1000 resultados para test d’hétéroscédasticité


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Cet article illustre l’applicabilité des méthodes de rééchantillonnage dans le cadre des tests multiples (simultanés), pour divers problèmes économétriques. Les hypothèses simultanées sont une conséquence habituelle de la théorie économique, de sorte que le contrôle de la probabilité de rejet de combinaisons de tests est un problème que l’on rencontre fréquemment dans divers contextes économétriques et statistiques. À ce sujet, on sait que le fait d’ignorer le caractère conjoint des hypothèses multiples peut faire en sorte que le niveau de la procédure globale dépasse considérablement le niveau désiré. Alors que la plupart des méthodes d’inférence multiple sont conservatrices en présence de statistiques non-indépendantes, les tests que nous proposons visent à contrôler exactement le niveau de signification. Pour ce faire, nous considérons des critères de test combinés proposés initialement pour des statistiques indépendantes. En appliquant la méthode des tests de Monte Carlo, nous montrons comment ces méthodes de combinaison de tests peuvent s’appliquer à de tels cas, sans recours à des approximations asymptotiques. Après avoir passé en revue les résultats antérieurs sur ce sujet, nous montrons comment une telle méthodologie peut être utilisée pour construire des tests de normalité basés sur plusieurs moments pour les erreurs de modèles de régression linéaires. Pour ce problème, nous proposons une généralisation valide à distance finie du test asymptotique proposé par Kiefer et Salmon (1983) ainsi que des tests combinés suivant les méthodes de Tippett et de Pearson-Fisher. Nous observons empiriquement que les procédures de test corrigées par la méthode des tests de Monte Carlo ne souffrent pas du problème de biais (ou sous-rejet) souvent rapporté dans cette littérature – notamment contre les lois platikurtiques – et permettent des gains sensibles de puissance par rapport aux méthodes combinées usuelles.

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In a range test, one party holds a ciphertext and needs to test whether the message encrypted in the ciphertext is within a certain interval range. In this paper, a range test protocol is proposed, where the party holding the ciphertext asks another party holding the private key of the encryption algorithm to help him. These two parties run the protocol to implement the test. The test returns TRUE if and only if the encrypted message is within the certain interval range. If the two parties do not conspire, no information about the encrypted message is revealed from the test except what can be deduced from the test result. Advantages of the new protocol over the existing related techniques are that it achieves correctness, soundness, °exibility, high e±ciency and privacy simultaneously.

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The release of ultrafine particles (UFP) from laser printers and office equipment was analyzed using a particle counter (FMPS; Fast Mobility Particle Sizer) with a high time resolution, as well as the appropriate mathematical models. Measurements were carried out in a 1 m³ chamber, a 24 m³ chamber and an office. The time-dependent emission rates were calculated for these environments using a deconvolution model, after which the total amount of emitted particles was calculated. The total amounts of released particles were found to be independent of the environmental parameters and therefore, in principle, they were appropriate for the comparison of different printers. On the basis of the time-dependent emission rates, “initial burst” emitters and constant emitters could also be distinguished. In the case of an “initial burst” emitter, the comparison to other devices is generally affected by strong variations between individual measurements. When conducting exposure assessments for UFP in an office, the spatial distribution of the particles also had to be considered. In this work, the spatial distribution was predicted on a case by case basis, using CFD simulation.

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The firm is faced with a decision concerning the nature of intra-organizational exchange relationships with internal human resources and the nature or inter-organizational exchange relationships with market firms. In both situations, the firm can develop an exchange that ranges from a discrete exchange to a relational exchange. Transaction Cost Economics (TCE) and the Resource Dependency View (RDV) represent alternative efficiency-based explanations fo the nature of the exchange relationship. The aim of the paper is to test these two theories in respect of air conditioning maintenance in retail centres. Multiple sources of information are genereated from case studies of Australian retail centres to test these theories in respoect of internalized operations management (concerning strategic aspects of air conditioning maintenance) and externalized planned routine air conditioning maintenance. The analysis of the data centres on pattern matching. It is concluded that the data supports TCE - on the basis of a development in TCE's contractual schema. Further research is suggested towards taking a pluralistic stance and developing a combined efficiency and power hypothesis - upon which Williamson has speculated. For practice, the conclusions also offer a timely cautionary note concerning the adoption of one approach in all exchange relationships.