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Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1035588
Description: 6 page(s)
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/310195
Description: Strategic asset allocation is discussed in a discrete-time economy, where the rates of return from asset classes are explained in terms of some observable and hidden factors. We extend the existing mo ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/272143
Description: Best and Gipps (1974) showed that the negative binomial distribution can be approximated closely by a gamma distribution. Using the moment estimators for the parameters in the gamma distribution, we u ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/262768
Description: The Generalised Normal Variance-Mean (GNVM) model in which the mixing random variable is Gamma distributed is considered. This model generalises the popular Variance-Gamma (VG) distribution. This GNVM ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/228624
Description: Plant-based diets contain less saturated fat and cholesterol and more folate, fibre and phytochemicals than omnivorous diets, but some micronutrients, especially zinc, are poorly bioavailable. The fin ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/275175
Description: The partially linear additive model arises in many scientific endeavors. In this paper, we look at inference given panel data and a serially correlated error component structure. By combining polynomi ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/271082
Description: Clinical trials that stop early for benefit have a treatment difference that overestimates the true effect. The consequences of this fact have been extensively debated in the literature. Some research ... More
Reviewed: Reviewed
Authors: Beggs, Paul John
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/230834
Description: 2 page(s)
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/271864
Description: We provide an analytic expression for the variance of ratio of integral functionals of fractional Brownian motion which arises as an asymptotic variance of Pitman estimators for a location parameter o ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/267488
Description: We use convex risk measures to assess unhedged risks for American-style contingent claims in a continuous-time non-Markovian economy using reflected backward stochastic differential equations (RBSDEs) ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/230428
Description: Smoothing is a common method used in non parametric statistics and on many occasions it has been noted that it may result in an asymptotic variance reduction or increase of efficiency. Another well kn ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/197395
Description: A backward stochastic differential equation (BSDE) approach is used to evaluate convex risk measures for unhedged positions of derivative securities in a continuous-time economy. The convex risk measu ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/205712
Description: Patients undergoing stem cell transplantation may require transfusion of units (bags) of packed red blood cells (PRBCs). Modelling of PRBC usage is important not only for prediction of transfusion req ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/179636
Description: Image restoration is a computationally intensive problem as a large number of pixel values have to be determined. Since the pixel values of digital images can attain only a finite number of values (e. ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/186213
Description: Quality of life (QOL) assessment is a key component of many clinical studies and frequently requires the use of single global summary measures that capture the overall balance of findings from a poten ... More
Reviewed: Reviewed