Machakos University Digital Repository: Recent submissions
Now showing items 1-20 of 4552
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A Three-Step Nonparametric Estimation of Conditional Value-At-Risk Admitting a Location-Scale Model
(Journal of Statistical and Econometric Methods, 2019)Financial institutions owners and regulators are concerned majorly about risk analysis, Value-at-Risk (VaR) is one of the most popular and common measures of risk used in finance, measures the down-side risk and is ... -
Conditional scale function estimate in the presence of unknown conditional quantile function
(African Network of Scientific and Technical Institutions (ANSTI), 2005)Standard approach for modeling and understanding the variability of statistical data or, generally, dependant data, is often based on the mean variance regression models. However, the assumptions employed on standardized ... -
Prediction of the Likelihood of Households Food Security in the Lake Victoria Region of Kenya
(2011)This paper considers the modeling and prediction of households food security status using a sample of households in the Lake Victoria region of Kenya. A priori expected food security factors and their measurements are ... -
Nonparametric Estimates for Conditional Quantiles of Time Series
(2014)We consider the problem of estimating the conditional quantile of a time series fYtg at time t given covariates Xt , where Xt can either exogenous variables or lagged variables of Yt . The conditional quantile is ... -
Nonparametric Mixed Ratio Estimator for a Finite Population Total in Stratified Sampling
(2018)We propose a nonparametric regression approach to the estimation of a finite population total in model based frameworks in the case of stratified sampling. Similar work has been done, by Nadaraya and Watson (1964), Hansen ... -
Expression Characteristics of CS-ACS1, CS-ACS2 and CS-ACS3, ThreeMembers of the 1-AminocycIopropane-l-Carboxylate Synthase Gene Familyin Cucumber {Cucumis sativus L.) Fruit under Carbon Dioxide Stress
(1999)We investigated the expression pattern of three 1-aminocydopropane-1-carboxylate (ACC) synthase genes,CS-ACS1, CS-ACS2 and CS-ACS3 in cucumber (Cucumissativus L.) fruit under CO2 stress. CO2 ... -
Distributive and Quantile Treatment Effects: Imputation Based Estimators Approach
(Journal of Statistical and Econometric Methods, 2018)This paper develops two new classes of estimators measuring the distributive effects of a treatment on a population. Using imputation methods, empirical quantile and bootstrap simulations, we managed to define and study ... -
Bootstrap Uniform Confidence Bands for A Local Linear Nonparametric Estimator and Applications to Financial Risk Management
(2012)This paper considers the problem of bootstrapping a local linear estimator in conditional quantile estimation of a financial time series assuming independent and identically distributed errors. A nonparametric ... -
Conditional CAPM in Financial Risk Management: A Quantile Autoregression approach
(2012)The study aims to provide a comprehensive description of dependence pattern of a stock by studying a range of betas derived as quantiles of conditional return distribution using quantile regression based on moving window ... -
Effects of malting and fermentation treatments on group B-vitamins of red sorghum, white sorghum and pearl millets in Kenya
(Journal of Applied Biosciences, 2010)Objectives: To enhance the safety and nutritive values and shelf life of sorghums and millet flours through malting and fermentation. Methodology and results: Malting and fermentation were carried out for a period of seven ... -
Modelling the volatility of exchange rates in the Kenyan market
(Academic Journals, 2010)This paper considers the application of the generalized autoregressive conditional heteroscedasticity process in the estimation of volatility in the Kenyan exchange rates. A quasi-maximum likelihood estimation procedure ... -
Semiparametric estimation of conditional quantiles for time series, with applications in finance
(2003)The estimation of conditional quantiles has become an increasingly important issue in insurance and financial risk management. The stylized facts of financial time series data has rendered direct applications of extreme ... -
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
(IOP Publishing, 2017)This paper implements different approaches used to compute the one-day Value-at-Risk (VaR) forecast for a portfolio of four currency exchange rates. The concepts and techniques of the conventional methods considered in ... -
Statistical techniques for modeling extreme price dynamics in the energy market
(IOP Publishing, 2013)Extreme events have large impact throughout the span of engineering, science and economics. This is because extreme events often lead to failure and losses due to the nature unobservable of extra ordinary occurrences. ... -
A Prototype for Authentication of Secondary School Certificates: A Case of Kenya Certificate of Secondary Education
(International Journal of Innovative Research and Knowledge, 2017)The demand for educated labor force has increased in developing countries like Kenya. Owing to this fact, more often Universities and training colleges in Kenya enroll students who want to further ... -
The Dependency of Bus Voltage and Frequency in Load Shedding
(Proceedings of Sustainable Research and Innovation Conference, 2014)—Load shedding schemes proposed in literature so far use voltage and frequency parameters separately. The individual consideration of these indices may not be reliable or effective, and may even lead to the over load ... -
Harnessing ICT Use in Poverty Reduction: A Case Study of Rural Women in Keiyo South Constituency
(African Journal of Education, Science and Technology, 2018)Information and communications technologies (ICTs) are powerful tools that boost economic growth and improve social development. However, despite an increase in ICT use, the socio-economic status of rural women in Kenya ... -
Kinds ofExtensiveReading Materials and their Influence on Learners’ Language Skills in Language Classrooms in Kenya
(Journal of Educational Policy and Entrepreneurial Research, 2017)his study investigatedkinds of extensive reading materials and their influence on learners’ language skills in language classrooms in Kenya. It scrutinizedthe kinds of reading materials that learnersare exposed to in ... -
Influence of Customer Service on the Performanceof Hospitality Enterprises: Lessons from Sunbird Tourism Limited in Malawi
(African Journal of Tourism, Hospitality and Leisure Studies, 2017)This paper examines the influence of customer service on the success of hospitality enterprises. The paper argues that in order to deliver excellent services that will result into profitable ... -
Language Games and Language Teaching in Kenya: The Case of Kiswahili in Lower School
(2014)Many experienced textbook and methodology manuals writers have argued that games are not just time-filling activities but have a great educational value. W. R. Lee holds that most language games make learners use the ...