Results 21 to 30 of about 2,902,077 (302)

CONDITIONAL DENSITY MODELS FOR ASSET PRICING [PDF]

International Journal of Theoretical and Applied Finance, 2010
We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the price process is driven by Brownian motion, an associated "master equation" for the dynamics of the conditional ...
Filipovic, Damir, Hughston, L. P., Macrina, Andrea   +2 more
openaire   +7 more sources

A local density condition for triangles

Discrete Mathematics, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Paul Erdös, Ralph J. Faudree, Cecil C. Rousseau, Richard H. Schelp   +3 more
openaire   +2 more sources

ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES [PDF]

Econometric Theory, 2016
We consider a nonparametric Bayesian model for conditional densities. The model is a finite mixture of normal distributions with covariate dependent multinomial logit mixing probabilities. A prior for the number of mixture components is specified on positive integers. The marginal distribution of covariates is not modeled.
Norets, Andriy, Pati, Debdeep
openaire   +2 more sources

Characterizations of multinomial distributions based on conditional distributions

International Journal of Mathematics and Mathematical Sciences, 1996
Several characterizations of the joint multinomial distribution of two discrete random vectors are derived assuming conditional multinomial distributions.
Khoan T. Dinh, Truc T. Nguyen, Yining Wang   +2 more
doaj   +1 more source

Strong Uniform Consistency Rates of Conditional Density Estimation in the Single Functional Index Model for Functional Data Under Random Censorship

Revstat Statistical Journal, 2022
The main objective of this paper is to investigate the estimation of conditional density function based on the single-index model in the censorship model when the sample is considered as an independent and identically distributed (i.i.d.) random ...
Nadia Kadiri , Mustapha Meghnafi , Abbes Rabhi   +2 more
doaj   +1 more source

Fast conditional density estimation for quantitative structure-activity relationships [PDF]

, 2010
Many methods for quantitative structure-activity relationships (QSARs) deliver point estimates only, without quantifying the uncertainty inherent in the prediction.
Buchwald, Fabian, Kramer, Stefan, Girschick, Tobias, Frank, Eibe   +3 more
core   +1 more source

Investigation the Joint Probabilistic Behavior of River Flow Discharge-Suspended Sediment Load in Nazlochai Basin, Urmia [PDF]

Water Harvesting Research
Accurately determining the relationship between river flow discharge and suspended sediment load in watersheds is challenging due to the influence of natural and human-induced variables on river estimations.
Soraya Tavasoli, Keivan Khalili, Mohammad Nazeri Tahroudi   +2 more
doaj   +1 more source

Estimating the Conditional Density in Scalar-On-Function Regression Structure: k-N-N Local Linear Approach

Mathematics, 2022
In this study, the problem of conditional density estimation of a scalar response variable, given a functional covariable, is considered. A new estimator is proposed by combining the k-nearest neighbors (k-N-N) procedure with the local linear approach ...
Ibrahim M. Almanjahie, Zoulikha Kaid, Ali Laksaci, Mustapha Rachdi   +3 more
doaj   +1 more source

Kernel Conditional Density Operators

CoRR, 2019
We introduce a novel conditional density estimation model termed the conditional density operator (CDO). It naturally captures multivariate, multimodal output densities and shows performance that is competitive with recent neural conditional density models and Gaussian processes.
Schuster, I., Mollenhauer, M., Klus, S., Muandet, K.   +3 more
openaire   +4 more sources

Improved parameter estimators for the flexible extended skew-t model with extensive simulations, applications and volatility modeling

Scientific African, 2023
This study introduces a new conditional innovation density called the generalized odd generalized exponentiated skew-t (GOGEST) distribution for the generalized autoregressive conditional heteroscedasticity (GARCH) volatility models.
O.D. Adubisi, A. Abdulkadir, D.J. Adashu
doaj   +1 more source