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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
31

A Study of the Establishment of Police Work Indicator in Kaohsiung

liu, yi-hsing 25 July 2008 (has links)
A Study on the Establishment of Police Work Indicator in Kaohsiung Abstract Social security is the public issue that enjoys the greatest concerns from the civil public. This study attempts to establish a set of indicators based on current situation of police patrol work and commitment in Kaohsiung, in the method of social science indicator establishment to objectively and adequately evaluate Kaohsiung police work efficiency. This essay surveys the issues concerning police work indicators referring to bibliographies of the idea of police, the procedure of patrol duty development, patrol¡¦s effectiveness on crime deterrence, type of crime and criminal indicator in Kaohsiung City. In the first part herein, the frequency of stopping, listening, and seeing while performing patrol duty by police officers serve in the eight police stations governed by Kaohsiung County Police Bureau Fengshan Police Precinct was investigated and ¡§Patrol Duty Indicator¡¨ was established accordingly. And in the second part, citizens attained the age of twenty having household registration set in Kaohsiung City were interviewed through telephone about the seriousness of different crimes on social security to have ¡§Criminal Indicator¡¨ produced. At last, the said two indicators were combined to form the Police Work Indicator. As for statistic analysis, SPSS for windows (8.0) was adopted to perform data organization and statistics. Additionally, Descriptives, Crosstabs, and £q2,Chi-square 2,Chi-square test ,test of independence were implemented to describe the condition and then make statistics of all indicators. From Patrol Duty Indicator, it¡¦s found that the efficiency of patrol duty is determined by the ¡§Unit Personnel Number¡¨ and ¡§Age of Policemen.¡¨ While assigning patrol duties, the police work agency shall take the two principal factors into consideration more carefully to have patrol duties fulfilled. In the respect of criminal indicator, it is concluded from individual comparison that the general public considers it¡¦s good regarding overall criminal indicator, and it is improved slightly concerning criminal indicator of violence. However, it¡¦s slightly worsened in relation to the criminal indicator of theft and drug addicts. The police work agency may observe changes in indicators and modify the measurements moderately. Key Words: Social Science Indicator, Descriptives, Criminal Indicator, Hot Spot Planning, Type of Crime, Patrol Duty Indicator, Variance Analysis, Correlation Analysis
32

Aplicação de modelos lineares para análise de expressão gênica em experimentos de microarrays

Haddad, Samia Ramos [UNESP] 30 January 2007 (has links) (PDF)
Made available in DSpace on 2014-06-11T19:27:42Z (GMT). No. of bitstreams: 0 Previous issue date: 2007-01-30Bitstream added on 2014-06-13T19:35:45Z : No. of bitstreams: 1 haddad_sr_me_botfmvz.pdf: 305893 bytes, checksum: 02ff7e2de8b8a9ad8c10e7f22f207754 (MD5) / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / Universidade Estadual Paulista (UNESP) / O presente trabalho objetivou comparar, utilizando dados de um experimento de Microarray com um delineamento simples, os resultados de diferentes testes estatísticos a fim de verificar suas características na detecção de diferenças no nível de expressão dos genes. Os dados foram provenientes da South Dakota State University-EUA, do Department of Biology and Microbiology, Department of Animal Science, onde toda a parte experimental foi realizada. O material biológico envolveu quatro aves infectadas e quatro não infectadas com o vírus de bronquite infecciosa (IBV). O RNA utilizado foi extraído da camada epitelial da traquéia de animais controle e infectados com o vírus da IBV e, após a transcrição reversa foi marcado com os corantes fluorescentes (Cy3 e Cy5) e hibridizados com o microarray 13k cDNA de aves (FHCRC, Seattle, WA). A análise de dados dos resultados do experimento de microarray englobou dois estágios, sendo o primeiro denominado de Normalização, em que os dados foram pré-processados utilizando o procedimento Loess. A seguir foram realizadas as análises estatísticas propriamente ditas com testes de significância. Utilizou-se um modelo simples de ANOVA e aplicaram-se diferentes metodologias de análise. A análise das imagens revelou que dos 16192 spots em cada slide, apenas 10.926 puderam ser lidos sem defeitos no primeiro slide, 11.633 no segundo slide, 12577 no terceiro e 13.154 no quarto slide. A grande maioria dos spots em branco e controles negativos apresentou defeitos que determinaram sua eliminação. Um total de 13.597 spots foi lido no conjunto dos quatro slides, mas apenas 9.853 spots estavam representados em todos os slides. Concluiu-se que os experimentos de microarray, por tratarem de um conjunto muito grande de observações a serem analisados requerem análises estatísticas específicas. O método de Cui et al. (2005) reduziu... / The aim of this research was to compare, using real data of an experiment of Microarray with a simple design, the results of different statistical tests in order to verify their characteristics in the detection of differences in the level of expression of the genes. The data were coming of South Dakota State University-EUA, of the Department of Biology and Microbiology, Department Animal of Science, where the whole experimental part was accomplished. The biological material involved four infected animals and four no infected with the virus of infectious bronchitis (IBV). Used RNA was extracted of the layer epitelial of the windpipe of animals control and infected with the virus of IBV and, after the reverse transcription it was marked with the fluorescent colors (Cy3 and Cy5) and hybridization with the microarray 13k cDNA of birds (FHCRC, Seattle, WA). The analysis of data of the results of the microarray experiment included two apprenticeships, being the first denominated of Normalization, in that the data were pre-processed using the procedure Loess. To follow the statistical analyses they were accomplished properly said through real data with significant tests. A simple model of ANOVA was used and different analysis methodologies were applied. The analysis of the images revealed that of the 16192 spots in each slide, only 10.926 could be read without defects in the first slide, 11.633 in the second slide, 12577 in the third slide and 13.154 in the fourth slide. The great majority of the spots in white and negative controls presented defects that determined it elimination. A total of 13.597 spots was read in the group of the four slides, but only 9.853 spots were represented in all of the slides. It was ended that the microarray experiments, for they treat of a very big group of observations to be analyzed request specific statistical analyses. The method of Cui et al. (2005) it reduced... (Complete abstract click electronic access below)
33

Kalkulace nákladů ve vybrané firmě / Costing in the Selected Firm

Zelinková, Petra January 2012 (has links)
The Master´s thesis deals with standard costing method and its implementation in service company which especially fixes and varnishes cars. This work is divided into three parts – theoretic, analytic and proposal. The theoretical part deals with the charactersics of costs and methods of calculation, especially standard costing. The analytical part describes the current status of the company in which the method should be implemented. In the design part the process of iplementation is analyzed.
34

Orientation of plasma jet fronts in the Earth's magnetotail

Silverhult, Atlas January 2023 (has links)
This project aims to investigate the orientation of plasma jet fronts in Earth's magnetotail using multi-spacecraft measurement data. The orientations are estimated by applying minimum variance analysis (MVA) and multi-spacecraft timing analysis for finding normal vectors to the jet fronts as they pass over the spacecraft. An agreement between the two analysis methods is found when applied to a data set of fronts. The obtained results are compared to measurements of the ion bulk velocities of the fronts, where a discrepancy is found. Limitations of the analysis are addressed and alternative approaches are presented. / I detta projekt undersöks riktningen hos fronter till plasma-jetstrålar i jordens magnetsvans genom analysering av mätdata från en samling rymdfarkoster. Riktningarna uppskattas genom att applicera minimum variance analysis (MVA) samt multi-spacecraft timing för att hitta normalvektorer till fronterna som passerar rymdfarkosterna. De två metoderna uppnår liknande resultat när de tillämpas på en uppsättning fronter. De erhållna normalvektorerna jämförs även med riktningen av uppmätta jonhastigheter från rymdfarkosterna där en tydlig skillnad förekommer. Begränsningar av analysmetoden påpekas och förslag på alternativa tillvägagångssätt läggs fram.
35

Evaluation of Uncertainty in Hydrodynamic Modeling

Camacho Rincon, Rene Alexander 17 August 2013 (has links)
Uncertainty analysis in hydrodynamic modeling is useful to identify and report the limitations of a model caused by different sources of error. In the practice, the main sources of errors are divided into model structure errors, errors in the input data due to measurement imprecision among other, and parametric errors resulting from the difficulty of identifying physically representative parameter values valid at the temporal and spatial scale of the models. This investigation identifies, implements, evaluates, and recommends a set of methods for the evaluation of model structure uncertainty, parametric uncertainty, and input data uncertainty in hydrodynamic modeling studies. A comprehensive review of uncertainty analysis methods is provided and a set of widely applied methods is selected and implemented in real case studies identifying the main limitations and benefits of their use in hydrodynamic studies. In particular, the following methods are investigated: the First Order Variance Analysis (FOVA) method, the Monte Carlo Uncertainty Analysis (MCUA) method, the Bayesian Monte Carlo (BMC) method, the Markov Chain Monte Carlo (MCMC) method and the Generalized Likelihood Uncertainty Estimation (GLUE) method. The results of this investigation indicate that the uncertainty estimates computed with FOVA are consistent with the results obtained by MCUA. In addition, the comparison of BMC, MCMC and GLUE indicates that BMC and MCMC provide similar estimations of the posterior parameter probability distributions, single-point parameter values, and uncertainty bounds mainly due to the use of the same likelihood function, and the low number of parameters involved in the inference process. However, the implementation of MCMC is substantially more complex than the implementation of BMC given that its sampling algorithm requires a careful definition of auxiliary proposal probability distributions along with their variances to obtain parameter samples that effectively belong to the posterior parameter distribution. The analysis also suggest that the results of GLUE are inconsistent with the results of BMC and MCMC. It is concluded that BMC is a powerful and parsimonious strategy for evaluation of all the sources of uncertainty in hydrodynamic modeling. Despites of the computational requirements of BMC, the method can be easily implemented in most practical applications.
36

Effekter av internetlevererad KBT-behandling mot komorbid insomni och depression och sambandet med de kognitiva processerna oro och ruminering / The effects of internet delivered CBT for comorbid insomnia and depression and the relationship with the cognitive processes anxious worry and rumination

Frifelt Lundqvist, Tim, Resman, Jonathan January 2019 (has links)
Insomni och depression är två  psykiatriska tillstånd med hög prevalens. Prevalensen för insomni är ca 11% hos den svenska befolkningen och motsvarande siffror för depression är ca 5-8%. Komorbiditet mellan dessa två tillstånd är vanligt förekommande. Dessa två tillstånd är ofta teoretiskt sammankopplade med de två kognitiva processerna oro och ruminering. En behandlingsmetod som visat sig vara effektiv mot respektive tillstånd är kognitiv beteendeterapi (KBT). I föreliggande studie har internetbaserad KBT (iKBT) där båda tillstånden behandlas simultant studerats. Studiens huvudsakliga syfte var att undersöka skillnaden i utfall mellan en behandlingsmetod och en kontrollbehandling samt dess långtidseffekter. Totalt inkluderades 124 deltagare som randomiserades till antingen kombinationsbehandling mot komorbid insomni och depression (n=63), eller kontrollbehandling mot depression med desensibilisering som placebo mot insomni (n=61). Resultatet visar att behandlingsgruppen har en statistiskt signifikant större sänkning av insomnisymtom mellan före- och eftermätning jämfört med kontrollbehandling. Statistiskt signifikanta samband förekom gällande förändring i insomnisymtom, depressionssymtom, oro och ruminering mellan två mättillfällen. Förändring i oro mellan före- och eftermätning kunde predicera utfall i förändringsvärde för insomnisymtom mellan föremätning och FU36. Förändring i oro mellan före- och eftermätning kunde predicera nivå av depressionssymtom vid FU36. Studiens resultat stärker hypotesen att insomni är ett tillstånd som kräver specifik behandling och att det finns ett samband mellan insomni och depression samt de kognitiva processerna oro och ruminering men att detta samband bör undersökas ytterligare. / Insomnia and depression are two psychiatric conditions with high prevalence in the general population. Insomnia occurs among around 11% of the Swedish population and the equivalence for depression is around 5-8%. These conditions frequently appear comorbidly. There has found to be a theoretical link between these two conditions and the cognitive processes labeled anxious worry and rumination. One treatment method which has shown itself to be effective in treating these respective conditions is cognitive behavioral therapy (CBT). In the present study, internet-delivered CBT aiming to treat both conditions simultaneously have been studied with the purpose of evaluating two different methods and the long term effects of these methods. A total of 124 participants were included and randomized to either a combined treatment for insomnia or depression (n=63) or a control treatment consisting of treatment for depression and desensibilisation as placebo for insomnia (n=61). The results of the present study indicates a statistically significant effect on symptoms of insomnia between pre- and post measurements depending on treatment group. There was a statistically significant correlation between change in all the four domains, depression, insomnia, rumination and anxious worry between two separate measurements. A change in anxious worry between pre and post measurements was also found to predict the level of change in insomnia symptoms between pre and 36 month follow-up measurements. Change in anxious worry between pre and post measurements could also predict the level of depression observed at the measurement at the 36 month follow-up. The findings in this study corroborates the hypotheses that insomnia is a condition which require a specific treatment and that there is a relation between insomnia and depression and the cognitive processes anxious worry and rumination but that this relation needs to be further examined. / ClinicalTrials.gov Identifier: NCT01663844 New Clinical Applications for Internet-based Cognitive Behavior Therapy for Insomnia and Depression
37

Controle orçamentário: a institucionalização das análises de variações entre real e orçado como base para a tomada de decisões considerando separadamente a mensuração da variação cambial

Cufaro, Adriana 01 August 2012 (has links)
Made available in DSpace on 2016-04-25T18:39:49Z (GMT). No. of bitstreams: 1 Adriana Cufaro.pdf: 1208441 bytes, checksum: 6ef2b2fb73d5766bf06c7181b1ba0448 (MD5) Previous issue date: 2012-08-01 / The objective of this research was to investigate if the variance analysis between actual and plan, considering foreign exchange impact as an element to be measured separately from changes in volume and price was institutionalized. Also, it was tried to understand according to the perceptions of managers and technicians, if variance analysis between actual and plan considering foreign exchange impact measured separated from volume and price is important in the decision process. The combination of several factors such as competition and continuous demand for best results has made the search for suppliers of goods and services goes beyond national borders, and many transactions are conducted in foreign currency. In this context, another element impacting companies results is the exchange variation which is understood as an external economic variable, and also it must be considered in the variance analysis between actual and plan. Thus, variations in volume, price and foreign exchange measure deviations from the goals and they indicate that something, for some reason, did not go as planned. The analysis of those variations together with tangible actions enables managers to realign decisions to achieve the goals. It was studied considering institutional theory approach the habit or routine calculation frequency, dissemination, analysis and discussion of variance analysis of actual and plan and their use for decision. The research adopted Tolbert, Zucker (1997) institutionalization model to categorize the stages (preinstitutionalization, semi-institutionalization and full-institutionalization). It was selected some questions from the questionnaire to categorize the stages and they were analyzed together to indicate the degree or level of variance analysis institutionalization in the decision process. A score was defined for each response and the sum of them generated a thermometer that enabled us to identify the stages of institutionalization of the sample. The results of the thermometer indicated that the technical analysis of variation between actual and plan, considering the foreign exchange as an element to be measured separately from changes in volume and price, is not institutionalized in all companies. According to the perception of the responders is important to measure separately the foreign exchange impact from price and volume variance because it misrepresent the impact of other variations, but frequency of considering variance analysis in the decision making process is not systematic in most of cases. Keywords: Variance Analysis, Institutional Theory, Managerial Accounting / O objetivo desta pesquisa foi investigar se a solução técnica de análise de variação entre o real e orçado, considerando a variação cambial como um elemento a ser mensurado separadamente das variações de volume e preço estava institucionalizada nas empresas. Também buscou entender de acordo com a percepção dos gestores e técnicos se a análise das variações entre o real e o orçado dos resultados em moeda estrangeira mensurando separadamente o efeito da variação cambial é relevante no contexto decisorial das empresas. A combinação de vários fatores como concorrência e exigência contínua de melhores resultados faz com que a busca por fornecedores de bens e serviços extrapole as fronteiras nacionais, e várias transações se realizem em moeda estrangeira. Neste contexto, outro elemento de impacto nos resultados das empresas é a variação cambial, entendida como uma variável econômica externa que também deve ser considerada na análise de variação entre o real e orçado. Assim sendo, as variações de volume, preço e câmbio mensuram desvios em relação à meta, indicam que algo, por algum motivo, não saiu como planejado. A combinação da interpretação dessas variações com ações concretas dos gestores possibilitam o redirecionamento em busca da meta. Foram estudados pela ótica da teoria institucional o hábito ou rotina da frequência de cálculo, divulgação, análise e discussão das análises das variações entre o real e orçado, e sua utilização para a tomada de decisão. A pesquisa adotou o modelo de institucionalização de Tolbert; Zucker (1997) para a categorização dos estágios de institucionalização (pré-institucionalização, semi-institucionalização e total-institucionalização). Algumas perguntas do questionário foram selecionadas para categorizar os estágios e analisadas em conjunto para indicar o grau ou nível de institucionalização da análise de variação entre o real e orçado no contexto decisorial da empresa. Uma pontuação foi definida para cada resposta e a totalização gerou um termômetro que possibilitou identificar os estágios de institucionalização da amostra estudada. A análise dos resultados do termômetro indicou que a solução técnica de análise de variação entre o real e orçado, considerando a variação cambial como um elemento a ser mensurado separadamente das variações de volume e preço, não está institucionalizada em todas as empresas. De acordo com a percepção dos respondentes é importante mensurar separadamente a variação cambial das variações de preço e volume porque distorce o impacto das outras variações, mas a frequência de utilização das análises de variações no processo de tomada de decisão não ocorre sistematicamente na maioria dos casos analisados
38

Comparação de rols classificatórios de tratamentos e de estimativas de componentes de variância em grupos de experimentos / Comparison of treatments classicatory rankings and of variance components estimates in experimental groups

Cássio Dessotti 28 January 2010 (has links)
As análises de grupos de experimentos, de grande importância em melhoramento genético, são indispensáveis quando se pretende investigar o comportamento de alguns tratamentos em diversos locais de interesse do pesquisador. Nestes casos, parte-se das analises de variância individuais em cada local, para o agrupamento de todos os ensaios em uma única analise. Verifica-se então a veracidade da significância da interação tratamentos versus locais - TL, sendo esta não-significativa, pode-se obter conclusões generalizados a respeito do comportamento dos tratamentos. No entanto, o grande interesse esta nos casos de interação significativa, em que dois caminhos de destaque surgem para que se conclua a analise, o primeiro, permite que se considerem os resultados e conclusões das analises individuais, com o resíduo específico de cada local, enquanto o segundo aconselha que se desdobrem os graus de liberdade relativos a tratamentos + interação significativa, visando a interpretação dos tratamentos em estudo dentro de cada um dos locais, utilizando o resíduo médio como testador. Partindo do fato de que componentes de variância são variâncias associadas aos efeitos aleatórios de um modelo matemático, que permitem quantificar a variabilidade de tais efeitos, tem-se por objetivo neste trabalho, em grupos de experimentos reais com interação TL significativa, comparar os componentes de variância obtidos nas analises individuais utilizando os quadrados médios residuais - QMRes de cada ensaio versus os obtidos pós-desdobramento da interação em questão utilizando o quadrado médio do resíduo médio - QMRM. Tal confronto será fundamentado nas estimativas de variâncias das estimativas destes componentes. Finalmente, em grupos de ensaios reais e simulados, o objetivo será voltado para a comparação de rols classificatórios de tratamentos nas analises individuais versus os rols classificatórios de tratamentos obtidos pós-desdobramento da interação em questão. A montagem destes rols será possível a partir do uso do teste de Tukey, ao nível de 5% de significância, para os cálculos das diferenças mínimas significativas - dms ora com resíduos de analises individuais, ora de conjunta. Todos os cálculos deste trabalho serão realizados no software estatístico R. / The experimental groups analysis, of great importance in genetic improvement, are essential when intends to investigate the treatments behaviour in many places from researcher interest. In these cases, starts by the individual variance analysis in each place, to the grouping of all experiments in a single analysis. Examine the truth of the signicant treatments vs. places interaction - TL, being this no-signicant, is possible to obtain generalized conclusions about the treatments behaviour. However, the interest is in the cases when signi cant interaction is found, because two eminence ways appear for the analysis conclusions, the rst one allow that the individual analysis results and conclusions be considered, with the specic residue from each place, while the second one advise, that the degrees of freedom relative to treatments + signicant interaction be unfound, looking at the interpretation of the treatments in study inside each place, using the mean residue how testator. Starting with the fact that variance components are variances associated to the aleatory eects of a mathematical model, that allow the quantifying of such eects, this work objective, in real experimental groups, with signicant interaction TL, is to compare the variance components obtained in individual analysis using the residual mean square - QMRes from each experiment against the obtained after unfolding the interaction in question using the mean residual mean square - QMRM. This confrontation will be based in variance estimations of these components estimations. Finally, in real and simulate experimental groups, the objective will be directed to the comparison of treatments classicatory rankings in individual analysis vs. the treatments classi catory rankings obtained after unfolding of the interaction in question. The construction of these rankings will be possible using the Tukey test, with 5% of signicance, for the calculation of the signicants minimum dierences - dms, a time with individual analysis residual, othertime, conjunct. All the calculations from this work will be realized in the R statistical software.
39

Comparação de rols classificatórios de tratamentos e de estimativas de componentes de variância em grupos de experimentos / Comparison of treatments classicatory rankings and of variance components estimates in experimental groups

Dessotti, Cássio 28 January 2010 (has links)
As análises de grupos de experimentos, de grande importância em melhoramento genético, são indispensáveis quando se pretende investigar o comportamento de alguns tratamentos em diversos locais de interesse do pesquisador. Nestes casos, parte-se das analises de variância individuais em cada local, para o agrupamento de todos os ensaios em uma única analise. Verifica-se então a veracidade da significância da interação tratamentos versus locais - TL, sendo esta não-significativa, pode-se obter conclusões generalizados a respeito do comportamento dos tratamentos. No entanto, o grande interesse esta nos casos de interação significativa, em que dois caminhos de destaque surgem para que se conclua a analise, o primeiro, permite que se considerem os resultados e conclusões das analises individuais, com o resíduo específico de cada local, enquanto o segundo aconselha que se desdobrem os graus de liberdade relativos a tratamentos + interação significativa, visando a interpretação dos tratamentos em estudo dentro de cada um dos locais, utilizando o resíduo médio como testador. Partindo do fato de que componentes de variância são variâncias associadas aos efeitos aleatórios de um modelo matemático, que permitem quantificar a variabilidade de tais efeitos, tem-se por objetivo neste trabalho, em grupos de experimentos reais com interação TL significativa, comparar os componentes de variância obtidos nas analises individuais utilizando os quadrados médios residuais - QMRes de cada ensaio versus os obtidos pós-desdobramento da interação em questão utilizando o quadrado médio do resíduo médio - QMRM. Tal confronto será fundamentado nas estimativas de variâncias das estimativas destes componentes. Finalmente, em grupos de ensaios reais e simulados, o objetivo será voltado para a comparação de rols classificatórios de tratamentos nas analises individuais versus os rols classificatórios de tratamentos obtidos pós-desdobramento da interação em questão. A montagem destes rols será possível a partir do uso do teste de Tukey, ao nível de 5% de significância, para os cálculos das diferenças mínimas significativas - dms ora com resíduos de analises individuais, ora de conjunta. Todos os cálculos deste trabalho serão realizados no software estatístico R. / The experimental groups analysis, of great importance in genetic improvement, are essential when intends to investigate the treatments behaviour in many places from researcher interest. In these cases, starts by the individual variance analysis in each place, to the grouping of all experiments in a single analysis. Examine the truth of the signicant treatments vs. places interaction - TL, being this no-signicant, is possible to obtain generalized conclusions about the treatments behaviour. However, the interest is in the cases when signi cant interaction is found, because two eminence ways appear for the analysis conclusions, the rst one allow that the individual analysis results and conclusions be considered, with the specic residue from each place, while the second one advise, that the degrees of freedom relative to treatments + signicant interaction be unfound, looking at the interpretation of the treatments in study inside each place, using the mean residue how testator. Starting with the fact that variance components are variances associated to the aleatory eects of a mathematical model, that allow the quantifying of such eects, this work objective, in real experimental groups, with signicant interaction TL, is to compare the variance components obtained in individual analysis using the residual mean square - QMRes from each experiment against the obtained after unfolding the interaction in question using the mean residual mean square - QMRM. This confrontation will be based in variance estimations of these components estimations. Finally, in real and simulate experimental groups, the objective will be directed to the comparison of treatments classicatory rankings in individual analysis vs. the treatments classi catory rankings obtained after unfolding of the interaction in question. The construction of these rankings will be possible using the Tukey test, with 5% of signicance, for the calculation of the signicants minimum dierences - dms, a time with individual analysis residual, othertime, conjunct. All the calculations from this work will be realized in the R statistical software.
40

Optimal Linear Combinations of Portfolios Subject to Estimation Risk

Jonsson, Robin January 2015 (has links)
The combination of two or more portfolio rules is theoretically convex in return-risk space, which provides for a new class of portfolio rules that gives purpose to the Mean-Variance framework out-of-sample. The author investigates the performance loss from estimation risk between the unconstrained Mean-Variance portfolio and the out-of-sample Global Minimum Variance portfolio. A new two-fund rule is developed in a specific class of combined rules, between the equally weighted portfolio and a mean-variance portfolio with the covariance matrix being estimated by linear shrinkage. The study shows that this rule performs well out-of-sample when covariance estimation error and bias are balanced. The rule is performing at least as good as its peer group in this class of combined rules.

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