D-optimal weighing designs for four and five objects.
Dreistufige kleinste Quadrate - einige numerische Ergebnisse.
Drift estimation from -mixing sequences.
Drought models based on Burr XII variables
Burr distributions are some of the most versatile distributions in statistics. In this paper, a drought application is described by deriving the exact distributions of U = XY and W = X/(X+Y) when X and Y are independent Burr XII random variables. Drought data from the State of Nebraska are used.
Dual response systems optimization. An approximation approach.
Dualité du problème des marges et ses applications
Důchod invalidní. [I.]
Důchod invalidní. [II.]
Důchod invalidní. [III.]
Důchod invalidní. [IV.]
Durchschnittliche Prämienreserve in der Sozialversicherung. I
Durchschnittliche Prämienreserve in der Sozialversicherung. II
Dynamic credibility with outliers and missing observations
In actuarial practice the credibility models must face the problem of outliers and missing observations. If using the -estimation principle from robust statistics in combination with Kalman filtering one obtains the solution of this problem that is acceptable in the numerical framework of the practical actuarial credibility. The credibility models are classified as static and dynamic in this paper and the shrinkage is used for the final ratemaking.
Dynamic dependence ordering for Archimedean copulas and distorted copulas
This paper proposes a general framework to compare the strength of the dependence in survival models, as time changes, i. e. given remaining lifetimes , to compare the dependence of given , and given , where . More precisely, analytical results will be obtained in the case the survival copula of is either Archimedean or a distorted copula. The case of a frailty based model will also be discussed in details.
Dynamic model of market with uninformed market maker
We model a market with multiple liquidity takers and a single market maker maximizing his discounted consumption while keeping a prescribed probability of bankruptcy. We show that, given this setting, spread and price bias (a difference between the midpoint- and the expected fair price) depend solely on the MM's inventory and his uncertainty concerning the fair price. Tested on ten-second data from ten US electronic markets, our model gives significant results with the price bias decreasing in the...
Dynamics of an artificial slope
The slope shape is replaced by a 3D regression function which corresponds with high precision to the position of several hundred points which were determined on the surface of the slope body. The position of several points was repeatedly measured for several years. The time changes in the position of these points were used to create regression functions that describe vertical movements, slope settlement and horizontal movements, slope movement. The model results are presented in the form of mathematical...
Dynamics of stochastic approximation algorithms
Échantillonnage en segmentation. Étude de la convergence
Econometric modeling at mixed frequencies.
Economic Design of a Two-Stage Screening Procedure with a Prescribed Outgoing Quality.