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Ausatha Rabbanny Yanto and Eric Yee
A comparison on the influence of different moment magnitude pools on magnitude homogenization regressions was presented. The control moment magnitude pool is composed of earthquake records from GCMT. One version of expanding this base is to add earthquak...
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Peter Frankovský, Peter Sivák, Ingrid Delyová, Darina Hroncová and Pavol ?tuller
The paper deals with the connection between the issue of rectification of the structural system and the corresponding experimental and related statistical analysis of stresses. The solution was demonstrated in the example of replacing the aboveground gas...
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Sadaf Salehkalaibar and Michèle Wigger
This paper studies binary hypothesis testing with a single sensor that communicates with two decision centers over a memoryless broadcast channel. The main focus lies on the tradeoff between the two type-II error exponents achievable at the two decision ...
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Lev Raskin,Oksana Sira
Pág. 11 - 18
Typical problems of the theory of statistical hypothesis testing are considered. All these problems belong to the same object area and are formulated in a single system of axioms and assumptions using a common linguistic thesaurus. However, different app...
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Xiaohong Chen, Quanxi Shao, Chong-Yu Xu, Jiaming Zhang, Lijuan Zhang, Changqing Ye
Pág. 1 - 20
The upper tail of a flood frequency distribution is always specifically concerned with flood control. However, different model selection criteria often give different optimal distributions when the focus is on the upper tail of distribution. With emphasi...
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Xiaohong Chen, Quanxi Shao, Chong-Yu Xu, Jiaming Zhang, Lijuan Zhang and Changqing Ye
The upper tail of a flood frequency distribution is always specifically concerned with flood control. However, different model selection criteria often give different optimal distributions when the focus is on the upper tail of distribution. With emphasi...
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Oscar De la Torre Torres
This paper presents the usefulness of an active portfolio management process with orthogonal GARCH (OGARCH) matrixes in order to achieve a 7.5% actuarial target return in defined benefit pension funds such as the Dirección de Pensiones Civiles del Estado...
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Tung-Ching Su, Tsung-Chiang Wu, Ming-Hung Wun and Cheng-Wei Wang
Many studies in the literature have presented multiple remote sensing techniques for defect inspection of paintings. At present, however, papers on defect inspection and restoration of oriental architectural arts?such as door god paintings?are still rare...
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Jean-Marc Le Caillec
In this paper, we present the results of nonlinearity detection in Hedge Fund price returns. The main challenge is induced by the small length of the time series, since the return of this kind of asset is updated once a month. As usual, the nonlinearity ...
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Nikos Mylonas and Basil Papadopoulos
In this paper, we develop fuzzy, possibilistic hypothesis tests for testing crisp hypotheses for a distribution parameter from crisp data. In these tests, fuzzy statistics are used, which are produced by the possibility distribution of the estimated para...
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Minyahil Alemu Haile,Girma Daba Megerssa
Pág. 18 - 30
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Francisco Javier Tapia Moreno,Hector Antonio Villa-Martinez
Pág. pp. 15 - 26
Technological changes have been associated with the evolution of computer and telecommunications systems. These changes have resulted in a rethinking of teaching and learning methods in the new digitalized environment at all educational levels. This reth...
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Nnenna Georgina Nwonye, Sebastine Ugochukwu Ugwuegbe
Pág. 155 - 165
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Yingjie Dong and Yiu-Kuen Tse
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Maria del Mar Miralles-Quiros,Jose Luis Miralles-Quiros,Luis Miguel Valente-Gonçalves
Pág. 414 - 435
Market efficiency implies stock prices fully reflect all publicly available information instantaneously and, thus, no investment strategies can systematically earn abnormal returns. However, market efficiency per se is not testable. In order to analyze w...
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Hany Fahmy
Pág. 169 - 184
The issue of market e¢ ciency attracted the attention of academicians since the existence of financial markets. Over time, two schools of thoughts were established: the efficient markets school and the behavioral finance school. Proponents of the former ...
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Ghazi Al-Assaf,Bashier Al-Abdulrazag
Pág. 199 - 211
The Export-led growth hypotheses postulates that there is a positive causal relationship running from exports to economic growth. Accordingly, the aim of this study is to empirically investigate the applicability of the Export-Led Growth hypothesis for J...
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Glener de Almeida Dourado,Benjamin Miranda Tabak
Pág. 517?553
The goal of this paper is to evaluate Brazilian stock market efficiency using daily data for the Sao Paulo Stock Exchange Index from January 1995 to December 2012. We employ a variance ratio statistic with wild bootstrap, developed to test linear depende...
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Ibrahim Arisoy
Pág. 496 - 502
This paper examines the validity of Fisher hypothesis in Turkey for the time period 1987Q1-2010Q3. For this purpose, we employ cointegration test with a structural break as well as time varying parameters approach (TVP) that takes into account the effect...
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