Search Results

Rationality tests in the presence of instabilities in finite samples,
Makram El-Shagi, in Economic Modelling (2019)
Keywords: Macroeconomic forecasting; Unstable environment; Finite sample; Evaluating forecasts; Survey forecasts;

Identification Robust Testing of Risk Premia in Finite Samples,
Frank Kleibergen, Lingwei Kong and Zhaoguo Zhan, in Journal of Financial Econometrics (2023)
Keywords: asset pricing, finite samples, identification robust inference, risk premia

Grouped Model Averaging for Finite Sample Size,
Aman Ullah and Xinyu Zhang, from University of California at Riverside, Department of Economics (2015)
Keywords: Finite Sample Size, Mean Squared Error, Model Averaging, Sufficient Condition.

Sampling from Finite Random Partitions,
Thierry Huillet and Servet Martinez, in Methodology and Computing in Applied Probability (2003)
Keywords: finite random partitions, Dirichlet partition, random birthday and coupon collector problems, Ewens sampling formula

Finite sampling inequalities: An application to two-sample Kolmogorov–Smirnov statistics,
Evan Greene and Jon A. Wellner, in Stochastic Processes and their Applications (2016)
Keywords: Bennett inequality; Finite sampling; Hoeffding inequality; Hypergeometric distribution; Two-samples; Kolmogorov–Smirnov statistics; Exponential bounds;

Finite population corrections for ranked set sampling,
G. Patil, A. Sinha and C. Taillie, in Annals of the Institute of Statistical Mathematics (1995)
Keywords: Linear range, observational economy, order statistics from finite populations, quadratic range, relative savings, sampling efficiency, sampling from finite populations, sampling without replacement,

Dealing with small sample bias in post-crisis samples,
Makram El-Shagi, in Economic Modelling (2017)
Keywords: Finite sample; Short period;

Dynamic Sampling Allocation Under Finite Simulation Budget for Feasibility Determination,
Zhongshun Shi, Yijie Peng, Leyuan Shi, Chun-Hung Chen and Michael C. Fu, in INFORMS Journal on Computing (2022)
Keywords: feasibility determination, finite simulation budget, dynamic sampling, asymptotic optimality

Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples,
Luiggi Donayre, Yunjong Eo and James Morley, in Studies in Nonlinear Dynamics & Econometrics (2018)
Keywords: confidence interval, finite-sample inference, inverted likelihood ratio, threshold regression

The equal-surplus Shapley value for chance-constrained games on finite sample spaces,
Donald Nganmegni Njoya, Issofa Moyouwou and Nicolas Gabriel Andjiga, in Mathematical Methods of Operations Research (2021)
Keywords: Game theory, Random coalitional payoffs, Equal surplus, Finite sample spaces

Finite sample bias corrected IV estimation for weak and many instruments,
Matthew Harding, Jerry Hausman and Christopher Palmer, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
Keywords: Instrumental variables; weak and many instruments; finite sample; k-class estimators

Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples,
Luiggi Donayre, Yunjong Eo and James Morley, from University of Sydney, School of Economics (2014)
Keywords: Threshold regression; Inverted likelihood ratio; Confidence Interval; Finite-sample inference

Understanding the Sims-Cogley-Nason Approach in A Finite Sample,
Lin Liu and Syed Hussain, from University Library of Munich, Germany (2013)
Keywords: Sims-Cogley-Nason Approach, Finite Sample Property, Structural VAR, New-Keynesian Model, Monetary Policy Shocks.

Minimax regret treatment choice with finite samples,
Jörg Stoye, in Journal of Econometrics (2009)
Keywords: Finite sample theory Statistical decision theory Minimax regret Treatment response Treatment choice

CAPM Reconsidered: A Robust Finite Sample Evaluation,
B Ravikumar, Surajit Ray and N.E. Savin, from University of Iowa, Department of Economics (1999)
Keywords: CAPM; SUR system; Adding-Up; Finite sample distribution; Robust Wald test

Finite Population Survey Sampling: An Unapologetic Bayesian Perspective,
Sudipto Banerjee, in Sankhya A: The Indian Journal of Statistics (2024)
Keywords: Bayesian inference, finite population survey sampling, graphical models, hierarchical models, spatial data

Finite-sample distributions of self-normalised sums,
Jeong-Ryeol Kim, in Computational Statistics (2003)
Keywords: Domain of attraction, α-table distributions, Student’s t-statistic, Finite-sample distributions, Response surface regression,

Finite Sample Optimality of Score-Driven Volatility Models,
Francisco Blasques, Andre Lucas and Andries van Vlodrop, from Tinbergen Institute (2017)
Keywords: Volatility models, score-driven dynamics, finite samples, Kullback-Leibler divergence, optimality.

Double Sampling Ratio-product Estimator of a Finite Population Mean in Sample Surveys,
Housila Singh and Mariano Ruiz Espejo, in Journal of Applied Statistics (2007)
Keywords: Auxiliary variate, double sampling ratio and product estimators, finite population mean, study variate,

Dependence Between Order Statistics in Samples from Finite Population and its Application to Ranked Set Sampling,
Koiti Takahasi and Masao Futatsuya, in Annals of the Institute of Statistical Mathematics (1998)
Keywords: Ranked set sampling, finite population, order statistics, dependence,

On the finite-sample statistical validity of adaptive fully sequential procedures,
Zhenxia Cheng, Jun Luo and Ruijing Wu, in European Journal of Operational Research (2023)
Keywords: Simulation; Ranking and selection; Adaptive sampling rule; Finite-sample statistical guarantee; Fully sequential procedure;

Estimation of a Finite Population Mean and Total Using Population Ranks of Sample Units,
Omer Ozturk, in Journal of Agricultural, Biological and Environmental Statistics (2016)
Keywords: Finite population, Horvitz–Thompson estimator, Inclusion probabilities, Coefficient of variation, Ranked set sampling, Judgment post stratified sampling

On the Exact Finite Sample Distribution of the L1 -FCvM Test Statistic,
Jeroen Hinloopen, from Tinbergen Institute (2011)
Keywords: Sample p-p plot, EDF test, finite sample distribution, limiting distribution

Approximation by Normal Distribution for a Sample Sum in Sampling Without Replacement from a Finite Population,
Ibrahim Bin Mohamed and Sherzod M. Mirakhmedov, in Sankhya A: The Indian Journal of Statistics (2016)
Keywords: Berry-Esseen bound, Edgeworth expansion, Lindeberg condition, Large deviation, Finite population, Sample sum, Sampling without replacement

Ratio estimators for the finite population mean under simple random sampling and rank set sampling,
Monika Saini and Ashish Kumar, in International Journal of System Assurance Engineering and Management (2017)
Keywords: Finite population, Simple random sampling, Rank set sampling, Ratio estimator auxiliary variable, Study variable, Efficiency

Identifying All Distinct Sample P-P Plots, with an Application to the Exact Finite Sample Distribution of the L1-FCvM Test Statistic,
Jeroen Hinloopen and Rien Wagenvoort, from Tinbergen Institute (2010)
Keywords: Sample p-p plot, EDF test, finite sample distribution, limiting distribution

On the robustness of the predictive distribution for sampling from finite populations,
Sudip Bose, in Statistics & Probability Letters (2004)
Keywords: Finite population Hypergeometric Limit distribution Multinomial Multivariate Multivariate hypergeometric Polya urn model Polya-Eggenberger distributions Predictive distribution Sampling distribution Sampling without replacement

Finite sample improvements in statistical inference with I(1) processes,
D. Marinucci and Peter Robinson, from London School of Economics and Political Science, LSE Library (2001)
Keywords: Fully-modified ordinary least squares; finite sample improvements; statistical inference with I(1) processes; Monte Carlo study; parametric estimates

Finite sample improvement in statistical inference with I(1) processes,
D Marinucci and Peter M Robinson, from London School of Economics and Political Science, LSE Library (2001)
Keywords: fully-modified ordinary least squares; finite sample improvements; statistical inference with I(1) processes; Monte Carlo study; parametric estimates

Finite Sample Accuracy Of Integrated Volatility Estimators,
Morten Nielsen and Per Houmann Frederiksen, from Economics Department, Queen's University (2005)
Keywords: Bid-ask bounce, finite sample bias, integrated volatility, long memory, market microstructure, Monte Carlo simulation, realized volatility, wavelet

Finite Sample Improvement in Statistical Inference with I(1) Processes,
D Marinucci and Peter M Robinson, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2001)
Keywords: Fully-modified ordinary least squares, finite sample improvements, statistical inference with I(1) processes, Monte Carlo study, parametric estimates.

Finite-time event-triggered synchronization for reaction–diffusion complex networks,
Aijuan Wang, Xiaofeng Liao and Tao Dong, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Reaction–diffusion complex networks (RDCNs); Finite-time synchronization; Event-triggered control; Sampled-data; Zeno behavior;

On inverse sampling without replacement,
M. Espejo, H. Singh and S. Saxena, in Statistical Papers (2008)
Keywords: Finite population, Inverse sampling, Sampling without replacement,

A weighted Fama-MacBeth two-step panel regression procedure: asymptotic properties, finite-sample adjustment, and performance,
Kyuseok Lee, in Studies in Economics and Finance (2020)
Keywords: Fama-MacBeth regression, Asymptotic results, Finite-sample adjustment, Simulation

Finite-time H∞ reliable control for T–S fuzzy systems with variable sampling,
Jinnan Luo, Xinzhi Liu, Wenhong Tian, Shouming Zhong, Kaibo Shi and Mengling Li, in Physica A: Statistical Mechanics and its Applications (2020)
Keywords: Finite-time; H∞ reliable control; Fuzzy systems; Sampling;

Effects of incorrect specification on the finite sample properties of full and limited information estimators in DSGE models,
Sebastian Giesen and Rolf Scheufele, in Journal of Macroeconomics (2016)
Keywords: FIML; (CU)GMM; Finite sample bias; Misspecification; Monte Carlo; DSGE;

RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS,
Stephen Bond and Frank Windmeijer, in Econometric Reviews (2005)
Keywords: Finite sample inference, Generalized method of moments, Hypothesis testing,

Berry–Esseen Bound for a Sample Sum from a Finite Set of Independent Random Variables,
L. C. Zhao, C. Q. Wu and Q. Wang, in Journal of Theoretical Probability (2004)
Keywords: Berry–Esseen bound, finite population, sampling without replacement

On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments,
T.W. Anderson, Naoto Kunitomo and Yukitoshi Matsushita, in Journal of Econometrics (2011)
Keywords: Finite sample properties; Empirical likelihood; GMM; Simultaneous equations with many instruments; Limited information maximum likelihood; Nonlinear LIML;

Finite-sample corrected inference for two-step GMM in time series,
Jungbin Hwang and Gonzalo Valdés, in Journal of Econometrics (2023)
Keywords: Generalized method of moments; Heteroskedasticity autocorrelated robust; Finite-sample correction; Fixed-smoothing asymptotics; t and F tests;

Recurrent Neural Network with Finite Time Sampling for Dynamics Identification in Rehabilitation Robots,
Ahmed Alotaibi and Hajid Alsubaie, in Mathematics (2023)
Keywords: knee rehabilitation robot; finite time sampling; recurrent neural network; self-attention mechanism

High finite-sample efficiency and robustness based on distance-constrained maximum likelihood,
Ricardo A. Maronna and Victor J. Yohai, in Computational Statistics & Data Analysis (2015)
Keywords: Finite-sample efficiency; Robust regression; Robust multivariate location and scatter; Kullback–Leibler divergence;

Improvement in finite sample properties of the Hansen-Jagannathan distance test,
Yu Ren and Katsumi Shimotsu, in Journal of Empirical Finance (2009)
Keywords: Covariance matrix estimation Factor models Finite sample properties Hansen-Jagannathan distance Shrinkage method

Effects of a signal-to-noise ratio on finite sample inference for cointegrating vectors,
Takamitsu Kurita, in Mathematics and Computers in Simulation (MATCOM) (2010)
Keywords: Signal-to-noise ratio; Permanent shock; Transitory shock; Finite sample inference; Cointegrating vector;

Finite Sample Properties of the Two-Step Empirical Likelihood Estimator,
Patrik Guggenberger and Jinyong Hahn, in Econometric Reviews (2005)
Keywords: Empirical likelihood estimator, Finite sample performance, High order bias, Two-step empirical likelihood estimator,

Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test,
Yu Ren and Katsumi Shimotsu, from Economics Department, Queen's University (2007)
Keywords: Covariance matrix estimation, Factor models, Finite sample properties, Hansen-Jagannathan distance, Shrinkage method

Alternative HAC covariance matrix estimators with improved finite sample properties,
Luke Hartigan, in Computational Statistics & Data Analysis (2018)
Keywords: Covariance matrix estimation; Finite sample analysis; Leverage points; Hypothesis testing; Monte Carlo simulation; Inference;

Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model,
Antonis Demos and Dimitra Kyriakopoulou, from Athens University of Economics and Business (2018)
Keywords: Exponential GARCH, maximum likelihood estimation, finite sample properties, bias approximations, bias correction, Edgeworth expansion, bootstrap

Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model,
Antonis Demos and Kyriakopoulou Dimitra, in Journal of Time Series Econometrics (2019)
Keywords: exponential GARCH, maximum likelihood estimation, finite-sample properties, bias approximations, bias correction, Edgeworth expansion, bootstrap

Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model,
Antonis Demos and Dimitra, Kyriakopoulou, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2018)
Keywords: exponential GARCH; maximum likelihood estimation; finite sample properties; biasi approximaitons; bias correction; Edgeworth expansion; bootstrap

Improvement in finite-sample properties of GMM-based Wald tests,
Qihui Chen and Yu Ren, in Computational Statistics (2013)
Keywords: Generalized method of moments, Wald tests, Finite-sample properties, Covariance matrix, Shrinkage method,

Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems,
Luca Nocciola, from Emerald Group Publishing Limited (2022)
Keywords: Bayesian inference, cointegration, expanding window estimator, finite sample forecast properties, MSE, structural breaks, C22, C53

Finite sample forecast properties and window length under breaks in cointegrated systems,
Luca Nocciola, from University of Nottingham, Granger Centre for Time Series Econometrics
Keywords: Finite sample forecast properties; MSE; structural breaks; cointegration; expanding window estimator

Finite Sample Comparison Of Parametric, Semiparametric, And Wavelet Estimators Of Fractional Integration,
Morten Nielsen and Per Houmann Frederiksen, from Economics Department, Queen's University (2005)
Keywords: bias, finite sample distribution, fractional integration, maximum likelihood, Monte Carlo simulation, parametric estimation, semiparametric estimation, wavelet

Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration,
Morten Nielsen and Per Houmann Frederiksen, in Econometric Reviews (2005)
Keywords: Bias, Finite sample distribution, Fractional integration, Maximum likelihood, Monte Carlo simulation, Parametric estimation, Semiparametric estimation, Wavelet,

Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments,
Matthew Harding, Jerry Hausman and Christopher J. Palmer, from Emerald Group Publishing Limited (2016)
Keywords: Instrumental variables, weak and many instruments, finite sample, k-class estimators, C31, C13, C15

Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties,
Luke Hartigan, from School of Economics, The University of New South Wales (2016)
Keywords: Covariance matrix estimation, Finite sample analysis, Leverage points, Autocorrelation, Hypothesis testing, Monte Carlo simulation, Inference

Finite-sample Corrected Inference for Two-step GMM in Time Series,
Jungbin Hwang and Gonzalo Valdés, from University of Connecticut, Department of Economics (2020)
Keywords: Generalized Method of Moments, Heteroskedasticity Autocorrelated Robust, Finite-sample Correction, Fixed-smoothing Asymptotics, t and F tests.

Effect of leverage on the finite sample efficiencies of high breakdown estimators,
Clint W. Coakley, Lamine Mili and Michael G. Cheniae, in Statistics & Probability Letters (1994)
Keywords: Asymptotic efficiency finite sample efficiency breakdown point exact fit point least median of squares least trimmed squares one-step estimator

A Lyapunov Theory for Finite-Sample Guarantees of Markovian Stochastic Approximation,
Zaiwei Chen, Siva T. Maguluri, Sanjay Shakkottai and Karthikeyan Shanmugam, in Operations Research (2024)
Keywords: Machine Learning and Data Science, Markovian stochastic approximation, finite-sample analysis, Lyapunov drift method, generalized Moreau envelope, reinforcement learning

Asymptotical behavior of finite and possible discontinuous economies,
Jacqueline Morgan and Vincenzo Scalzo, in Economic Theory (2007)
Keywords: Finite economy, Sequential pseudocontinuity, Nice asymptotical behavior, Approximate competitive equilibrium, C62, D51,

Asymptotic Behavior of Sample Mean Direction for Spheres,
Harrie Hendriks, Zinoviy Landsman and Frits Ruymgaart, in Journal of Multivariate Analysis (1996)
Keywords: mean direction mean location asymptotic behavior sphere sample mean direction sample mean location

Graph sampling,
L.-C. Zhang and M. Patone, in METRON (2017)
Keywords: Network, Finite-graph sampling, Multiplicity sampling, Indirect sampling, Adaptive cluster sampling

Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models,
Armin Hatefi and Mohammad Jafari Jozani, in Journal of Multivariate Analysis (2013)
Keywords: Complete data likelihood; Fisher information matrix; Finite mixture models; Imperfect ranked set sampling; Missing information principle; Perfect ranked set sampling;

Mean Monte Carlo Finite Difference Method for Random Sampling of a Nonlinear Epidemic System,
M. A. Mohammed, A. I. N. Ibrahim, Z. Siri and N. F. M. Noor, in Sociological Methods & Research (2019)
Keywords: ordinary differential equation; prediction interval; finite difference method; Monte Carlo method; epidemiology; random sampling

The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators,
Steve Lawford and Michalis P. Stamatogiannis, from Rimini Centre for Economic Analysis (2008)
Keywords: Finite-sample bias, Monte Carlo simulation, nonstationary time series, response surfaces, vector autoregression

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators,
Steve Lawford and Michalis P. Stamatogiannis, in Journal of Econometrics (2009)
Keywords: Finite-sample bias Monte Carlo simulation Nonstationary time series Response surface Vector autoregression

Finite-time bounded sampled-data control of switched time-delay systems with sector bounded nonlinearity,
Wanli Zhang, Zihang Wei, Xiangze Lin and Chih-chiang Chen, in Chaos, Solitons & Fractals (2021)
Keywords: Switched systems; Finite-time boundedness; Sector bounded nonlinearity; Sampled-data control;

The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables,
Hideki Nagatsuka, Hiroshi Kawakami, Toshinari Kamakura and Hisashi Yamamoto, in Statistics & Probability Letters (2013)
Keywords: Median absolute deviation; Median; Robust statistics; Exact finite-sample distribution; Confidence interval;

Fatigue reliability analysis of floating offshore wind turbines considering the uncertainty due to finite sampling of load conditions,
Yupeng Song, Tao Sun and Zili Zhang, in Renewable Energy (2023)
Keywords: Fatigue reliability; Floating offshore wind turbines; Uncertainty quantification; Combined wind and wave loads; Finite sampling of load conditions;

Effects of Incorrect Specification on the Finite Sample Properties of Full and Limited Information Estimators in DSGE Models,
Sebastian Giesen and Rolf Scheufele, from Halle Institute for Economic Research (IWH) (2013)
Keywords: FIML, GMM, finite sample bias, misspecification, Monte Carlo, DSGE, FIML, GMM, Kleinstichprobenverzerrung, Fehlspezifikation, Monte Carlo, DSGE

Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence,
Francisco Blasques, Andre Lucas and Andries C. van Vlodrop, in Econometrics and Statistics (2021)
Keywords: volatility models; score-driven dynamics; finite samples; Kullback-Leibler divergence; optimality;

The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations,
Hannes Leeb and Benedikt M. Poetscher, from University Library of Munich, Germany (2000)
Keywords: Model selection, post-model-selection estimator, pre-test estimator, asymptotic distribution, finite-sample distribution, uniform approximation

Radius matching on the propensity score with bias adjustment: tuning parameters and finite sample behaviour,
Martin Huber, Michael Lechner and Andreas Steinmayr, in Empirical Economics (2015)
Keywords: Propensity score matching, Radius matching, Selection on observables, Empirical Monte Carlo study, Finite sample properties, C21,

Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations,
In Choi and Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (1989)
Keywords: Instrumental variable estimator, Wald statistics, finite sample theory, simultaneous equation model

The Finite-Sample Effects of VAR Dimensions on MLE Bias, MLE Variance and Minimum MSE Estimators: Purely Nonstationary Case,
Steve Lawford and Michalis P Stamatogiannis, from Department of Economics, University of York
Keywords: Finite sample bias; Monte Carlo simulation; Nonstationary time series; Response surfaces; Vector autoregression

Radius matching on the propensity score with bias adjustment: finite sample behaviour, tuning parameters and software implementation,
Martin Huber, Michael Lechner and Andreas Steinmayr, from University of St. Gallen, School of Economics and Political Science (2012)
Keywords: Propensity score matching, radius matching, selection on observables, empirical Monte Carlo study, finite sample properties

Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models,
Francesco Audrino and Lorenzo Camponovo, from University of St. Gallen, School of Economics and Political Science (2013)
Keywords: Adaptive lasso; Time series; Oracle properties; Finite sample inference; Taylor rule monetary policy model.

A statistic for measuring the balance of a sample,
Richard W. Andrews, in Statistics & Probability Letters (1986)
Keywords: balanced samples finite population auxiliary variables

Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions,
Jean-Marie Dufour and Lynda Khalaf, from GREEN (2001)
Keywords: Multivariate Linear Regression, Seemingly Unrelated Regressions, Monte Carlo Test, Bounds Tests, Nonlinear Hypothesis, Finite-Sample Test, Exact Test, Bootstrap, Factor Demand, Cost Function

Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions,
Jean-Marie Dufour and Lynda Khalaf, from Université Laval - Département d'économique (2001)
Keywords: Multivariate linear regression, Seemingly unrelated regressions, Monte Carlo test, Bounds test, Nonlinear hypothesis, Finite-sample test, Exact test, Bootstrap, Factor demand, Cost function

On the distribution of the sample autocorrelation coefficients,
Raymond Kan and Xiaolu Wang, in Journal of Econometrics (2010)
Keywords: Sample autocorrelation coefficient Finite sample distribution Rank-one update

Planning a sample for an epidemiological survey,
Daniela Tomcíková, Daniela Cocchi, Barbara Bordoni and Antonio Marzocchi, from Department of Statistics, University of Bologna (2011)
Keywords: Survey sampling, ratio and regression sampling estimator, finite population, epidemiology, cardiology.

Efficient unequal probability resampling from finite populations,
Pier Luigi Conti, Fulvia Mecatti and Federica Nicolussi, in Computational Statistics & Data Analysis (2022)
Keywords: Finite populations; Sampling designs; Resampling; Pseudo-population;

Estimation in a general bulk-arrival Markovian multi-server finite queue,
F. R. B. Cruz, M. A. C. Santos, F. L. P. Oliveira and R. C. Quinino, in Operational Research (2021)
Keywords: Queueing, Multi-server, Finite-buffer, Inference in queues, Finite sample

Inferences for Fixed Effects Based Regression Parameters in a Finite Population Setup Using Two-stage Cluster Sample,
Brajendra C. Sutradhar, in Sankhya A: The Indian Journal of Statistics (2024)
Keywords: Cluster correlation structure yielding fixed effects based means, Design unbiasedness and design consistency, Finite population parameters arising from a super population model, Two-stage cluster sample from a finite population

Finitely additive behavioral strategies: when do they induce an unambiguous expected payoff?,
János Flesch, Dries Vermeulen and Anna Zseleva, in International Journal of Game Theory (2024)
Keywords: Infinite duration decision problem, Behavioral strategy, Expected payoff, Finitely additive probability measure

Finite Shift-Invariant Subspaces of Periodic Functions: Characterization, Approximation, and Applications,
Nikolaos Atreas, from Springer (2022)
Keywords: Finite frames, Average sampling, Shift-invariant spaces

Oil Price Dynamics and Currency-Hedging Behavior: Out-of-sample Appendix,
Komla Agudze and Oyakhilome Ibhagui, from University Library of Munich, Germany (2020)
Keywords: Oil Price Dynamics, Currency-Hedging Behavior, Out-of-sample

Robust finite-time sampled-data control of linear systems subject to random occurring delays and its application to Four-Tank system,
Jun Cheng, Shiqiang Chen, Zhijun Liu, Hailing Wang and Jin Li, in Applied Mathematics and Computation (2016)
Keywords: Finite-time stability; Sampled-data approach; Linear systems; Random occurring delay;