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普通股收益分布偏度与尾部延展性的数据分析AI 解读

This article explores the nature of skewness and elongation in daily common-stock-return distributions of individual firms using estimates of g (for skewness) and h (for elongation) obtained form Turkey's g and h distributions. Both parametric and nonparametric (bootstrap) estimates of standard errors of the g estimates are computed and compared. Daily return distributions are first examined cross-sectionally over a large sample of firms. The estimates of the skewness…

岭回归中自助法与交叉验证的应用AI 解读

Several existing methods for the choice of the ridge parameter are reviewed, and a bootstrap method is proposed. The bootstrap provides independent measures of prediction errors based on multiple predictions along with an estimate of the standard error of prediction. The bootstrap and selected competitors are compared through Monte Carlo simulations for various degrees of design matrix collinearity and varying levels of signal-to-noise ratio. The procedure is also…

交叉分类下的保险损失预测：不同方法的比较AI 解读

Various mathematical and statistical models for estimation of automobile insurance pricing are reviewed. The methods are compared on their predictive ability based on two sets of automobile insurance data for two different states collected over two different periods. The issue of model complexity versus data availability is resolved through a comparison of the accuracy of prediction. The models reviewed range from the use of simple cell means to various…