Libri di Lucio De Capitani - libri Vita e Pensiero

Lucio De Capitani

Libri dell'autore

Asymptotic Confidence Intervals for Parameters Estimated through the Ratio of Asymptotically Normal Statistics digital
formato: Articolo | STATISTICA & APPLICAZIONI - 2019 - 1
Anno: 2019
In this paper, four different approaches for the definition of asymptotic confidence intervals for the ratio of two unknown parameters are reviewed and compared via a simulation study. The considered approaches are based on the well known Delta Method and on the distribution of the ratio of correlated normal random variables...
Scarica
Some remarks on Zenga’s approach to kurtosis digital
formato: Articolo | STATISTICA & APPLICAZIONI - 2016 - 2
Anno: 2016
In this paper, several insights on the Zenga’s approach for the measurement of Kurtosis are provided. These insights mainly regard the connections between Kurtosis and Concentration indexes and the relation between the Kurtosis diagram and an extension of the well-known Lorenz curve, i.e. the relative first incomplete moment function...
Scarica
On the distribution of the sum of cograduated discrete random variables with applications to credit risk analysis digital
formato: Articolo | STATISTICA & APPLICAZIONI - 2015 - 1
Anno: 2015
This paper focuses on the notion of cograduation which was first introduced in 1939 by the Italian statistician Tommaso Salvemini. In few words, a certain number of random variables are cograduated if they are associated with the maximum positive dependence. Here, it is shown how to derive the probability distribution of the sum of cograduated discrete random variables...
Scarica
A comparison among two generalized beta-mixtures of polisicchio distributions and the zenga model digital
formato: Articolo | STATISTICA & APPLICAZIONI - 2013 - 2
Anno: 2014
In this paper, the performances in fitting incomes of three different mixtures of Polisicchio distributions are compared...
Scarica
The confluent hypergeometric-mixture of Polisicchio distributions: a generalized Zenga distribution
Gratis
digital
formato: Articolo | STATISTICA & APPLICAZIONI - 2013 - 1
Anno: 2013
We propose a generalization of the three-parameters Zenga distribution obtaining a four-parameters model. The generalization is performed using the confluent hypergeometric distribution as mixing distributions in place of the classical beta. We compare the flexibility of the resulting model with that of the Zenga distribution observing some improvements.
Scarica
Point and interval estimation for some financial performance measures
Gratis
digital
formato: Articolo | STATISTICA & APPLICAZIONI - 2011 - 2
Anno: 2011
We study the estimators of three financial performance measures: the Sharpe Ratio, the Mean Difference Ratio and the Mean Absolute Deviation Ratio. The analysis is performed under two sets of assumptions. First, the case of i.i.d. Normal returns is considered. After that, relaxing the normality assumption, the case of i.i.d. returns is investigated. In both situations, we study the bias of the estimators and we propose their bias-corrected version. The exact and asymptotic distribution of the three estimators is derived under the assumption of i.i.d. Normal returns. Concerning the case of i.i.d. returns, the asymptotic distribution of the estimators is provided. The latter distributions are used to define exact or asymptotic confidence intervals for the three indices. Finally, we perform a simulation study in order to assess the efficiency of the bias corrected estimators, the coverage accuracy and the length of the asymptotic confidence intervals. Keywords: Financial Performance Measure, Sharpe Ratio, Mean Difference Ratio, Mean Absolute Deviation Ratio, Concentration Measures, Statistical Analysis of Financial Data.
Scarica
 

News

07.09.2020
Melarete: l'etica a scuola
Il progetto di Luigina Mortari di educazione all'etica per la scuola dell'infanzia e la primaria con spunti teorici, suggerimenti pratici e le storie illustrate.
09.09.2020
Vicini alla scuola: i nostri consigli di lettura
Fino al 30 settembre tutti i libri delle collane di pedagogia ed educazione sono disponibili a un prezzo scontato: ecco alcuni consigli di lettura dedicati agli insegnanti.
29.07.2021
Federico di Chio e il sogno a occhi aperti del cinema
Intervista al docente di strategia dei media audiovisivi e dirigente Mediaset che ha studiato le influenze del cinema americano in Italia.
16.09.2021
Luigino Bruni a PordenoneLegge
Quale economia ci porterà questa crisi e quale spiritualità? A PordenoneLegge l'autore di "Il capitalismo e il sacro".

Newsletter

* campi obbligatori

Collane

  • Cultura e storia
  • Filosofia morale
  • Grani di senape
  • Le nuove bussole
  • Metafisica e storia della metafisica
  • Pagine prime
  • Punti
  • Relazioni internazionali e scienza politica.ASERI
  • Sestante
  • Studi interdisciplinari sulla famiglia
  • Temi metafisici e problemi del pensiero antico
  • Transizioni
  • Varia. Saggistica
  • Scopri le altre Collane

Questo sito o gli strumenti terzi da questo utilizzati si avvalgono di cookie necessari al funzionamento ed utili alle finalità illustrate nella cookie policy.
Se vuoi saperne di più o negare il consenso a tutti o ad alcuni cookie, consulta la cookie policy.
Chiudendo questo avviso, navigando in questa pagina, cliccando su un link o proseguendo la navigazione in altra maniera, acconsenti all'uso dei cookie.

Acconsento