Diseconomies of Scale in Mutual Funds: One-Step Inference and Random Weighted Bootstrap Method

2020 ◽  
Author(s):  
Lei Jiang ◽  
cuixia li ◽  
Ying Liao ◽  
Liang Peng
2006 ◽  
Vol 3 (1) ◽  
Author(s):  
Sharipah Syed Yahaya ◽  
Abdul Othman ◽  
Harvey Keselman

Nonnormality and variance heterogeneity affect the validity of the traditional tests for treatment group equality (e.g. ANOVA F-test and t-test), particularly when group sizes are unequal. Adopting trimmed means instead of the usual least squares estimator has been shown to be mostly affective in combating the deleterious effects of nonnormality. There are, however, practical concerns regarding trimmed means, such as the predetermined amount of symmetric trimming that is typically used. Wilcox and Keselman proposed the Modified One- Step M-estimator (MOM) which empirically determines the amount of trimming. Othman et al. found that when this estimator is used with Schrader and Hettmansperger's H statistic, rates of Type I error were well controlled even though data were nonnormal in form. In this paper, we modified the criterion for choosing the sample values for MOM by replacing the default scale estimator, MADn, with two robust scale estimators, Sn and Tn , suggested by Rousseeuw and Croux (1993). To study the robustness of the modified methods, conditions that are known to negatively affect rates of Type I error were manipulated. As well, a bootstrap method was used to generate a better approximate sampling distribution since the null distribution of MOM-H is intractable. These modified methods resulted in better Type I error control especially when data were extremely skewed.


2005 ◽  
Vol 11 (4) ◽  
pp. 489-509 ◽  
Author(s):  
Chin-Tsang Chiang ◽  
Lancelot F. James ◽  
Mei-Cheng Wang

2005 ◽  
Vol 10 (2) ◽  
pp. 140-143 ◽  
Author(s):  
Wen-Liang Hung

Author(s):  
R.P. Goehner ◽  
W.T. Hatfield ◽  
Prakash Rao

Computer programs are now available in various laboratories for the indexing and simulation of transmission electron diffraction patterns. Although these programs address themselves to the solution of various aspects of the indexing and simulation process, the ultimate goal is to perform real time diffraction pattern analysis directly off of the imaging screen of the transmission electron microscope. The program to be described in this paper represents one step prior to real time analysis. It involves the combination of two programs, described in an earlier paper(l), into a single program for use on an interactive basis with a minicomputer. In our case, the minicomputer is an INTERDATA 70 equipped with a Tektronix 4010-1 graphical display terminal and hard copy unit.A simplified flow diagram of the combined program, written in Fortran IV, is shown in Figure 1. It consists of two programs INDEX and TEDP which index and simulate electron diffraction patterns respectively. The user has the option of choosing either the indexing or simulating aspects of the combined program.


2006 ◽  
Vol 73 ◽  
pp. 85-96 ◽  
Author(s):  
Richard J. Reece ◽  
Laila Beynon ◽  
Stacey Holden ◽  
Amanda D. Hughes ◽  
Karine Rébora ◽  
...  

The recognition of changes in environmental conditions, and the ability to adapt to these changes, is essential for the viability of cells. There are numerous well characterized systems by which the presence or absence of an individual metabolite may be recognized by a cell. However, the recognition of a metabolite is just one step in a process that often results in changes in the expression of whole sets of genes required to respond to that metabolite. In higher eukaryotes, the signalling pathway between metabolite recognition and transcriptional control can be complex. Recent evidence from the relatively simple eukaryote yeast suggests that complex signalling pathways may be circumvented through the direct interaction between individual metabolites and regulators of RNA polymerase II-mediated transcription. Biochemical and structural analyses are beginning to unravel these elegant genetic control elements.


2010 ◽  
Vol 43 (18) ◽  
pp. 16
Author(s):  
MATTHEW R.G. TAYLOR
Keyword(s):  

2007 ◽  
Vol 0 (0) ◽  
pp. 0-0
Author(s):  
C.W. Kim ◽  
Y.H. Kim ◽  
H.G. Cha ◽  
D.K. Lee ◽  
Y.S. Kang

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