Results 21 to 30 of about 2,103,088 (288)

Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach

Journal of Applied Mathematics, 2020
A Value-at-Risk (VaR) forecast may be calculated for the case of a random loss alone and/or of a random loss that depends on another random loss. In both cases, the VaR forecast is obtained by employing its (conditional) probability distribution of loss ...
Khreshna Syuhada, Risti Nur’aini, Mahfudhotin   +2 more
doaj   +1 more source

Continuous dependence results for set-valued measure differential problems

Electronic Journal of Qualitative Theory of Differential Equations, 2015
We discuss existence and continuous dependence properties of solutions set of measure differential inclusions \begin{equation}\label{(1)} \begin{split} dx(t)& \in G(t, x(t)) d\mu(t),\\ x(0)& = x_0. \end{split} \end{equation} where $G \colon [0,1] \times \
Bianca Satco
doaj   +1 more source

Testing Nonlinearity with Rényi and Tsallis Mutual Information with an Application in the EKC Hypothesis

Entropy, 2022
The nature of dependence between random variables has always been the subject of many statistical problems for over a century. Yet today, there is a great deal of research on this topic, especially focusing on the analysis of nonlinearity. Shannon mutual
Elif Tuna, Atıf Evren, Erhan Ustaoğlu, Büşra Şahin, Zehra Zeynep Şahinbaşoğlu   +4 more
doaj   +1 more source

Thermal photons as a measure for the rapidity dependence of the temperature [PDF]

, 1995
The rapidity distribution of thermal photons produced in Pb+Pb collisions at CERN-SPS energies is calculated within scaling and three-fluid hydrodynamics. It is shown that these scenarios lead to very different rapidity spectra.
A. Dumitru, A. Dumitru, A. Dumitru, A. Keitz von, A. Rosenhauer, A.A. Amsden, B. M�ller, B. Sinha, C. Song, D. H. Rischke, D. R�hrich, D.H. Youngblood, E.V. Shuryak, G. Baym, H. Gersdorff von, H. St�cker, H.W. Barz, H.W. Barz, I.N. Mishustin, J. A. Maruhn, J. Alam, J. Kapusta, J. Kapusta, J.A. Maruhn, J.D. Bjorken, K. Kajantie, L. McLerran, L. McLerran, L. Xiong, M. Creutz, M. Hofmann, M.H. Thoma, M.M. Sharma, N. Arbex, P.V. Ruuskanen, R. Vogt, R.B. Clare, R.C. Hwa, S. Sarkar, U. Katscher, U. Katscher, W. Greiner, W. Scheid   +42 more
core   +2 more sources

A Copula Entropy Approach to Dependence Measurement for Multiple Degradation Processes

Entropy, 2019
Degradation analysis has been widely used in reliability modeling problems of complex systems. A system with complex structure and various functions may have multiple degradation features, and any of them may be a cause of product failure.
Fuqiang Sun, Wendi Zhang, Ning Wang, Wei Zhang   +3 more
doaj   +1 more source

Assessing numerical dependence in gene expression summaries with the jackknife expression difference. [PDF]

PLoS ONE, 2012
Statistical methods to test for differential expression traditionally assume that each gene's expression summaries are independent across arrays. When certain preprocessing methods are used to obtain those summaries, this assumption is not necessarily ...
John R Stevens, Gabriel Nicholas
doaj   +1 more source

Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation

Journal of Statistical Software, 2014
Quantifying non-linear dependence structures between two random variables is a challenging task. There exist several bona-fide dependence measures able to capture the strength of the non-linear association, but they typically give little information ...
Geir Drage Berentsen, Tore Selland Kleppe, Dag Bjarne Tjøstheim   +2 more
doaj   +1 more source

Do Resource-Rich Provinces Perform Lower Democratization Progress? Estimating Oil Impact on Democracy Indicators in Indonesia

Jurnal Ekonomi & Studi Pembangunan, 2021
This study examined whether oil dependence affected democracy quality by referring to provincial-level data in Indonesia. While physical quantity production was used to measure oil dependence, democracy was measured based on the Indonesian Democracy ...
Rian Hilmawan
doaj   +1 more source

Measurement dependent locality

New Journal of Physics, 2016
New Journal of Physics ...
Pütz, Gilles, Gisin, Nicolas
openaire   +5 more sources

Measure dependence of 2D simplicial quantum gravity

, 1995
We study pure 2D Euclidean quantum gravity with $R^2$ interaction on spherical lattices, employing Regge's formulation. We attempt to measure the string susceptibility exponent $\gamma_{\rm str}$ by using a finite-size scaling Ansatz in the expectation ...
Bock, Cheeger, Christian Holm, David, David, Distler, Gross, Holm, Kazakov, Knizhnik, Nishimura, Regge, Wolfhard Janke   +12 more
core   +1 more source