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- W2605569422 abstract "SYNOPTIC ABSTRACTWe consider two competing pairs of random variables (X, Y1) and (X, Y2) satisfying linear regression models with equal intercepts. The model which connects the selection between two regression lines with the selection between two normal populations, proposed by Gangopadhyay et al. (2013 Gangopadhyay, A. K., Kulshreshtha, P., & Verma, M. (2013). Estimation of regression coefficient of a selected population*. Journal of Statistical Theory and Practice, 7(3), 505– 514.[Taylor & Francis Online] , [Google Scholar]) for estimating regression coefficients of the selected regression line, is described. This model is applied to a problem in finance which involves selecting security with lower risk. It is assumed that an investor being risk averse always chooses the security with lower risk (or, volatility) while choosing one of two securities available to him for investment, and further, is interested in estimating the risk of the chosen security. We construct several estimators and apply the theory to real data sets. Finally, graphical representation of the results is given." @default.
- W2605569422 created "2017-04-28" @default.
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- W2605569422 date "2017-04-20" @default.
- W2605569422 modified "2023-09-26" @default.
- W2605569422 title "Estimating Volatility of the Selected Security" @default.
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- W2605569422 doi "https://doi.org/10.1080/01966324.2017.1302846" @default.
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