On the rank-deficient canonical correlation technique solved by analytic spectral decomposition. [PDF]
J Appl Stat, 2022 Malec L.
europepmc +1 more source
Bayesian quantile regression: An application to the wage distribution in 1990s Britain [PDF]
This paper illustrates application of Bayesian inference to quantile regression. Bayesian inference regards unknown parameters as random variables, and we describe an MCMC algorithm to estimate the posterior densities of quantile regression parameters ...
Van Kerm, Philippe +2 more
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Nonparametric methods for volatility density estimation
, 2009 Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process.
Spreij, Peter +2 more
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Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis
, 2015 The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating distribution by
Tanaka, Ken'ichiro, Toda, Alexis Akira
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Estimating correlations between vaccine clinical trial outcomes. [PDF]
J Appl Stat, 2022 Rey A, Rozanova O, Zhuk S.
europepmc +1 more source
On the Pricing and Hedging of Long Dated Zero Coupon Bonds [PDF]
The pricing and hedging of long dated derivative contracts is a challenging area of research. As a result of utility indifference pricing for general payoffs the growth optimal portfolio turns out to be the appropriate numeraire or benchmark with the ...
Eckhard Platen
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Avaluació dels mercats dels serveis d'informació electrònica [PDF]
, 2000 Se presentan las características y los principales resultados del «MSStudy II», un proyecto para evaluar la situación de los mercados de los servicios de información electrónica en el Area económica europea (AEE), [Study for assessing the situation of ...
Baiget, Tomàs
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Effect of substrate on the proliferation of Myxobolus cerebralis in the mitochondrial lineages of the Tubifex tubifex host. [PDF]
Parasitol Res, 2022 Baxa DV, Nehring RB.
europepmc +1 more source
The world trade network: country centrality and the COVID-19 pandemic. [PDF]
Appl Netw Sci, 2022 Antonietti R +4 more
europepmc +1 more source
Approximating the Growth Optimal Portfolio with a Diversified World Stock Index [PDF]
This paper constructs and compares various total return world stock indices based on daily data. Due to diversification these indices are noticeably similar. A diversification theorem identifies any diversified portfolio as a proxy for the growth optimal
Eckhard Platen, Truc Le
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