Multiplicative parameters and estimators: applications in economics and finance

DOI10.1007/s10479-015-2035-xzbMath1347.62225arXiv1306.4994OpenAlexW2193177343WikidataQ59472995 ScholiaQ59472995MaRDI QIDQ271948

Helena Jasiulewicz, Wojciech Kordecki

Publication date: 20 April 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.4994

zbMATH Keywords

geometric meanlognormal distributionPareto distributiongeometric variancemultiplicative estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Unnamed Item
• On the correct use of omnibus tests for normality
• Means and their applications
• Dispersion of group judgments
• Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
• A Strategy Which Maximizes the Geometric Mean Return on Portfolio Investments

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