In this post, I will evaluate the Fama-French factor loading for several “live” index funds, and I will then use the regression coefficients and alpha (which should capture expenses and other costs) to construct “pseudo-funds” which cover the full range of the academic data from to 1926...
nobs (int) – total number of trials alpha (float in (0, 1)) – significance level, default 0.05 method (string in ['normal']) – method to use for confidence interval, currently available methods: normal : asymptotic normal approximation agresti_coull : Agresti-Coull interval beta : C...
(of which there are 10 in the unit to be described). 3. The computing logic block 13 consists of the sub-blocks 13.1 for the calculation of the dimensions of the reference system, 13.2 for the calculation of stereological parameters, 13.3 for the statistics, and a data store 13.4. From ...
Naess, A., Skaug, C.: Path integration methods for calculating response statistics of nonlinear oscillators driven by \(\alpha \) -stable Lévy noise. In: Narayanan, S., Iyengar, R.N. (eds.) IUTAM Symposium on Nonlinear and Stochastic Structural Dynamics, pp. 159–169. Kluwer Academic ...
Calculating nonparametric confidence intervals for quantiles using fractional order statisticsspecial processesIn this paper, we provide an easy-to-program algorithm for constructing the preselected 100(1-alpha)% nonparametric confidence interval for an arbitrary quantile, such as the median or quartile, ...
Reported statistics are median ±95% confidence intervals extracted from the residuals (n = 79,896). Data are idential to within rouding errors as values calculated by Matlab CO2SYS (v1.1). Conclusions: cbsyst does a good job of fitting the GLODAPv2 dataset! Technical Details Constants Constan...
Care is also taken in the function DoOnePath to handle the edge cases where the VaR horizon is greater than the time to maturity of an instrument, at which point it will only simulate a path up to the maturity of that instrument instead of the entire VaR horizon. The MCStatistics class...
We used the Winsorize technique to transform five total outliers when a data point (a single participant’s measure over one trial) was greater than 1.5 interquartile ranges from the upper, or lower, limit of the 25th percentile. Alpha levels were set to 0.05 for all statistical tests. ...
We used the Winsorize technique to transform five total outliers when a data point (a single participant’s measure over one trial) was greater than 1.5 interquartile ranges from the upper, or lower, limit of the 25th percentile. Alpha levels were set to 0.05 for all statistical tests. ...