Effect of variance ratio
on ANOVA robustness: Might 1.
The heritability, variance ratios
for permanent environmental effect of ewe and residual variance ratio
were higher in this case (Models 3 vs Models 4).
Specifically, we adopt normalized Hasbrouck's (1993) intraday pricing error volatility, absolute value of first-order autocorrelation in daily returns, and absolute value of weekly to daily variance ratio
as our empirical measures of price inefficiency.
Lo and MacKinlay (1988) proposed using a variance ratio
test which is based on comparing variance estimators derived from data sampled at different frequencies.
Second, the replenishment rule has an impact on the inventory stability (as measured by the inventory variance ratio
The GCA/SCA variance ratio
exhibited that all the traits were under control of non-additive type of genes except plant height, which was found equally under control of additive and non-additive genes.
The design for the five group simulation study was 4 x 3 x 3 x 5 completely crossed design with (a) four levels of skew, (b) three levels of sample size, (c) three levels of sample size ratio, n1/n2/n3/n4/n5, and (d) five levels of variance ratio
Ranks and signs-based multiple variance ratio
This negative effect was more obvious when variance ratio
was 1:1:10 for k=3 and 1:1:1:10 for k=4(Table 3 and 4).
When estimating the health effects related to a chemical exposure, the variance ratio
Additionally they examine two performance metrics for assessing the bullwhip effect: the order rate variance ratio
and the net stock amplification.
A number of statistical tests comprising Ljung-Box Q statistics test, Runs test, GARCH volatility test and variance ratio
test have been used to test randomness of world markets.