Results 1 to 10 of about 214,513 (262)

On the conditional distribution of a multivariate Normal given a transformation – the linear case [PDF]

open access: yesHeliyon, 2019
We show that the orthogonal projection operator onto the range of the adjoint T⁎ of a linear operator T can be represented as UT, where U is an invertible linear operator. Given a Normal random vector Y and a linear operator T, we use this representation
Rajeshwari Majumdar, Suman Majumdar
doaj   +2 more sources

Conditional Inference in Small Sample Scenarios Using a Resampling Approach

open access: yesStats, 2021
This paper discusses a non-parametric resampling technique in the context of multidimensional or multiparameter hypothesis testing of assumptions of the Rasch model.
Clemens Draxler, Andreas Kurz
doaj   +1 more source

A Systematic Review of INGARCH Models for Integer-Valued Time Series

open access: yesEntropy, 2023
Count time series are widely available in fields such as epidemiology, finance, meteorology, and sports, and thus there is a growing demand for both methodological and application-oriented research on such data.
Mengya Liu   +3 more
doaj   +1 more source

Stock Price Volatility Estimation Using Regime Switching Technique-Empirical Study on the Indian Stock Market

open access: yesMathematics, 2021
Volatility is the degree of variation in the stock price over time. The stock price is volatile due to many factors, such as demand, supply, economic policy, and company earnings. Investing in a volatile market is riskier for stock traders.
Nagaraj Naik, Biju R. Mohan
doaj   +1 more source

Uniform Consistency for Functional Conditional U-Statistics Using Delta-Sequences

open access: yesMathematics, 2022
U-statistics are a fundamental class of statistics derived from modeling quantities of interest characterized by responses from multiple subjects. U-statistics make generalizations the empirical mean of a random variable X to the sum of all k-tuples of X
Salim Bouzebda, Amel Nezzal, Tarek Zari
doaj   +1 more source

How to use χ2 test correctly——the analysis of common odds ratio for the data of a multiway table and the implementation of SAS software

open access: yesSichuan jingshen weisheng, 2021
The purpose of this article was to introduce the odds ratio analysis method of g×2×2 table data and the calculation method based on SAS software. The contents included the following aspects: firstly, the homogeneity test of the odds ratio of the data in ...
Hu Chunyan, Hu Liangping
doaj   +1 more source

CoSinGAN: Learning COVID-19 Infection Segmentation from a Single Radiological Image

open access: yesDiagnostics, 2020
Computed tomography (CT) images are currently being adopted as the visual evidence for COVID-19 diagnosis in clinical practice. Automated detection of COVID-19 infection from CT images based on deep models is important for faster examination ...
Pengyi Zhang   +4 more
doaj   +1 more source

Explaining predictive models using Shapley values and non-parametric vine copulas

open access: yesDependence Modeling, 2021
In this paper the goal is to explain predictions from complex machine learning models. One method that has become very popular during the last few years is Shapley values.
Aas Kjersti   +3 more
doaj   +1 more source

Оценки скорости сходимости в предельных теоремах о переходных явлениях для ветвящихся случайных процессов

open access: yesVestnik KRAUNC: Fiziko-Matematičeskie Nauki, 2021
В данной работе рассматриваются ветвящиеся случайные процессы с дискретным временем в двух предположениях: в начальный момент времени имеется одна частица или в начальный момент времени существует большое число частиц.
Жураев, Ш.Ю., Алиев, А.Ф.
doaj   +1 more source

A Non-parametric Method for Calculating Conditional Stressed Value at Risk

open access: yesСтатистика и экономика, 2017
We consider the Value at Risk (VaR) of a portfolio under stressed conditions. In practice, the stressed VaR (sVaR) is commonly calculated using the data set that includes the stressed period.
Kohei Marumo
doaj   +3 more sources

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