We evaluated the statistical power of single-indicator latent growth curve models (LGCMs) to detect correlated change between two variables (covariance of slopes) as a function of sample size, number of longitudinal measurement occasions, and reliability (measurement error variance). Power approximations following the method of Satorra and Saris (1985) were used to evaluate the power to detect ...

R Naresh Kumar, G Mallareddy, P Nagender, P Sambasiva Rao, Y Poornachandra, P Ranjithreddy, C Ganesh Kumar & B Narsaiah* a Fluoroorganic Division, CSIR-Indian Institute of Chemical Technology, Tarnaka, Hyderabad 500 007, India b Medicinal Chemistry and Pharmacology Division, CSIR-Indian Institute of Chemical Technology, Tarnaka, Hyderabad 500 007, India c Academy of Scientific and Innovative Re...

Expression of the dopamine D3 receptor (D3r) was found in primary mixed glial cultures from newborn brain and in the corpus callosum in vivo during the peak of myelination. Expression of the D3r mRNA, but not D2r mRNA, was detected as early as 5 d in vitro (DIV) by RT-PCR. Immunoblot studies revealed D3r protein was also expressed in the cultures. Double immunofluorescence analysis for the D3r ...

For many interest rate exotic options, for example options on the slope of the yield curve or American featured options, a one factor assumption for term structure evolution is inappropriate. These options derive their value from changes in the slope or curvature of the yield curve and hence are more realistically priced with multiple factor models. However, efficient construction of short rate...

in this paper, we prove some results on characterization of $varepsilon$-simultaneous approximations of downward sets in vector lattice banach spaces. also, we give some results about simultaneous approximations of normal sets.

in this paper, we prove some results on characterization of $varepsilon$-simultaneous approximations of downward sets in vector lattice banach spaces. also, we give some results about simultaneous approximations of normal sets.

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There is a large number of optimisation problems in theoretical and applied finance that are difficult to solve as they exhibit multiple local optima or are not ‘wellbehaved’ in other ways (eg, discontinuities in the objective function). One way to deal with such problems is to adjust and to simplify them, for instance by dropping constraints, until they can be solved with standard numerical me...