Results 141 to 150 of about 341,037 (316)

A Dependent Bivariate Burr XII Inverse Weibull Model: Application to Diabetic Retinopathy and Dependent Competing Risks Data

Mathematics
This paper introduces a novel bivariate distribution, referred to as the Bivariate Burr XII Inverse Weibull (BBXII-IW) distribution, constructed via the Marshall–Olkin approach from the univariate Burr XII Inverse Weibull (BXII-IW) distribution.
Ammar M. Sarhan, Ahlam H. Tolba, Dina A. Ramadan, Thamer Manshi   +3 more
doaj   +1 more source

When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley   +1 more source

Generalized bivariate Kummer-beta distribution with marginals defined on the unit interval.

PLoS ONE
In this paper, a generalized bivariate Kummer-beta distribution is proposed. The name derives from the fact that its particular cases include univariate Kummer-beta distributions.
Sina Shabgard, Anis Iranmanesh, Najmeh Nakhaei Rad, Daya K Nagar, Saralees Nadarajah   +4 more
doaj   +1 more source

Goodness-of-Fit Test for the Bivariate Negative Binomial Distribution

Axioms
When modeling real-world data, we face the challenge of determining which probability distribution best represents the data. To address this intricate problem, we rely on goodness-of-fit tests.
Francisco Novoa-Muñoz, Juan Pablo Aguirre-González   +1 more
doaj   +1 more source

The bivariate distribution of amyloid-β and tau: relationship with established neurocognitive clinical syndromes. [PDF]

Brain, 2019
Jack CR, Wiste HJ, Botha H, Weigand SD, Therneau TM, Knopman DS, Graff-Radford J, Jones DT, Ferman TJ, Boeve BF, Kantarci K, Lowe VJ, Vemuri P, Mielke MM, Fields JA, Machulda MM, Schwarz CG, Senjem ML, Gunter JL, Petersen RC.   +19 more
europepmc   +1 more source

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

Journal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source

A Bivariate Weibull Distribution and its Applications in Reliability

Revstat Statistical Journal
In this article, the bivariate exponential distribution proposed by Downton (“Bivariate exponential distributions in reliability theory”, Journal of the Royal Statistical Society Series B, 1970) is extended to a bivariate Weibull distribution, and it is
Katherine Davies, Debanjan Mitra, William Volterman   +2 more
doaj  

On a Class of Bivariate Mixed Sarmanov Distributions

, 2018
Raluca Vernic
openalex   +1 more source

Bivariate Simplex Distribution

This article proposes a bivariate Simplex distribution for modeling continuous outcomes constrained to the interval $(0,1)$, which can represent proportions, rates, or indices. We derive analytical expressions to calculate the dependence between the variables and examine its relationship with the association parameter.
Amaral, Emerson, Vieira, Lucas S., Fabio, Lizandra C., Barros, Vanessa, Carrasco, Jalmar M. F.   +4 more
openaire   +2 more sources

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source