It is shown that under fairly mild conditions linear combinations of independent normally distributed random variables with random coefficients tend to zero almost everywhere. The result is applied to ...
ABSTRACT: In this paper, we propose an implementation method for a new concept of stochastic duration which can be used to measure the sensitivity of complex bond portfolios with respect to the ...
If the model is not full rank, there are an infinite number of least-squares solutions for the estimates. PROC REG chooses a nonzero solution for all variables that are linearly independent of ...
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