JSTOR Daily

Use of the Generalized Variance and the Gradient Projection Method in Multivariate Stratified Sampling

The authors advocate the use of the generalized variance of the sample means-the determinant of the variance-covariance matrix $D(\overline{y})$ of the means-as a ...
JSTOR Daily

Generalized Variance Component Models for Clustered Categorical Response Variables

A generalized variance component model is proposed for the analysis of a categorical response variable with extra-multinomial variation. Categorical data obtained from research designs such as ...
CBS

Variance of the generalized regression estimator under measurement error

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...
Harvard Business School

Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions

Samuelson, Paul A., and Robert C. Merton. "Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions." Journal of Finance 29, no. 1 (March 1974): 27–40.
Risk

Generalized control variate methods for pricing Asian options

The conventional control variate method proposed by Kemna and Vorst for evaluating Asian options using the Black-Scholes model utilizes a constant control parameter.We generalize this method, applying ...