Results 51 to 60 of about 1,761 (95)

Spectral calibration of exponential Lévy Models [2] [PDF]

The calibration of financial models has become rather important topic in recent years mainly because of the need to price increasingly complex options in a consistent way.
Denis Belomestny, Markus Reiß
core  

A valid theory on probabilistic causation [PDF]

In this paper several definitions of probabilistic causation are considered, and their main drawbacks discussed. Current notions of probabilistic causality have symmetry limitations (e.g. correlation and statistical dependence are symmetric notions).
Jose M. Vidal-Sanz
core  

Goodness-of-fit tests for the logistic location family. [PDF]

J Appl Stat, 2020
Nikitin YY, Ragozin IA.
europepmc   +1 more source

ASYMPTOTIC DISTRIBUTIONS OF HIGH-DIMENSIONAL DISTANCE CORRELATION INFERENCE. [PDF]

Ann Stat, 2021
Gao L, Fan Y, Lv J, Shao QM.
europepmc   +1 more source

Generalized Species Richness Indices for Diversity. [PDF]

Entropy (Basel), 2022
Zhang Z.
europepmc   +1 more source

Two multivariate online change detection models. [PDF]

J Appl Stat, 2022
Guo L, Modarres R.
europepmc   +1 more source

Quantile regression for general spatial panel data models with fixed effects. [PDF]

J Appl Stat, 2020
Dai X, Yan Z, Tian M, Tang M.
europepmc   +1 more source

FUNCTIONAL SUFFICIENT DIMENSION REDUCTION THROUGH AVERAGE FRÉCHET DERIVATIVES. [PDF]

Ann Stat, 2022
Lee KY, Li L.
europepmc   +1 more source

Correcting an estimator of a multivariate monotone function with isotonic regression. [PDF]

Electron J Stat, 2020
Westling T, van der Laan MJ, Carone M.
europepmc   +1 more source

AVERAGE TREATMENT EFFECTS IN THE PRESENCE OF UNKNOWN INTERFERENCE. [PDF]

Ann Stat, 2021
Sävje F, Aronow P, Hudgens M.
europepmc   +1 more source