✦ LIBER ✦

On locally optimal tests for the mean direction of the Langevin distribution

✍ Scribed by A. SenGupta; S. Rao Jammalamadaka

Publisher: Elsevier Science
Year: 1991
Tongue: English
Weight: 694 KB
Volume: 12
Category: Article
ISSN: 0167-7152
DOI: 10.1016/0167-7152(91)90009-g

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tests for the mean direction of the Lang

Tests for the mean direction of the Langevin distribution with large concentration parameter

✍ Yasunori Fujikoshi; Yoko Watamori 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 588 KB

On the KOLMOGOROV-SMIRNOV Test for the P

On the KOLMOGOROV-SMIRNOV Test for the POISSON Distribution with Unknown Mean

✍ D. B. Campbell; C. A. Oprian 📂 Article 📅 1979 🏛 John Wiley and Sons 🌐 English ⚖ 349 KB 👁 2 views

On the SPRT for the mean of an exponenti

On the SPRT for the mean of an exponential distribution

✍ Wolfgan Stadje 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 227 KB

A direct test for the mean variance effi

A direct test for the mean variance efficiency of a portfolio

✍ Gopal Basak; Ravi Jagannathan; Guoqiang Sun 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 178 KB

We develop a direct test for examining the mean-variance e ciency of a given bench-mark asset return. Unlike traditional tests for mean-variance e ciency, this test allows for the possibility that short positions in the primitive assets may not be possible. Using this test, we cannot reject the hypo

On a condition for the log-rank test to

On a condition for the log-rank test to be a locally optimal rank test

✍ Seiji Nabeya 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 122 KB

A note on inference for the mean paramet

A note on inference for the mean parameter of the gamma distribution

✍ Augustine C.M. Wong 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 386 KB