancer-cells-after-tmz-tmz-bioshuttle-treatment.html#post143974

... fraction of the children in group NA re- ported heredity for these diseases. Figure 2 shows the number of registered health care visits with a diagnosis of asthma from birth up to the age of seven ... identified clinically. In a study of children between 1 – 2 years of age the pa- rental questionnaire was only able to identify 54% of the children with a medical record of asthma (25). Even in our ... questionnaire at the age of ten of the children earlier having been identified with a hospital or primary health care diagnosis of asthma at least once between 0-7 years of age in a total birth-year...

Ngày tải lên: 26/10/2012, 09:48

10 456 0
w