Rate of Convergence of Predictive Distributions for Dependent Data [PDF]
This paper deals with empirical processes of the type Cn(B) = n^(1/2) {µn(B) - P(Xn+1 in B | X1, . . . ,Xn)} , where (Xn) is a sequence of random variables and µn = (1/n)SUM(i=1,..,n) d(Xi) the empirical measure.
Pietro Rigo +3 more
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Latent dependency classes according to the need for help: a population-based analysis for the older population. [PDF]
BMC Geriatr, 2022 Marroig A +4 more
europepmc +1 more source
Customisable IT tool for on-field assessments to support disaster management. [PDF]
Sci Rep, 2023 Grimaz S +4 more
europepmc +1 more source
Augoregressive Conditional Kurtosis [PDF]
This paper proposes a new model for autoregressive conditional heteroscedasticity and kurtosis. Via a time-varying degrees of freedom parameter, the conditional variance and conditional kurtosis are permitted to evolve separately. The model uses only the
Simon P. Burke +2 more
core
"Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets" [PDF]
This paper estimates univariate and multivariate conditional volatility and conditional correlation models of spot, forward and futures returns from three major benchmarks of international crude oil markets, namely Brent, WTI and Dubai, to aid in risk ...
Roengchai Tansuchat +2 more
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Preference orderings represented by coherent upper and lower conditional previsions
Theory and Decision, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +1 more source
Systems of Precision: Coherent Probabilities on Pre-Dynkin Systems and Coherent Previsions on Linear Subspaces. [PDF]
Entropy (Basel), 2023 Derr R, Williamson RC.
europepmc +1 more source
Structural Conditional Correlation [PDF]
A small strand of recent literature is occupied with identifying simultaneity in multiple equation systems through autoregressive conditional heteroscedasticity.
Weber, Enzo
core
Reversing conditional orderings [PDF]
, 2013 We analyze some specific aspects concerning conditional orderings and relations among them. To this purpose we define a suitable concept of reversed conditional ordering and prove some related results.
Fabio Spizzichino +3 more
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Deduction with uncertain conditionals (revised & simplified, with examples). [PDF]
Heliyon, 2021 Calabrese PG.
europepmc +1 more source