Pages that link to "Item:Q69913"

The following pages link to Applied Stochastic Models in Business and Industry (Q69913):

Displaying 50 items.

• Semi-strong dynamic style analysis with time-varying selectivity measurement: Applications to Brazilian exchange-rate funds (Q3607873) (← links)
• Profile-based push models in manpower planning (Q3607874) (← links)
• On a compounding assets model with positive jumps (Q3607875) (← links)
• On optimal operating conditions for a data processing system: A stochastic approach (Q3607876) (← links)
• Reduction in mean residual life in the presence of a constant competing risk (Q3607877) (← links)
• Multivariate least squares and its relation to other multivariate techniques (Q4455492) (← links)
• A generalized multinomial discriminant procedure with applications (Q4455493) (← links)
• Optimum inspection under competing risks with proportional hazards (Q4455494) (← links)
• The application of neural networks to predict abnormal stock returns using insider trading data (Q4455496) (← links)
• A bootstrap procedure for mixture models: applied to multidimensional scaling latent class models (Q4455497) (← links)
• A method for portfolio choice (Q4455498) (← links)
• Dispersion effects in unreplicated factorial designs (Q4455499) (← links)
• Stochastic analysis in life office management: applications to large annuity portfolios (Q4455500) (← links)
• Optimal harvesting policies for a generalized Gordon–Schaefer model in randomly varying environment (Q4455501) (← links)
• Comparison of maintenance policies with monotone failure rate distributions (Q4455502) (← links)
• Latent variable modelling of price‐change in 295 manufacturing industries (Q4455504) (← links)
• Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds (Q4620126) (← links)
• Estimation of rating classes and default probabilities in credit risk models with dependencies (Q4620127) (← links)
• Sequential design for achieving estimated accuracy of global sensitivities (Q4620129) (← links)
• Comparisons of mixed systems with decreasing failure rate component lifetimes using dispersive order (Q4620130) (← links)
• Reliability analysis of non‐repairable systems modeled by dynamic fault trees with priority AND gates (Q4620132) (← links)
• A non‐default rate regression model for credit scoring (Q4620133) (← links)
• Comparison of two algorithms for solving a two‐stage bilinear stochastic programming problem with quantile criterion (Q4620134) (← links)
• Some properties and applications of cumulative Kullback–Leibler information (Q4620135) (← links)
• Nonlinear general path models for degradation data with dynamic covariates (Q4620137) (← links)
• Pricing VIX options in a stochastic vol‐of‐vol model (Q4620138) (← links)
• Optimal replacement and allocation of multi‐state elements in <i>k</i>‐within‐<i>m</i>‐from‐<i>r</i>/<i>n</i> sliding window systems (Q4620139) (← links)
• Simple outlier labeling based on quantile regression, with application to the steelmaking process (Q4620141) (← links)
• Minimization of risks in defined benefit pension plan with time‐inconsistent preferences (Q4620142) (← links)
• Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression (Q4620144) (← links)
• Pairwise likelihood inference for multivariate ordinal responses with applications to customer satisfaction (Q4620145) (← links)
• Preventive maintenance of multistate systems subject to shocks (Q4620146) (← links)
• On a new multivariate IFR ageing notion based on the standard construction (Q4620147) (← links)
• Special Issue on Statistics in Quality Control (Q4620148) (← links)
• A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test (Q4620149) (← links)
• Uniform sliced Latin hypercube designs (Q4620150) (← links)
• Principal component models with stochastic mean‐reverting levels. Pricing and covariance surface improvements (Q4620152) (← links)
• Allocating active redundancies to <i>k</i>‐out‐of‐<i>n</i> reliability systems with permutation monotone component lifetimes (Q4620153) (← links)
• Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models (Q4620154) (← links)
• Connecting rating migration matrices and the business cycle by means of generalized regression models (Q4620155) (← links)
• Optimizing a blend of a mixture slurry in chemical mechanical planarization for advanced semiconductor manufacturing using a posterior preference articulation approach to dual response surface optimization (Q4620158) (← links)
• On data depth and the application of nonparametric multivariate statistical process control charts (Q4620160) (← links)
• Partially observed competing degradation processes: modeling and inference (Q4620162) (← links)
• The progressive censoring signature of coherent systems (Q4620163) (← links)
• Testing unit roots, structural breaks and linearity in the inflation rates of the G7 countries with fractional dependence techniques (Q4620166) (← links)
• A reduced‐form model for pricing defaultable bonds and credit default swaps with stochastic recovery (Q4620167) (← links)
• Pricing Asian options of discretely monitored geometric average in the regime‐switching model (Q4620168) (← links)
• Multi‐period mean variance portfolio selection under incomplete information (Q4620169) (← links)
• Optimal scheduling of inspection times in a production process with a finite planning horizon (Q4620170) (← links)
• The Heston model with stochastic elasticity of variance (Q4620171) (← links)