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- Autoregressive Integrated Moving Average (ARIMA); Bank Failures – Mathematical models; Big business; Business enterprises—Size; Conditional Test; ERR; ERRR; Poisson process (1)
- Binomial; Binomial distribution; Binomial theorem; Inference; Mathematical statistics; Measure; Probabilities; Random variables; Reduction; Statistical; Variates (1)
- Logistic regression (1)
- Logistic regression analysis (1)
- Nevada – Las Vegas (1)
Articles 1 - 3 of 3
Full-Text Articles in Multivariate Analysis
Statistical Analysis Of Fatalities Due To Vehicle Accidents In Las Vegas, Nv, Annabelle Marie Mathis
Statistical Analysis Of Fatalities Due To Vehicle Accidents In Las Vegas, Nv, Annabelle Marie Mathis
UNLV Theses, Dissertations, Professional Papers, and Capstones
The goal of this thesis is to investigate factors that affect the odds of having a fatality in a vehicle collision. We will be looking at characteristics of the driver that caused the accident (age, gender, behavior, actions, influences, and seat belt worn), the characteristics of the vehicle the driver drove (type of vehicle, and air bag deployment), the characteristics of the environment in which the accident occurred (weather, road condition, lighting, time of day, the day of the week, and month of the year), the characteristics of the crash (direction of accident and how many vehicles were involved), and …
Statistical Inference Of A Measure For Two Binomial Variates, Serena Petersen
Statistical Inference Of A Measure For Two Binomial Variates, Serena Petersen
UNLV Theses, Dissertations, Professional Papers, and Capstones
We study measures of a comparison for two independent binomial variates which frequently occur in real situations. An estimator for measure of reduction (MOR) is considered for two sample proportions based on a modified maximum likelihood estimation. We study the desirable properties of the estimator: the asymptotic behavior of its unbiasedness and the variance of the estimator. Since the measure ρ is approximately normally distributed when sample sizes are sufficiently large, one may establish approximate confidence intervals for the true value of the estimators. For numerical study, the Monte Carlo experiment is carried out for the various scenarios of two …
Arima Models For Bank Failures: Prediction And Comparison, Fangjin Cui
Arima Models For Bank Failures: Prediction And Comparison, Fangjin Cui
UNLV Theses, Dissertations, Professional Papers, and Capstones
The number of bank failures has increased dramatically over the last twenty-two years. A common notion in economics is that some banks can become "too big to fail." Is this still a true statement? What is the relationship, if any, between bank sizes and bank failures? In this thesis, the proposed modeling techniques are applied to real bank failure data from the FDIC. In particular, quarterly data from 1989:Q1 to 2010:Q4 are used in the data analysis, which includes three major parts: 1) pairwise bank failure rate comparisons using the conditional test (Przyborowski and Wilenski, 1940); 2) development of the …