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Showing 1 to 5 of 5 for “"Variance Minimization"”.

  1. Modeling and Measuring Association for Ordinal Data

    … tables, we provide the scoring systems and the variance minimization correction term to Pearson goodness-of-fit statistic. We also put forward the average of individual odds ratios as the common odds ratio and modify the Mantel-Haenszel estimator of common odds ratio in a K x K ordinal …

    regina Repository record for Modeling and Measuring Association for Ordinal Data (opens in a new tab)

  2. Valuation of Stock Index Futures and Their Relation to the Underlying Index: Theory and Evidence (Hedging)

    … the various criteria (utility maximization, variance minimization, basis arbitrage) were met using plausible optimal ratios. Both the exchange and the maturity of the contract used affected hedging behavior. Various pricing models were also applied to the futures: a simple cost of carry, a …

    uiuc Repository record for Valuation of Stock Index Futures and Their Relation to the Underlying Index: Theory and Evidence (Hedging) (opens in a new tab)

  3. On-line Nonlinear Characterization of Anisotropic Materials

    … is newly derived in this dissertation through variance minimization, to achieve optimal characterization. The aforementioned method, namely stochastic linear characteri-zation in this dissertation, becomes a basis of the multi-linear characterization method. This method utilizes a multi-linear …

    vt Repository record for On-line Nonlinear Characterization of Anisotropic Materials (opens in a new tab)

  4. Optimal distributed control and estimation for systems with spatiotemporal dynamics

    … problem for dynamical systems with shift-invariances over unbounded spatial domains and with distributed noisy measurements. Dimensional analysis and scaling arguments are used to define physically interpretable dimensionless groups, which are found to be related to the measurement …

    mit Repository record for Optimal distributed control and estimation for systems with spatiotemporal dynamics (opens in a new tab)