A simulation-based approach to the study of coefficient of variation of dividend yields

DOI10.1016/j.ejor.2007.05.032zbMath1149.90421OpenAlexW1995467141MaRDI QIDQ2480995

Marvin D. Troutt, Shui-Hung Hou, Bosco Wing-Tong Yu, Wan-Kai Pang

Publication date: 7 April 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.05.032

zbMATH Keywords

Markov chain Monte CarloGibbs samplingbeta distributioncoefficient of variationdividend yields

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Markov and semi-Markov decision processes (90C40)

Related Items

A variable sampling interval run sum chart for the coefficient of variation ⋮ A mathematical programming approach to sample coefficient of variation with interval-valued observations ⋮ Generalized multiple dependent state sampling plans for coefficient of variation ⋮ Designing a multiple state repetitive group sampling plan based on the coefficient of variation ⋮ Estimation of the coefficient of variation for non-normal model using progressive first-failure-censoring data ⋮ A simulation-based approach to the study of coefficient of variation of Gompertz distribution under progressive first-failure censoring ⋮ A new approach to estimating value-income ratios with income growth and time-varying yields

Uses Software

• BayesDA

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Bootstrap methods: another look at the jackknife
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Maximum likelihood estimation for the beta distribution
• Adaptive Rejection Sampling for Gibbs Sampling
• Equation of State Calculations by Fast Computing Machines
• Maximum Likelihood Estimation of the Parameters of the Beta Distribution from Smallest Order Statistics
• Monte Carlo sampling methods using Markov chains and their applications
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