Results 11 to 20 of about 73,585 (174)
Environmental and Resource Economics, 2022 The reduction of greenhouse gas emissions is the key action to limit global warming. An important source of greenhouse gas emissions and pollution is the inefficiency of production processes.
J. Krüger, Moritz Tarach
semanticscholar +1 more source
Estimation of reference intervals from small samples: an example using canine plasma creatinine [PDF]
, 2009 Background: According to international recommendations, reference intervals should be determined from at least 120 reference individuals, which often are impossible to achieve in veterinary clinical pathology, especially for wild animals.
Braun, Jean-Pierre +3 more
core +1 more source
Nonparametric asymptotic confidence intervals for extreme quantiles
Scandinavian Journal of Statistics, 2022 In this paper, we propose new asymptotic confidence intervals for extreme quantiles, that is, for quantiles located outside the range of the available data. We restrict ourselves to the situation where the underlying distribution is heavy‐tailed.
L. Gardes, Samuel Maistre
semanticscholar +1 more source
Measuring the risk of a nonlinear portfolio with fat tailed risk factors through probability conserving transformation [PDF]
, 2014 This paper presents a new heuristic for fast approximation of VaR (Value-at-Risk) and CVaR (conditional Value-at-Risk) for financial portfolios, where the net worth of a portfolio is a non-linear function of possibly non-Gaussian risk factors.
Bustreo, R, Date, P
core +1 more source
Quantifying dependencies for sensitivity analysis with multivariate input sample data [PDF]
, 2018 We present a novel method for quantifying dependencies in multivariate datasets, based on estimating the R\'{e}nyi entropy by minimum spanning trees (MSTs). The length of the MSTs can be used to order pairs of variables from strongly to weakly dependent,
Crommelin, D. T., Eggels, A. W.
core +6 more sources
Bayesian Nonparametric Calibration and Combination of Predictive Distributions [PDF]
, 2015 We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights. Building on the work
Bassetti, Federico +2 more
core +4 more sources
An adaptation theory for nonparametric confidence intervals [PDF]
Annals of Statistics 2004, Vol. 32, No. 5, 1805-1840, 2005 A nonparametric adaptation theory is developed for the construction of confidence intervals for linear functionals. A between class modulus of continuity captures the expected length of adaptive confidence intervals. Sharp lower bounds are given for the expected length and an ordered modulus of continuity is used to construct adaptive confidence ...
arxiv +1 more source
Coverage Properties of Empirical Bayes Intervals [PDF]
arXiv, 2022 This note is an invited discussion of the article "Confidence Intervals for Nonparametric Empirical Bayes Analysis" by Ignatiadis and Wager. In this discussion, I review some goals of empirical Bayes data analysis and the contribution of Ignatiadis and Wager.
arxiv
Quantifying statistical uncertainty in the attribution of human influence on severe weather [PDF]
, 2018 Event attribution in the context of climate change seeks to understand the role of anthropogenic greenhouse gas emissions on extreme weather events, either specific events or classes of events.
Paciorek, Christopher J. +2 more
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Confidence Intervals for Randomized Quasi-Monte Carlo Estimators
Online World Conference on Soft Computing in Industrial Applications, 2023 Randomized Quasi-Monte Carlo (RQMC) methods provide unbiased estimators whose variance often converges at a faster rate than standard Monte Carlo as a function of the sample size.
P. L'Ecuyer +3 more
semanticscholar +1 more source