DIFFERENT MEAN-VARIANCE MODEL BASED ON COMPOSITIONAL DATA

被引：0

作者：

Lin, Lili ^{[1
]}

Li, Li ^{[1
]}

机构：

[1] Kaifeng Univ, Inst Elect & Elect Engn, Kaifeng 475000, Henan, Peoples R China

来源：

PROCEEDINGS OF THE 2017 12TH IEEE CONFERENCE ON INDUSTRIAL ELECTRONICS AND APPLICATIONS (ICIEA) | 2017年

关键词：

Different mean-variance model; Compositional data; Unbiasedness; Consistency; communication technology;

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

Network and communication technologies and development of statistics play an important role in many fields. To solve problems in statistics that traditional analysis of variance can not test whether mean of multiple population have a proportional relationship, combing with special features of compositional data itself, this paper establishes a model of different mean-variance analysis dealing with compositional data when number of sample between different groups is same and discusses statistical properties of mean estimates in model. Performance of established model is investigated by simulations and results suggests that model works well.

引用

页码：687 / 692

页数：6

共 50 条

[1] On Generalizations of Mean-Variance Model
Fu, Yuting
[J]. 2018 INTERNATIONAL CONFERENCE ON COMPUTER INFORMATION SCIENCE AND APPLICATION TECHNOLOGY, 2019, 1168
[2] A mean-variance acreage model
Fang, Ming
Perng, Cherng-tiao
[J]. APPLICABLE ANALYSIS, 2022, 101 (04) : 1211 - 1224
[3] Mean-Variance Models with Missing Data
Radulescu, Marius
Radulescu, Constanta Zoie
[J]. STUDIES IN INFORMATICS AND CONTROL, 2013, 22 (04): : 299 - 306
[4] Beyond Mean-Variance Markowitz Portfolio Selection: A Comparison of Mean-Variance-Skewness-Kurtosis Model and Robust Mean-Variance Model
Gubu, La
Rashif, Muhamad
[J]. ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2024, 58 (01): : 298 - 313
[5] ON SHAREHOLDER UNANIMITY IN THE MEAN-VARIANCE MODEL
BESTER, H
[J]. ECONOMICS LETTERS, 1982, 10 (3-4) : 363 - 367
[6] EQUILIBRIUM AND OPTIMALITY IN A MEAN-VARIANCE MODEL
COSTRELL, RM
[J]. RAND JOURNAL OF ECONOMICS, 1986, 17 (01): : 122 - 132
[7] Portfolio Optimization with Mean-Variance Model
Hoe, Lam Weng
Siew, Lam Weng
[J]. INNOVATIONS THROUGH MATHEMATICAL AND STATISTICAL RESEARCH: PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND STATISTICS (ICMSS2016), 2016, 1739
[8] INDIFFERENCE CURVES IN MEAN-VARIANCE MODEL
WILLIAMS, JT
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (01) : 121 - 126
[9] Mean-variance portfolio model with consumption
Wan, Shuping
[J]. 2006 9TH INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION, ROBOTICS AND VISION, VOLS 1- 5, 2006, : 22 - 26
[10] Optimal capital allocation based on the Tail Mean-Variance model
Xu, Maochao
Mao, Tiantian
[J]. INSURANCE MATHEMATICS & ECONOMICS, 2013, 53 (03): : 533 - 543

← 1 2 3 4 5 →