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Credit off-take from formal financial institutions in rural India: quantile regression results
(Springer Science+Business Media, 2014)
Extending financial services to unbanked population in India has remained a central part of the policy thrust of the Indian government for decades. To that effect, a widespread formal credit delivery mechanism has been ...
SB-robust estimators of the parameters of the wrapped normal distribution
(Communications in Statistics: Theory & Methods, 2013)
In this article, we study the SB-robustness of various estimators of the mean direction (μ) and the concentration parameter (ρ) of the wrapped normal distribution. The functional corresponding to the sample mean direction ...
Artificial neural network models for forecasting stock price index in the Bombay stock exchange
(2006-10-29)
ANN has been shown to be an efficient tool for non-parametric modeling of data in a variety of different contests where the output is a non-linear function of the inputs. These include business forecasting, credit scoring, ...
Portfolio allocation with heavy tailed returns
(2007-11-02)
In this article we propose two new methods of portfolio allocation which
are applicable for all return distributions. The properties of these new
methods are compared with that of Markowitz’s mean-variance method
using ...
A proof of the divergence of the harmonic series using probability theory
(2006-10-29)
In this note a new proof of the divergence of the harmonic series is given based on
the expected life of a parallel system with independent exponentially distributed
component lifetimes.
Response-adaptive allocation for circular data
(Taylor & Francis, 2014)
Response-adaptive designs are used in phase III clinical trials to allocate a larger proportion of patients to the better treatment. Circular data is a natural outcome in many clinical trial setup, e.g., some measurements ...
Bayesian analysis of the change-point problem for directional data
(Journal of Applied Statistics, 2008-11-11)
In this paper, we discuss a simple fully Bayesian analysis of the change-point problem for the directional data in the parametric framework with von Mises or circular normal distribution as the underlying distribution. We ...
A likelihood integrated method for exploratory graphical analysis of change-point problem with directional data
(Communications in Statistics, Theory and Methods, 2008-11-11)
In this article we introduce a new likelihood based method, called the likelihood integrated method, which is distinct from the well-known integrated likelihood method. We use the likelihood integrated to propose a simple ...
SB-robustness of directional mean for circular distributions
(2011-09-07)
In this paper we study the robustness of the directional mean (a.k.a. circular mean) for
different families of circular distributions. We show that the directional mean is robust
in the sense of finite standardized gross ...
SB-robust estimator for the concentration parameter of the circular normal distribution
(Statistical Papers, 2012)
In this paper we discuss robust estimation of the concentration parameter ( κ) of the circular normal (CN) distribution. It is known that the MLE of the concentration parameter is not B-robust at the family of all circular ...