Results 11 to 20 of about 36,020 (306)
Kernel regression utilizing heterogeneous datasets
Statistical Theory and Related Fields, 2023 Data analysis in modern scientific research and practice has shifted from analysing a single dataset to coupling several datasets. We propose and study a kernel regression method that can handle the challenge of heterogeneous populations.
Chi-Shian Dai, Jun Shao
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Conditional Tail Expectation and Premium Calculation under Asymmetric Loss
Axioms, 2023 In this paper, we calculate premiums that are based on the Conditional Tail Expectation (CTE) and asymmetric loss functions to account for the risk of both underestimation and overestimation losses.
Enrique Calderín-Ojeda +2 more
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Further characterization based on conditional expectations: new and extended findings
Journal of Taibah University for Science, 2023 On the basis of conditional expectation of a random variable function, we present few characterization findings in this study. For a given function g, [Formula: see text], we present necessary and sufficient conditions for characterization results in ...
Ali. A. Al-Shomrani
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A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2020 This paper derives a simple closed-form formula for the n th conditional moment of the Ornstein-Uhlenbeck (O-U) process, for any positive integer n. The system of recursive ordinary differential equations (ODEs) associated with the n th conditional ...
Kittisak Chumpong +2 more
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Mathematics, 2020 We jointly model amount of expenditure for outpatient visits and number of outpatient visits by considering both dependence and simultaneity by proposing a bivariate structural model that describes both variables, specified in terms of their conditional ...
Emilio Gómez-Déniz +1 more
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Conditional expected utility [PDF]
Theory and Decision, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Generalized Conditional Expectations [PDF]
Proceedings of the American Mathematical Society, 1995 Main result: Let \((\Omega,\Sigma,\mu)\) stand for some measure space and \(\mathcal A\) for some sub-\(\sigma\)-algebra of \(\Sigma\) satisfying \(\mu(B)=\sup\{\mu(B\cap A_0): A_0\in {\mathcal A}, \mu(A_0)
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Symmetry Constrained Decoherence of Conditional Expectation Values
Universe, 2019 Conditional expectation values of quantum mechanical observables reflect unique non-classical correlations, and are generally sensitive to decoherence. We consider the circumstances under which such sensitivity to decoherence is removed, namely, when the
M. Hamed Mohammady, Alessandro Romito
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Conditional Evaluations of Sums of Sample Maxima and Records
Revstat Statistical Journal, 2023 We consider sequences of independent and identically absolutely continuously distributed random variables assuming that they have finite expectation and variance.
Tomasz Rychlik , Magdalena Szymkowiak
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Conditional Expectations for Unbounded Operator Algebras
International Journal of Mathematics and Mathematical Sciences, 2007 Two conditional expectations in unbounded operator algebras (O∗-algebras) are discussed. One is a vector conditional expectation defined by a linear map of an O∗-algebra into the Hilbert space on which the O∗-algebra acts.
Atsushi Inoue +2 more
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