this paper analyses efficiency of short horizon event study methodology in general and efficiency of various test statistics based on price and trading volume in the period (iranian calendar) 1380:1389-q1 (2240 days) applying simulation method. we evaluate efficiency of 8 test statistics including parametric, non-parametric and induced variance statistics. we find various test statistics have e...

A simulation study was conducted to address the issue of how purely additive (simple) genetic architecture might impact on the efficacy of parametric and non-parametric genomic prediction methods. For this purpose, we simulated a trait with narrow sense heritability h2= 0.3, with only additive genetic effects for 300 loci in order to compare the predictive ability of 14 more practically used ge...

the discharge data used for hydrological modeling should be the long-term suitable random data without trend and jump which is followed a specific statistical distribution. in this study, the above mentioned conditions were evaluated for 31 years period (1974-2004) of annual mean discharge data of 10 gauging stations of west azarbaijan province. for this purpose, the non-parametric spearman cor...

In this paper we study the problem of parametric minimization of convex piecewise quadratic functions. Our study provides a unifying framework for convex parametric quadratic and linear programs. Furthermore, it extends parametric programming algorithms to problems with piecewise quadratic cost functions, paving the way for new applications of parametric programming in dynamic programming and o...

(Received 00 Month 200x; In final form 00 Month 200x) We study experimentally parametric amplification in the continuous regime using a transverse-degenerate type-II Optical Parametric Oscillator operated below threshold. We demonstrate that this device is able to amplify either in the phase insensitive or phase sensitive way first a single mode beam, then a multimode image. Furthermore the tot...