We propose a numerical optimization approach that can be used to solve portfolio selection problems including several assets and involving objective functions from cumulative prospect theory (CPT).

A categorical variable is defined as one that can assume only a limited number of values. For example, a person's sex is a categorical variable that can assume one of two values. Variables with levels ...

Consider the two-way analysis of variance model Kutner (1974) proposed for these data: where is the overall mean effect, is the effect of the ith level of DRUG, is the effect of the jth level of ...

For data selected from a finite population by stratified random sampling with equal probabilities and then randomly and independently assigned within each stratum to subsamples of a fixed number, ...

A class of rank tests for analysis of variance based on linear functions of the Wilcoxon/Mann-Whitney statistics between cells is studied. This class includes many popular procedures. Assuming a ...