Results 11 to 20 of about 136 (54)
Generating VaR scenarios with product beta distributions [PDF]
, 2018 We propose a Monte Carlo simulation method to generate stress tests by VaR scenarios under Solvency II for dependent risks on the basis of observed data.
Pfeifer, Dietmar, Ragulina, Olena
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La distància de l'eixample [PDF]
, 2002 Inspirándonos en el diseño del Ensanche de Barcelona de Ildefonso Cerdá, definimos una nueva distancia estadística, denominada la distancia del ensanche.
Greenacre, Michael
core +6 more sources
Gaussian approximation of Gaussian scale mixture [PDF]
, 2019 For a given positive random variable $V>0$ and a given $Z\sim N(0,1)$ independent of $V$, we compute the scalar $t_0$ such that the distance between $Z\sqrt{V}$ and $Z\sqrt{t_0}$ in the $L^2(\R)$ sense, is minimal.
Letac, Gérard, Massam, Hélène
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Phi, Fei, Fo, Fum: Effect sizes for categorical data that use the chi‑squared statistic [PDF]
, 2023 In both theoretical and applied research, it is often of interest to assess the strength of an observed association. Existing guidelines also frequently recommend going beyond null-hypothesis significance testing and reporting effect sizes and their ...
Ben-Shachar, M. +4 more
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Star graphs induce tetrad correlations: for Gaussian as well as for binary variables [PDF]
, 2014 Tetrad correlations were obtained historically for Gaussian distributions when tasks are designed to measure an ability or attitude so that a single unobserved variable may generate the observed, linearly increasing dependences among the tasks.
Marchetti, Giovanni M., Wermuth, Nanny
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Exact sampling and counting for fixed-margin matrices [PDF]
, 2013 The uniform distribution on matrices with specified row and column sums is often a natural choice of null model when testing for structure in two-way tables (binary or nonnegative integer).
Harrison, Matthew T., Miller, Jeffrey W.
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Nonparametric spectral-based estimation of latent structures [PDF]
, 2014 We present a constructive identification proof of p-linear decompositions of q-way arrays. The analysis is based on the joint spectral decomposition of a set of matrices.
Bonhomme, Stéphane +2 more
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Higher Lawrence configurations
, 2003 Any configuration of lattice vectors gives rise to a hierarchy of higher-dimensional configurations which generalize the Lawrence construction in geometric combinatorics.
Bernd Sturmfels +7 more
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Additive kappa can be increased by combining adjacent categories [PDF]
, 2015 Weighted kappa is a measure that is commonly used for quantifying similarity between two ordinal variables with identical categories. Additive kappa is a special case of weighted kappa that allows the researcher to specify distances between adjacent ...
Warrens, Matthijs J
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Perturbation of matrices and non-negative rank with a view toward statistical models
, 2011 In this paper we study how perturbing a matrix changes its non-negative rank. We prove that the non-negative rank is upper-semicontinuos and we describe some special families of perturbations.
Allman E. S. +4 more
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