Results 21 to 30 of about 297 (132)
An analytical study of worker well-being and COVID-19 impact using Bayesian panel modeling
Healthcare AnalyticsThis study investigates how the determinants of Japanese workers’ well-being shifted before and during the COVID-19 pandemic. We estimate a Bayesian hierarchical panel model and Markov chain Monte Carlo sampling is implemented with the ancillarity ...
Makoto Nakakita +4 more
doaj +1 more source
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
A note on the determinants of non‐fungible tokens returns
International Journal of Finance &Economics, Volume 30, Issue 3, Page 3201-3211, July 2025.Abstract We aim to identify the determinants of non‐fungible tokens (NFTs) returns. The 10 most popular NFTs based on their price, trading volume, and market capitalisation are examined. Twenty‐three potential drivers of the returns of each NFT are considered.
Theodore Panagiotidis +1 more
wiley +1 more source
On some publications of Sir David Cox
Scandinavian Journal of Statistics, Volume 51, Issue 4, Page 1425-1432, December 2024.Abstract Sir David Cox published four papers in the Scandinavian Journal of Statistics and two in the Scandinavian Actuarial Journal. This note provides some brief summaries of these papers.
Nancy Reid
wiley +1 more source
The concept of sufficiency in conditional frequentist inference
Statistica Neerlandica, Volume 78, Issue 3, Page 544-562, August 2024.We consider inference about the parameter that determines the distribution of the data. In frequentist inference a very important and useful idea is that data reduction to a sufficient statistic does not lose any information about this parameter. We recall two justifications for this idea in frequentist inference.
Paul Kabaila, A. H. Welsh
wiley +1 more source
Statistics in Medicine, Volume 43, Issue 16, Page 3109-3123, 20 July 2024.When designing a randomized clinical trial to compare two treatments, the sample size required to have desired power with a specified type 1 error depends on the hypothesis testing procedure. With a binary endpoint (e.g., response), the trial results can be displayed in a 2 × 2 table.
Edward L. Korn, Boris Freidlin
wiley +1 more source
A Note on Goodness of Fit and Ancillarity [PDF]
, 1978 1 online resource (PDF, 6 pages)Hinkley, David. (1978). A Note on Goodness of Fit and Ancillarity.
Hinkley, David
core
MathematicsThis study analyzes the volatility of Bitcoin using stochastic volatility models fitted to one-minute transaction data for the BTC/USDT pair between 1 April 2023, and 31 March 2024.
Makoto Nakakita +2 more
doaj +1 more source
A Comment on Affine Invariance and Ancillarity in Testing Multivariate Normality [PDF]
Journal of Statistical Theory and Practice, 2021 AbstractWith the aim to clarify some confusion apparently still present in part of the literature on testing for multivariate normality, we collect and discuss some facts on invariance and ancillarity of various variants of, so-called, configuration of a multivariate normal sample.
openaire +2 more sources
A Note on Ancillarity and Independence via Model-Preserving Transformations [PDF]
, 1978 1 online resource (PDF, 11 pages)Das Gupta, Somesh. (1978). A Note on Ancillarity and Independence via Model-Preserving Transformations.
Das Gupta, Somesh
core