Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
We consider semiparametric models for which solution of Horvitz-Thompson or inverse probability weighted (IPW) likelihood equations with two-phase stratified samples leads to $\sqrt N $ consistent and ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
The author [1], [2] has given an algorithm for finding that stratified allocation which minimizes the posterior variance of the overall population mean subject to a budget constraint under a model in ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback