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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 ...
Bayesian Analysis of Rank Data Using SIR
(2011-05-05)
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 ...
Statistical Process Control at Landis + Gyr Limited – Implementation of Control Charts
(2010-08-31)
In this case the evolution of quality function is described along with the central role of Statistical Process Control (SPC) in it. The case also looks at the important problem of selecting the right control chart to use ...
Probability Models for Non-Life Insurance Applications
(2010-09-02)
In this note we discuss the various probability models for non-life insurance applications. Both the Poisson Process models as well as the more general Renewal Process model are discussed as models for the Claim arrival ...
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.
A Note on Randomized Response Surveys
(2010-08-28)
In this technical note we discuss some useful techniques for gathering sensitive data. We discuss three methods of Randomized response surveys warner’s methods, unrelated questions method and a method for gathering sertives ...
Note on Test of Normality
(2010-08-31)
In this technical note we discuss graphical assessment and formal testing procedures for normality.The widely used graphical techniques. P-P & Q–Q plots are described. Several formal testing procedures namely, - tests bazed ...