Investors use different approaches to select optimal portfolio. so, Optimal investment choices according to return can be interpreted in different models. The traditional approach to allocate portfolio selection called a mean - variance explains. Another approach is Markov chain. Markov chain is a random process without memory. This means that the conditional probability distribution of the nex...

We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the missing variables conditional on proxy variables that are observed in both the primary and the auxiliary database, when such distribution is common to the two d...

The relation between rate distortion function (RDF) and Bayesian filtering theory is discussed. The relation is established by imposing a causal or realizability constraint on the reconstruction conditional distribution of the RDF, leading to the definition of a causal RDF. Existence of the optimal reconstruction distribution of the causal RDF is shown using the topology of weak convergence of ...

For the first time cumulative distribution function and histogram of crossover frequency a contemporary operational amplifier ADA4898-2 is experimentally studied. Using USB lock–in amplifier, which allows automatic sweep current response non-inverting with significant static amplification, we measure 200 samples amplifiers. This new method gives advantage in accuracy speed study every amplifier...

Allowing for misspecification in the linear conditional quantile function (CQF), we calculate the semiparametric efficiency bound for the solution to the population quantile regression (QR) problem or the best linear predictor for a response variable under the asymmetric check loss function. The pseudo-true QR parameter that solves a non-differentiable unconditional moment restriction is interp...

In this paper, the reconcilability between the P-value and the posterior probability in testing a point null hypothesis against the one-sided hypothesis is considered. Two essential families, non regular and exponential family of distributions, are studied. It was shown in a non regular family of distributions; in some cases, it is possible to find a prior distribution function under which P-va...