Causal variance decompositions for a given disease-specific quality indicator can be used to quantify differences in performance between hospitals or health care providers. While demonstrate variation of care, causal mediation analysis study pathways leading the institutions. This raises question whether two approaches combined decompose between-hospital an outcome type that mediated through pr...

We present a bias-variance decomposition of expected misclassiication rate, the most commonly used loss function in supervised classiication learning. The bias-variance decomposition for quadratic loss functions is well known and serves as an important tool for analyzing learning algorithms, yet no decomposition was ooered for the more commonly used zero-one (misclassiication) loss functions un...

In the past decades there has been considerable commercial and academic interest in methods for monitoring control system performance for linear systems. Far less has been written on control system performance for nonlinear dynamic / stochastic systems. This thesis presents research results on three control performance monitoring topics for the nonlinear systems: 1. Controller assessment of a c...

This paper shows that unexpected stock returns must be associated with changes in expected future dividends or expected future returns A vector autoregressive method is used to break unexpected stock returns into these two components. In U.S. monthly data in 1927-88, one-third of the variance of unexpected returns is attributed to the variance of changing expected dividends, one-third to the va...

An objective approach to distinguish the investment strategies followed by different mutual funds is proposed. Tracking error variance is used as a measure of how actively a fund is managed and several decompositions of tracking error variance are proposed to identify different investment strategies. Furthermore, recognizing that tracking error variance is subject to sampling error, we provide ...

Large scale research projects in behaviour genetics and genetic epidemiology are often based on questionnaire or interview data. Typically, a number of items is presented to a number of subjects, the subjects' sum scores on the items are computed, and the variance of sum scores is decomposed into a number of variance components. This paper discusses several disadvantages of the approach of anal...