Results 151 to 160 of about 4,073 (243)

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
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

Multivariate Adjustments for Average Equivalence Testing. [PDF]

Stat Med
Boulaguiem Y, Insolia L, Victoria-Feser MP, Couturier DL, Guerrier S.   +4 more
europepmc   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Mathematical Comparison of Time-Based and Stroke-Based Fatigue Models in Elite Sprint Cycling: Convergence Analysis and Practical Applications. [PDF]

Scand J Med Sci Sports
Dunst AK, Scharf V, Ueberschär O.
europepmc   +1 more source

Joint modelling of annual precipitation maxima over several durations for the construction of intensity–duration–frequency curves

Canadian Journal of Statistics, EarlyView.
Abstract Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period.
Paul Mathivon, Christian Genest, Jonathan Jalbert   +2 more
wiley   +1 more source

Supervised and Unsupervised Learning with Numerical Computation for the Wolfram Cellular Automata. [PDF]

Entropy (Basel)
Tuo K, Deng S, Yang Y, Wang Y, Wang Q, Li W, Zhang W.   +6 more
europepmc   +1 more source

Lacunary 𝐈𝝈-Asymptotic Equivalence

Afyon Kocatepe University Journal of Sciences and Engineering, 2017
openaire   +1 more source

Bayesian inverse ensemble forecasting for COVID‐19

Canadian Journal of Statistics, EarlyView.
Abstract Variations in strains of COVID‐19 have a significant impact on the rate of surges and on the accuracy of forecasts of the epidemic dynamics. The primary goal for this article is to quantify the effects of varying strains of COVID‐19 on ensemble forecasts of individual “surges.” By modelling the disease dynamics with an SIR model, we solve the ...
Kimberly Kroetch, Don Estep
wiley   +1 more source

Stability of Difference Equations with Interspecific Density Dependence, Competition, and Maturation Delays. [PDF]

Bull Math Biol
Hosack GR, El-Hachem M, Beeton NJ.
europepmc   +1 more source

Asymptotic diophantine approximations and equivalent numbers [PDF]

Proceedings of the American Mathematical Society, 1968
openaire   +1 more source