Results 31 to 40 of about 6,838,637 (208)

On Spatial Point Processes With Composition‐Valued Marks

open access: yesInternational Statistical Review, EarlyView.
Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt   +2 more
wiley   +1 more source

A note on generalised information criteria for structured sparse models

open access: yesInternational Statistical Review, EarlyView.
Summary We propose a generalised information criteria ( gic) that accounts for sparsity pattern in the model. We obtain both asymptotic and nonasymptotic results for model selection. Moreover, we show that the gic is useful for selecting the regularisation parameter in regularised m$$ m $$ estimation in high‐dimensional scenarios.
Eduardo Fonseca Mendes   +1 more
wiley   +1 more source

On the set of orbits for a Borel subgroup

open access: yesCommentarii Mathematici Helvetici, 1995
Let \(X = G/H\) be a homogeneous variety for a connected complex reductive group \(G\) and let \(B\) be a Borel subgroup of \(G\). In many situations, it is necessary to study the \(B\)-orbits in \(X\). An equivalent setting of this problem is to analyze \(H\)-orbits in the flag variety \(G/B\).
openaire   +1 more source

Intermittent hypoxia increases lipid insulin resistance in healthy humans: A randomized crossover trial

open access: yesJournal of Sleep Research, Volume 34, Issue 2, April 2025.
This scheme illustrates the main results of the present study showing an increase in circulating free fatty acids (FFA) that are likely to be related to several mechanisms like decrease in FFA insulin sensitivity and increase in FFA production. Significant changes are labelled in white, and non‐significant or hypothesis are labelled in pale green ...
Anne Briançon‐Marjollet   +8 more
wiley   +1 more source

Invariant ideals and Borel sets [PDF]

open access: yesProceedings of the American Mathematical Society, 1986
We investigate the size of the algebra B ( I )
openaire   +1 more source

Functional Vašiček Model

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka   +4 more
wiley   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Baire Functions, Borel Sets, and Ordinary Function Systems

open access: yes, 1974
Ifis a family of real-valued functions defined on a set X, then there is a smallest family, B(qt), of real-valued functions defined on X which contains ~ and which is closed under the process of taking pointwise limits of sequences from B(~). This family
R. Mauldin
semanticscholar   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Marchenko–Pastur Laws for Daniell Smoothed Periodograms

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley   +1 more source

Home - About - Disclaimer - Privacy