Admissibility in statistical decision theory

Results 81 to 90 of about 456 (211)

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley +1 more source

Influence and convergence to higher standards: The dual examination of pharmaceutical patents in Brazil

The Journal of World Intellectual Property, EarlyView.
Abstract Between 2001 and 2021, pharmaceutical patent applications filed in Brazil were examined by the patent office (INPI) and the national health regulator (Anvisa). This paper investigates how health regulators can contribute to patent examination by shifting the set of criteria cited as grounds for 2589 negative decisions from both entities ...
Eduardo Mercadante
wiley +1 more source

Assessing Digital Interactional Competence for Second‐Language and First‐Language Chinese Speakers: Effects of Proficiency, Mode, and Setting

Language Learning, EarlyView.
Abstract Measurement of interactional competence (IC) has attracted increasing interest in language assessment research. One key question is whether proficiency sufficiently accounts for IC, making separate IC assessment unnecessary. This study examines the IC–proficiency relationship using a test that assesses Chinese speakers’ ability to manage ...
David Wei Dai, Carsten Roever
wiley +1 more source

Science, evidence, law, and justice. [PDF]

Proc Natl Acad Sci U S A, 2023
Albright TD +4 more
europepmc +1 more source

Stochastic Dominance Efficiency Tests under Diversification [PDF]

This paper focuses on Stochastic Dominance (SD) efficiency in a finite empirical panel data. We analytically characterize the sets of unsorted time series that dominate a given evaluated distribution by the First, Second, and Third order SD.
Timo Kuosmanen
core

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source

Дослідження, перевірка й оцінювання висновку експерта: судово-ветеринарний аспект

The author aimed to outline the grounds and criteria, to single out methods and characterize procedural of research specifics, verification and evaluation of forensic veterinary expert conclusion .
Ivan, Yatsenko
core +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source

Morality in middle childhood: the role of callous-unemotional traits and emotion regulation skills. [PDF]

BMC Psychol, 2023
Wilke J, Goagoses N.
europepmc +1 more source

Minimax Estimation of Linear Combinations of Restricted Location Parameters

, 2010
The estimation of a linear combination of several restricted location parameters is addressed from a decision-theoretic point of view. A bench-mark estimator of the linear combination is an unbiased estimator, which is minimax, but inadmissible relative ...
Kubokawa Tatsuya
core