in this paper, we prove some approximate fixed point results for proximinal valued $beta$-contractive multifunctions on metric spaces. we show that our results generalize some old fixed point results in the literature.

BACKGROUND When summary results from studies of counts of events in time contain zeros, the study-specific incidence rate ratio (IRR) and its standard error cannot be calculated because the log of zero is undefined. This poses problems for the widely used inverse-variance method that weights the study-specific IRRs to generate a pooled estimate. METHODS We conducted a simulation study to comp...

In two-stage surveys, the sample size of clusters and units within clusters can be chosen to minimise the variance of an estimator, for fixed cost. This paper considers sample designs where the number of units to be selected from each cluster is a function of the cluster size. If there are only a small number of units in each cluster, as in household surveys, then the optimisation should be ove...

In this paper, we derive two shrinkage estimators for the global minimum variance portfolio that dominate the traditional estimator with respect to the out-of-sample variance of the portfolio return. The presented results hold for any number of observations n ≥ d + 2 and number of assets d ≥ 4 . The small-sample properties of the shrinkage estimators as well as their large-sample properties for...

In [1], the authors consider a random walk (Zn,1, . . . , Zn,K+1) ∈ Z K+1 with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first coordinate is proved and the limit variance is explicited. In this paper, we study an extended version of this model by conditioning the extremal coordinates to be at some fixed ...

Plot size has an important impact on variation among plots in agronomic field trials, but is rarely considered during the design process. Uniformity trials can inform a researcher about underlying variance, are seldom used due to their laborious nature. The objective of this research was describe maize varying and develop tool optimize field-trial using uniformity-trial statistics. Six uniformi...

Traditional mean-variance efficient portfolios do not capture the potential wealth creation opportunities provided by predictability of asset returns. We propose a simple method for constructing optimally managed portfolios that exploits the possibility that asset returns are predictable. We implement these portfolios in both single and multi-period horizon settings. We compare alternative port...

Let the underlying process Y be a semimartingale taking values in an interval I. Let φ : I → R be a difference of convex functions, and let X := φ(Y ). A typical application takes Y to be a positive price process and φ(y) = log y for y ∈ I = (0,∞). Then [the floating leg of] a forward-starting weighted variance swap or generalized variance swap on φ(Y ) (shortened to “on Y ” if the φ is underst...

In this paper, we (re)introduce the independent gamma prior for penalized likelihood reconstruction for both emission and transmission tomography. We give the expressions for bias and variance, and validate the expressions using Monte Carlo simulations. We also test a plug-in approach to get an approximate estimate of the variance image. We list the fixed point local point-spread function expre...