The capture ratio is a widely used investment performance measure. We study the statistical problem of estimating the capture ratio based on a finite number of observations of a fund’s returns. We ...
An international team of researchers, led by UMass Amherst biostatistician Leontine Alkema and her former Ph.D. student Fengqing Chao, developed a new estimation method for assessing natural ...
In the analysis of bivariate correlated failure time data, it is important to measure the strength of association among the correlated failure times. One commonly used measure is the cross ratio.
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