Results 61 to 70 of about 66,189 (248)
Spanning Tests for Markowitz Stochastic Dominance
, 2018 We derive properties of the cdf of random variables defined as saddle-type points of real valued continuous stochastic processes. This facilitates the derivation of the first-order asymptotic properties of tests for stochastic spanning given some ...
Arvanitis, Stelios +2 more
core
Wave‐Partition‐Governed Dual‐Site Spallation in Single Crystals
Advanced Science, EarlyView.Crystalline anisotropy shapes shock‐wave propagation and the resulting damage evolution in single crystals. Large‐scale molecular dynamics and damage modeling uncover a dual‐spallation mechanism driven by anisotropic elasticplastic wave separation, which mitigates damage accumulation.
Youlin Zhu +6 more
wiley +1 more source
On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions [PDF]
Economic theories in dynamic contexts usually impose certain restrictions on the conditional mean of the underlying economic variables. Omnibus specification tests are the primary tools to test such restrictions when there is no information on the ...
Juan Carlos Escanciano
core
Advanced Science, EarlyView.The study provides an extreme example of insect adaptation to highly toxic defenses of host plants, and investigates the complex strategies to resist carcinogenic aristolochic acids, including physical isolation, metabolic detoxification, and DNA repair.
Yang Luan +20 more
wiley +1 more source
Estimation and Inference with Weak, Semi-strong, and Strong Identification [PDF]
This paper analyzes the properties of standard estimators, tests, and confidence sets (CS's) for parameters that are unidentified or weakly identified in some parts of the parameter space.
Donald W.K. Andrews, Xu Cheng
core
Rib‐Reinforced Ultralight and Ultra‐Strong Shell Lattices
Advanced Science, EarlyView.This study thoroughly reveals the relation between the curvature and stress direction of triply periodic minimal surface (TPMS) thin shell lattices and proposes a novel rib reinforcement design strategy to incorporate ribs along the line of asymptotes (LOA) and the line of principal curvatures (LOC) to enhance the strength of ultralight TPMS shell ...
Winston Wai Shing Ma +6 more
wiley +1 more source
Semi-parametric estimation of joint large movements of risky assets [PDF]
, 2008 The classical approach to modelling the occurrence of joint large movements of asset returns is to assume multivariate normality for the distribution of asset returns. This implies independence between large returns. However, it is now recognised by both
Dias, Alexandra
core
Efficient inference about the tail weight in multivariate Student $t$ distributions
, 2014 We propose a new testing procedure about the tail weight parameter of multivariate Student $t$ distributions by having recourse to the Le Cam methodology. Our test is asymptotically as efficient as the classical likelihood ratio test, but outperforms the
Ley, Christophe, Neven, Anouk
core +1 more source
Achieving Chemical Accuracy in Cyclodextrin Host–Guest Binding via Integrative Atomistic Modelling
Advanced Science, EarlyView.A generalizable computational framework is presented that overcomes long‐standing challenges in modelling cyclodextrin host‐guest binding by integrating host‐specific force‐field refinement, equilibrium enhanced sampling, nonequilibrium alchemical switching, convolution sampling of independent works, rigorous finite‐size corrections, and QM‐based ...
Xiaohui Wang +7 more
wiley +1 more source
New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model [PDF]
We develop some properties on the autocorrelation of the k-period returns for the general mean reversion (GMR) process in which the stationary component is not restricted to the AR(l) process but take the form of a general ARMA process.
Kin Lam +2 more
core