Results 41 to 50 of about 1,132,913 (160)
Bootstrap Tests for Nonlinear Simplex Models
ABSTRACT We provide important contributions regarding hypothesis tests on the class of nonlinear simplex regression models. The performance of traditional asymptotic tests based on the maximum likelihood estimation (MLE) tends to exhibit considerable size distortions in finite samples.
Patrícia L. Espinheira +2 more
wiley +1 more source
Stable Price Dispersion under Heterogeneous Buyer Consideration
ABSTRACT We study the pricing of homogeneous products sold to customers who consider different sets of suppliers. We identify prices that are stable in the sense that no firm wishes to undercut a rival or to raise its price when rivals are able to respond by offering special deals.
David P. Myatt, David Ronayne
wiley +1 more source
Neural network field theories: non-Gaussianity, actions, and locality
Both the path integral measure in field theory (FT) and ensembles of neural networks (NN) describe distributions over functions. When the central limit theorem can be applied in the infinite-width (infinite- N ) limit, the ensemble of networks ...
Mehmet Demirtas +4 more
doaj +1 more source
Threshold-Dependent Dominance in Tail Risk Approximation
Regulatory risk measurement under Basel III’s Fundamental Review of the Trading Book places Expected Shortfall (ES) at the center of market risk capital, yet the fourth-order Edgeworth expansion, still widely used for Value-at-Risk (VaR) and ES ...
Terence D. Agbeyegbe
doaj +1 more source
Abstract This article contributes empirical and conceptual insights to emerging debates on the regulation of short‐term rentals (STRs) by delving into the socio‐legal foundations of this housing market segment. Drawing on a qualitative study conducted between September 2022 and June 2023 focused on the governance of for‐profit temporary housing (i.e ...
Ifigeneia Dimitrakou
wiley +1 more source
Rearranging Edgeworth-Cornish-Fisher expansions [PDF]
This paper applies a regularization procedure called increasing rearrangement to monotonize Edgeworth and Cornish-Fisher expansions and any other related approximations of distribution and quantile functions of sample statistics.
Alfred Galichon +2 more
core
The article proposes a digital twin‐driven probabilistic power flow framework that dynamically updates the probability distribution model parameters for wind, solar and load based on real‐time data. It combines the semi‐invariant method and Gram–Charlier series expansion to dynamically update the probability distribution of node voltages. ABSTRACT With
Ping Zhang +5 more
wiley +1 more source
Includes geologic timetable and Edgeworth David's handwritten pencil annotations.; Ms. geological map of New South Wales by Edgeworth David.; Preliminary ms.
David, T. W. Edgeworth (Tannatt William Edgeworth), Sir, 1858-1934.
core
Endogenous Timing of Moves in Bertrand-Edgeworth Triopolies [PDF]
We determine the endogenous order of moves in which the firms set their prices in the framework of a capacity-constrained Bertrand-Edgeworth triopoly. A three-period timing game that determines the period in which the firms announce their prices precedes
Tasnádi, Attila
core +2 more sources
We propose a novel centrality definition-independent method for analyzing higher-order cumulants, specifically addressing the challenge of volume fluctuations that dominate in low-energy heavy-ion collisions.
Zhaohui Wang, Xiaofeng Luo
doaj +1 more source

