Results 251 to 260 of about 590,832 (344)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

A new fixed point theorem in cone b-metric spaces

openalex   +1 more source

Suzuki type common fixed point theorem in complete metric space and partial metric space

, 2015
Binayak S. Choudhury, Chaitali Bandyopadhyay   +1 more
openalex   +2 more sources

New fixed points of mixed monotone operators with applications to nonlinear integral equations. [PDF]

PLoS One
Xu S, Han Y, Lin S, Zhou G.
europepmc   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

Hybrid Cramér-Rao Bound for Quantum Bayes Point Estimation with Nuisance Parameters. [PDF]

Entropy (Basel)
Zhang J, Suzuki J.
europepmc   +1 more source

T‐calibration in semi‐parametric models

Canadian Journal of Statistics, EarlyView.
Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley   +1 more source

Correlations in Uniform Spanning Trees: a Fermionic Approach. [PDF]

J Stat Phys
Rapoport A.
europepmc   +1 more source