Since there are more equations than unknowns (m > n), this is an overdetermined set of equations. If the measurements of the independent variables xi are known precisely, then the only difference between the model, ŷ(xi; a), and the measured data yi, must be due to measurement error in yi and natural variability in the data that the model is unable to reflect. In such cases, the ‘best’ approxim...

We discuss semiparametric regression when only the ranks of responses are observed. The model is Yi = F (x ′ iβ0 + εi), where Yi is the unobserved response, F is a monotone increasing function, xi is a known p−vector of covariates, β0 is an unknown p-vector of interest, and εi is an error term independent of xi. We observe {(xi, Rn(Yi)) : i = 1, . . . , n}, where Rn is the ordinal rank function...

Since there are more equations than unknowns (m > n), this is an overdetermined set of equations. If the measurements of the independent variables xi are known precisely, then the only difference between the model, ŷ(xi; a), and the measured data yi, must be due to measurement error in yi and natural variability in the data that the model is unable to reflect. In such cases, the ‘best’ approxim...

Discount rate method is a tool for asset pricing in the theories of investment and corporate finance, using discount to exchange from future cashflows present value, but some limitation this could not capital cost (WACC) charges ($WACC) exactly at each time. The aim paper exploit an based on consequent inflows (yang) outflows (yin) relevant ancient graphic He Tu Yi Jing, repair paying stakehold...

Bayesian inference is based on the factorisation of the posterior joint probability function, according to Bayes’ theorem, into a prior distribution for the parameters θ and the likelihood of the data Y given the parameters. The aim of evidence synthesis is to estimate k “basic” parameters θ = {θ1, . . . , θk} from n datasets Y = {Y1, . . . , Yn}. The distribution of each dataset Yi is determin...