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Variance estimation for average treatment effects estimated by g-computation
The average treatment effect is used to evaluate effects of interventions in a population. Under certain causal assumptions, such an effect may be...
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On Distribution and Average Run Length of a Two-Stage Control Process
In this article a method, using finite Markov chains, to obtain the run-length properties of a two-stage control process is presented. The method...
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Optimal Strategies in a Production Inventory Control Model
We consider a production-inventory control model with finite capacity and two different production rates, assuming that the cumulative process of...
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Markovchart : anR package for cost-optimal patient monitoring and treatment using control chartsControl charts originate from industrial statistics, but are constantly seeing new areas of application, for example in health care (Thor et al. in...
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Approximating income inequality dynamics given incomplete information: an upturned Markov chain model
This article aims to understand mobility within income distribution in cases where there is incomplete information about how individuals transit...
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What drives population ageing? A cointegration analysis
While “classical” demography imputes population ageing to low fertility, a recent “revisionist” line of thinking signals the emergence of ageing...
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Economic design of memory-type control charts: The fallacy of the formula proposed by Lorenzen and Vance (1986)
Memory-type statistical control charts, such as exponentially weighted moving average (EWMA) and cumulative sum (CUSUM), are broadly-used statistical...
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Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy
This paper considers an M / G /1 queue with delayed uninterrupted multiple vacation and N -policy, in which (i) the server remains dormant from vacation...
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Determinants of the Real Estate Prices in Poland
Using the quarterly data for the 2010–2020 period, both long- and short-term factors behind the real estate prices for existing flats in Poland are...
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Economically Designed Bayesian np Control Charts Using Dual Sample Sizes for Long-Run Processes
The implementation of a control chart requires the determination of three design parameters: the sample size, the sampling interval, and the control...
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A cost-sensitive constrained Lasso
The Lasso has become a benchmark data analysis procedure, and numerous variants have been proposed in the literature. Although the Lasso formulations...
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Capital Budgeting Method Under Certainty and Uncertainty
Having examined some of the issues surrounding the cost of capital for a firm, it is time to address a closely related topic, the selection of...
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A Bayesian Analysis of Vegetable Production in Japan
Microeconomic theory often assumes that a producer maximizes its profit. As a consequence, under perfect competition, the optimal production amount...
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Nonlinear ARDL Analysis of Real Effective Exchange Rate’s Asymmetric Impact on FDI Inflows in Tunisia
Research findings regarding the influence of the real effective exchange rate on foreign direct investment inflows usually suggest that the real...
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On a Markovian Game Model for Competitive Insurance Pricing
In this paper, we extend the non-cooperative one-period game of Dutang et al. (Journal of Operational Research 231(3):702–711,
2013 ) to model a... -
The Impact of the Hungarian Retail Debt Program
This paper presents an analysis of both the past and future of the Hungarian retail debt program from a cost-risk standpoint. A quarter of the...
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Substantive Tests
Substantive testing directly supports the auditor’s opinion that economic events in the real world are or are not accurately summarized in the...
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Novel matrix hit and run for sampling polytopes and its GPU implementation
We propose and analyze a new Markov Chain Monte Carlo algorithm that generates a uniform sample over full and non-full-dimensional polytopes. This...
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Strategic Behavior and Optimization of an M/M/1 Queue with N-Policy and Hysteretic Control
This work aims to study customer strategic behavior and operational optimization of an M/M/1 queue with N -policy and dynamic service-rate control in...
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Pre-selection in cointegration-based pairs trading
The paper compares the final profitability of a cointegration-based pairs trading strategy when pairs of stocks are pre-selected by means of seven...
