the purpose of this study is estimation of daily value at risk (var) for total index of tehran stock exchange using parametric, nonparametric and semi-parametric approaches. conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated var and also to compare the performance of mentioned approaches. in most cases, based on backtesting statistics results, ...

χ Value in the Chi-square distribution used to test for significant differences between three (or more) independent groups when using the Kruskall-Wallis non-parametric analysis of variance where the dependent variable is measured on an ordinal scale. p Probability of making a type I decision error. U Critical value in the Mann-Whitney U test to test for significant differences between two inde...

This paper extends the idea behind the U-statistic of the Wilcoxon-Mann-Whitney test to perform generalized pairwise comparisons between two groups of observations. The observations are outcomes captured by a single variable, possibly repeatedly measured, or by several variables of any type (e.g. discrete, continuous, time to event). When several outcomes are considered, they must be prioritize...

As the main part in terrestrial ecosystems, vegetation is the result of long-term effect by variety natural factors of a region. In the same climatic regions, the heterogeneity of natural conditions is small and the vegetation also has certain homogeneity. These provide us a appropriate selection to analyze the vegetation change according to unique phonological characteristics of different regi...

This work has its origin in the Fellowship thesis for the Royal College of Veterinary Surgeons of one of us. We would like to thank the thesis supervisor Peter Lee for his invariably prompt and helpful criticisms of this work. We would like to thank Niclas Sjogren (latterly of AstraZeneca Statistics Department) for the fruitful discussions of the ideas from which this work came. Mr. Christopher...

global warming has brought about changes in meteorological variable time series. these changes, accompanied with serious human intervention in nature, has resulted in hydrological changes. so the effects can be tracked down by the trend of the time series. the purpose of this study is to analyze and compare the monthly and annual trends of temperature, precipitation as well as stream flow time ...

The Environmental Impact Assessment and Report (ISE/EIR) are the main studies that subsidize decision of environmental agency in issuing prior license, required to licensing enterprises with significant power degradation. for ISE/EIR be effectively applied directly related quality these studies. aim study was analyze evolution based on perception IBAMA's analysts. For data were electronic quest...

To evaluate the demography feature impact on students’ minds to-wards Information and Communication Technology (ICT) Mobile (MT) is crucial challenge in international study environment. The present paper explored locality (rural urban) outlook regarding technology parameters (attitude, utilization, development, benefits). authors applied a non-parametric test (Mann-Whitney U) 37 features, 302 s...

The aim of this paper is to examine the interdependence between adult education and competitiveness innovative potential economy in conditions sustainable development. To mentioned, we used a sample data that includes European countries. Global Competitiveness Index its components were taken for research as numerical display country’s competitiveness. For indicators lifelong learning, share per...