The authors advocate the use of the generalized variance of the sample means-the determinant of the variance-covariance matrix $D(\overline{y})$ of the means-as a ...

It is shown how the noncentral probability density function of the generalized variance can be approximated by a central probability density function under certain conditions by using moments and ...

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...

The three methods of variable transformation provided by PROC PRINQUAL are discussed in the following sections. On each iteration, the MTV algorithm alternates classical principal component analysis ...

There are several approaches to dealing with heteroscedasticity. If the error variance at different times is known, weighted regression is a good method. If, as is ...

Samuelson, Paul A., and Robert C. Merton. "Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions." Journal of Finance 29, no. 1 (March 1974): 27–40.

The conventional control variate method proposed by Kemna and Vorst for evaluating Asian options using the Black-Scholes model utilizes a constant control parameter.We generalize this method, applying ...