Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, EarlyView.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
wiley +1 more source
An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
On the algebraic solutions of the sixth Painlevé equation related to second order Picard-Fuchs equations [PDF]
, 2004 Bassem Ben Hamed, Lubomir Gavrilov
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Asymptotic properties of cross‐classified sampling designs
Canadian Journal of Statistics, EarlyView.Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley +1 more source
Equivariant toric geometry and Euler–Maclaurin formulae
Communications on Pure and Applied Mathematics, EarlyView.Abstract We first investigate torus‐equivariant motivic characteristic classes of toric varieties, and then apply them via the equivariant Riemann–Roch formalism to prove very general Euler–Maclaurin‐type formulae for full‐dimensional simple lattice polytopes.
Sylvain E. Cappell +3 more
wiley +1 more source
Two-dimensional fractional algebraic internal solitary waves model and its solution
Advances in Mechanical Engineering, 2019 With the development of theory and advancement of scientific research, fractional calculus has begun to be considered as a method for the study of physical systems. In this work, based on the basic system of equations for internal solitary waves, we have
Yuqing Li +3 more
doaj +1 more source
On a generalization of a certain iterative method for the solution of special systems of linear algebraic equations [PDF]
, 1989 Miroslav Šisler
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A Numerical Comparison of Different Solvers for Large-Scale, Continuous-Time Algebraic Riccati Equations and LQR Problems [PDF]
, 2020 Peter Benner +3 more
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Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Communications on Pure and Applied Mathematics, EarlyView.Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley +1 more source
Towards a reliable implementation of least-squares collocation for higher index differential-algebraic equations—Part 2: the discrete least-squares problem [PDF]
, 2021 Michael Hanke, Roswitha März
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