Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Benzion Boukai"'
Autor:
Benzion Boukai
Publikováno v:
Mathematics, Vol 11, Iss 9, p 2124 (2023)
The celebrated Heston’s stochastic volatility (SV) model for the valuation of European options provides closed form solutions that are given in terms of characteristic functions. However, the numerical calibration of this five-parameter model, whic
Externí odkaz:
https://doaj.org/article/340627bf6d584312b9d4cdfb9529b1b2
Publikováno v:
Communications in Statistics - Simulation and Computation. 45:3534-3547
Limiting distributions play an important role in approximating the exact distributions, especially when they have a rather cumbersome analytic form, or simply when they do not have a closed from. The question that naturally arises is how good the app
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8ca2c4fd3b840d95650d8c130b3d2ba
https://doi.org/10.1080/03610918.2015.1136414
https://doi.org/10.1080/03610918.2015.1136414
Autor:
Shaul K. Bar-Lev, Benzion Boukai
Publikováno v:
Advances and Applications in Statistics. 47:247-263
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4cd572afd1d9b44bfc28dba038cb0ae0
https://doi.org/10.17654/adasdec2015_247_263
https://doi.org/10.17654/adasdec2015_247_263
Publikováno v:
Quality Engineering. 27:289-295
Last minute design changes after already completed product validation testing is a common occurrence in the engineering world. It is also common for a redesigned product to be retested to demonstrate compliance with the original reliability requireme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7729056031af2723d264f266ceddf45
https://doi.org/10.1080/08982112.2014.990035
https://doi.org/10.1080/08982112.2014.990035
Publikováno v:
Mathematical Methods of Statistics. 24:55-73
Lifetime data are usually assumed to stem from a continuous distribution supported on [0, b) for some b ≤ ∞. The continuity assumption implies that the support of the distribution does not have atom points, particularly not at 0. Accordingly, it
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::658e59873b57c95eee5d0fd0609c2111
https://doi.org/10.3103/s1066530715010044
https://doi.org/10.3103/s1066530715010044
Publikováno v:
Metrika. 60:255-260
Standard randomized response (RR) models deal primarily with surveys which usually require a ‘yes’ or a ‘no’ response to a sensitive question, or a choice for responses from a set of nominal categories. As opposed to that, Eichhorn and Hayre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dba13044fcaa0dc336d20fd3059282d7
https://doi.org/10.1007/s001840300308
https://doi.org/10.1007/s001840300308
Publikováno v:
Test. 12:101-113
In this paper we present a common Bayesian approach to four randomized response models, including Warner's (1965) and other modification for it that appeared thereafter in the literature. Suitable truncated beta distributions are used throughout in a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f71e54b1cc023b40096197ff23a06c5
https://doi.org/10.1007/bf02595813
https://doi.org/10.1007/bf02595813
Publikováno v:
Communications in Statistics - Theory and Methods. 32:2373-2387
In this article we revisit Warner's (Warner, S. L. (1965). Randomized response: a survey technique for elimination evasive answer bias. Journal of the American Statistical Association 60:63–69) randomize response model for estimating the proportion
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b6adda9c1d71914815295c0b9d14ec5
https://doi.org/10.1081/sta-120025384
https://doi.org/10.1081/sta-120025384
Publikováno v:
Communications in Statistics - Theory and Methods. 28:1813-1822
The problem of finding the minimizer of the rth -mean error , is revisited, via a unified approach. The approach is discussed for arbitrary r and is illustrated for r = 1 (mean absolute error)r = 2 (mean squared error), and r = 4. This approach is al
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1488af4413bf8c6290ed268fe33216cd
https://doi.org/10.1080/03610929908832390
https://doi.org/10.1080/03610929908832390
Autor:
Shaul K. Bar-Lev, Benzion Boukai
Publikováno v:
Statistical Papers. 50:403-405
In this note we provide a characterization of the exponential distribution by means of the coincidence of location and truncated densities. We provide two proofs. The first is obtained directly via simple calculus while the second hinges on the chara
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::149ea953f58b2ff0ac58a411df02e8bf
https://doi.org/10.1007/s00362-007-0070-7
https://doi.org/10.1007/s00362-007-0070-7