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Likelihood ratio tests for variance components in linear mixed models
(ELSEVIER SCIENCE BV, 2009)
Although the asymptotic distributions of the likelihood ratio for testing hypotheses of null variance components in linear mixed models derived by Stram and Lee [1994. Variance components testing in longitudinal mixed ...
Análise da eficiência do mercado de fundos imobiliários brasileiro: um comparativo entre as eficiências dos índices IFIX e IBOVESPA
(2021-07-02)
O principal objetivo deste trabalho foi avaliar a eficiência do mercado de fundos imobiliários no Brasil, representado pelo IFIX, fazendo um comparativo com a eficiência do mercado de ações tradicionais, representado pelo ...
Assessment of variance components in nonlinear mixed-effects elliptical models
(SpringerNew York, 2012)
The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for ...
Is there a reversion to the average in the Puerto Rico Stock Index ?: A Bayesian approach¿Existe reversión a la media en el Puerto Rico Stock Index?: Un enfoque Bayesiano
(Centro de Investigaciones Comerciales e Iniciativas Académicas, 2006)
Estimation of segregation variance for birth weight in beef cattle
(Elsevier, 2002-08)
Genetic evaluation using multibreed covariance theory requires estimating the segregation variance. The segregation variance is the amount by which the additive variance in the F2 exceeds that in F1. The goal of this ...
Teste da hipótese do caminho aleatório no Brasil e nos Estados Unidos
(Universidade Federal de Santa MariaBRAdministraçãoUFSMPrograma de Pós-Graduação em Administração, 2009-03-31)
The stock market has been objective of many researches that seek to identify the presence of some previsibility degree in the return series. Inside of this context grew the Market Efficiency Theory divided in three forms: ...
Does firm value move too much to be justified by subsequent changes in cash flow?
(ELSEVIER SCIENCE SA, 2008)
The appropriate measure of cash flow for valuing corporate assets is net payout, which is the sum of dividends, interest, and net repurchases of equity and debt. Variation in net payout yield, the ratio of net payout to ...
Using industry momentum to improve portfolio performance
(Elsevier Science Bv, 2012-05)
Minimum-variance portfolios, which ignore the mean and focus on the (co)variances of asset returns, outperform mean-variance approaches in out-of-sample tests. Despite these promising results, minimum-variance policies ...
A Single Statistic for Monitoring the Covariance Matrix of Bivariate Processes
(TAYLOR & FRANCIS INCPHILADELPHIA, 2012)
In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a ...
A single statistic for monitoring the covariance matrix of bivariate processes
(Taylor & Francis Inc, 2012-01-01)
In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a ...