Results 201 to 210 of about 157,640 (328)

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni   +2 more
wiley   +1 more source

Non‐negative Gaussian estimation of variance components in random effects models

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract When used to estimate variance components (VCs), confidence intervals (CIs) can be truncated at zero, have a point estimate not in the quoted CI, be empty with positive probability, or be all‐inclusive. This is because they have conflicting dual roles, since they are considered to cover the parameter with a specified probability while also ...
André Plante, Michael Plante
wiley   +1 more source

A partial envelope approach for modelling multivariate spatial‐temporal data

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In the new era of big data, modelling multivariate spatial‐temporal data is a challenging task due to both the high dimensionality of the features and complex associations among the responses across different locations and time points.
Reisa Widjaja   +3 more
wiley   +1 more source

Environmental, Social, and Governance (ESG) Performance and Equity Misvaluation: The Moderating Role of Country‐Level Factors

open access: yesCorporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study explores how corporate environmental, social, and governance (ESG) performance affects equity misvaluation and how country‐level factors—national culture, environmental performance indicators, and world governance indicators (WGIs)—moderate the relationship between corporate ESG performance and misvaluation.
Xinyu Wang   +4 more
wiley   +1 more source

Comparing distribution of harbour porpoise using generalized additive models and hierarchical Bayesian models with integrated nested laplace approximation

open access: hybrid, 2022
Laura D. Williamson   +6 more
openalex   +1 more source

Using Bayesian hierarchical modeling for performance evaluation of clinical trial accrual for a cancer center. [PDF]

open access: yesContemp Clin Trials Commun
Shi X   +9 more
europepmc   +1 more source

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