Results 11 to 20 of about 936 (136)
On the joint volatility dynamics in international dairy commodity markets. [PDF]
Aust J Agric Resour Econ, 2021 The present study investigates the price (co)volatility of four dairy commodities—skim milk powder, whole milk powder, butter, and cheddar cheese—in three major dairy markets. It uses a multivariate factor stochastic volatility model for estimating the time‐varying covariance and correlation matrices by imposing a low‐dimensional latent dynamic factor ...
Rezitis AN, Kastner G.
europepmc +2 more sources
Stronger social bonds do not always predict greater longevity in a gregarious primate. [PDF]
Ecol Evol, 2018 We categorized adult female blue monkeys according to the strength and consistency over time of their closest social ties. Females that had strong but inconsistent ties had a higher risk of death than females in all other categories. Social dominance rank, group size, and life history strategies did not influence mortality.
Thompson NA, Cords M.
europepmc +2 more sources
Estimating population size: The importance of model and estimator choice
Biometrics, Volume 79, Issue 4, Page 3803-3817, December 2023., 2023 Abstract We consider estimator and model choice when estimating abundance from capture–recapture data. Our work is motivated by a mark–recapture distance sampling example, where model and estimator choice led to unexpectedly large disparities in the estimates.
Matthew R. Schofield +3 more
wiley +1 more source
Hierarchical Bayesian analysis of racehorse running ability and jockey skills
International Journal of Computer Science in Sport, 2023 In this paper, we proposed a new method of evaluating horse ability and jockey skills in horse racing. In the proposed method, we aimed to estimate unobservable individual effects of horses and jockeys simultaneously with regression coefficients for ...
Nakakita M., Nakatsuma T.
doaj +1 more source
A taxonomy of antonymy in Arabic: Egyptian and Saudi proverbs in comparison
Open Linguistics, 2021 This study has set out to identify, quantify, typify, and exemplify the discourse functions of canonical antonymy in Arabic paremiography by comparing two manually collected datasets from Egyptian and Saudi (Najdi) dialects.
Hassanein Hamada, Mahzari Mohammad
doaj +1 more source
On nonparametric conditional independence tests for continuous variables
WIREs Computational Statistics, Volume 12, Issue 3, May/June 2020., 2020 Conditional independence tests are checking whether P(X,Y|Z) is equal to P(X|Z)P(Y|Z). In the dependence graph, this corresponds to whether the link between X and Y exists conditional on the other two links exist. Abstract Testing conditional independence (CI) for continuous variables is a fundamental but challenging task in statistics.
Chun Li, Xiaodan Fan
wiley +1 more source
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage [PDF]
, 2019 The sampling efficiency of MCMC methods in Bayesian inference for stochastic volatility (SV) models is known to highly depend on the actual parameter values, and the effectiveness of samplers based on different parameterizations varies significantly.
Hosszejni, Darjus, Kastner, Gregor
core +2 more sources
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models [PDF]
, 2013 Bayesian inference for stochastic volatility models using MCMC methods highly depends on actual parameter values in terms of sampling efficiency. While draws from the posterior utilizing the standard centered parameterization break down when the ...
Frühwirth-Schnatter, Sylvia +1 more
core +1 more source
Quantum Sufficiency in the Operator Algebra Framework [PDF]
, 2013 The paper is devoted to the investigation of the notion of sufficiency in quantum statistics. Three kinds of this notion are considered: plain sufficiency (called simply: sufficiency), Petz’s sufficiency, and Umegaki’s sufficiency.
Łuczak, Andrzej
core +2 more sources
Approximate Bayesian Computation by Modelling Summary Statistics in a Quasi-likelihood Framework [PDF]
, 2015 Approximate Bayesian Computation (ABC) is a useful class of methods for Bayesian inference when the likelihood function is computationally intractable. In practice, the basic ABC algorithm may be inefficient in the presence of discrepancy between prior ...
Cabras, Stefano +2 more
core +3 more sources