A comparison between two indices obtained by MDF.
A Dual Approach for Matrix-Derivatives.
A dynamic factor model for economic time series
A model for credit scoring: an application of discriminant analysis.
The application of statistical techniques in decision making, and more specifically for classification requirements, has proved to be adequate in the context of financial problems. In this study, we present the methodology used and the results obtained in the elaboration of a decision-support system for credit assignment. The problem was to provide an automatic tool for a Spanish financial institution that needed to quantify and analyse credit applications from clients. Firstly, we shall present...
A multimodal beta distribution with application to economic data
Beta distributions are popular models for economic data. In this paper, a new multimodal beta distribution with bathtub shaped failure rate function is introduced. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Finally, an application to consumer price indices...
Analyse des effets d'intervention sur les prévisions issues de modèles ARIMA
Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen.
Atypical Employment Increasing The Flexibility Of An Organization. A Study Of Greek Manufacturing And Services