Results 121 to 130 of about 310,373 (322)
Subuniformity of harmonic mean p$$ p $$‐values
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
Algebraic and geometric structures inside the Birkhoff polytope [PDF]
Grzegorz Rajchel-Mieldzioć +3 more
openalex +1 more source
An observation‐driven state‐space model for claims size modelling
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
Asymptotic properties of cross‐classified sampling designs
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
On the structure of algebraic algebras [PDF]
openaire +3 more sources
A Markov approach to credit rating migration conditional on economic states
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley +1 more source
Topics on n-ary Algebraic Structures
We review the basic definitions and properties of two types of n-ary structures, the Generalized Lie Algebras (GLA) and the Filippov (≡ n-Lie) algebras (FA), as well as those of their Poisson counterparts, the Generalized Poisson (GPS) and Nambu-Poisson (
J. A. de Azcárraga, J. M. Izquierdo
doaj
Reconstructing Classical Algebras via Ternary Operations
Although algebraic structures are frequently analyzed using unary and binary operations, they can also be effectively defined and unified using ternary operations.
Jorge P. Fatelo, Nelson Martins-Ferreira
doaj +1 more source
BRST structure of polynomial Poisson algebras [PDF]
Alain Dresse, Marc Henneaux
openalex +1 more source

