Cain Michael

Michael Cain

Information about the author Michael Cain will soon be added to the site.
Found 7 papers in total
Property appraisal with a log-t predictive distribution
Property appraisal with a log-t predictive distribution
2000
A multiplicative model with log-normal errors is used to appraise the market value of...
Testing for statistical and market efficiency when forecast errors are non-normal: The National Football League betting market revisited
Testing for statistical and market efficiency when forecast errors are non-normal: The National Football League betting market revisited
2000
The paper examines the efficiency of the National Football League (NFL) betting...
A decision framework for nonsymmetric losses
A decision framework for nonsymmetric losses
1999
This paper presents a case study of an application of decision analysis to the...
Forecasting with the maximum of correlated components having bivariate t-distributed errors
Forecasting with the maximum of correlated components having bivariate t-distributed errors
1996
The value of the maximum of two forecasts as a component in a linear combination...
Normal variate prediction under linear-quadratic loss
Normal variate prediction under linear-quadratic loss
1996
The prediction of the value of a normal random variable is considered in the presence...
Mixture selection for maximal stochastic performance
Mixture selection for maximal stochastic performance
1994
Methodology for the optimal selection of a mixture of components for the attainment of...
Median predictive cost of error with an asymmetric cost function
Median predictive cost of error with an asymmetric cost function
1989
The problem of reducing predictive cost is considered in the case when the cost of...
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