Results 81 to 90 of about 3,133 (170)

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

The Fréchet Derivative of an Analytic Function of a Bounded Operator with Some Applications

International Journal of Mathematics and Mathematical Sciences, 2009
The main result in this paper is the determination of the Fréchet derivative of an analytic function of a bounded operator, tangentially to the space of all bounded operators. Some applied problems from statistics and numerical analysis are included as a
D. S. Gilliam, T. Hohage, X. Ji, F. Ruymgaart   +3 more
doaj   +1 more source

Robust Bernoulli Mixture Models for Credit Portfolio Risk

Mathematical Finance, EarlyView.
ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley   +1 more source

On the range of the derivative of a smooth mapping between Banach spaces

Abstract and Applied Analysis, 2005
We survey recent results on the structure of the range of the derivative of a smooth mapping f between two Banach spaces X and Y. We recall some necessary conditions and some sufficient conditions on a subset A of ℒ(X,Y) for the existence of a Fréchet ...
Robert Deville
doaj   +1 more source

Nonparametric Cure Models Through Extreme‐Value Tail Estimation

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT In survival analysis, the estimation of the proportion of subjects who will never experience the event of interest, termed the cure rate, has received considerable attention recently. Its estimation can be a particularly difficult task when follow‐up is not sufficient, that is, when the censoring mechanism has a smaller support than the ...
Jan Beirlant, Martin Bladt, Ingrid Van Keilegom   +2 more
wiley   +1 more source

Constraints Optimal Control Problem For Quaternary Nonlinear Elliptic System

Academic Science Journal
This paper is concerned with the study of the constraints quaternary continuous classical optimal control vector problem (CQCCOCVP) with equality and inequality constraint (EINC) controlled by quaternary nonlinear elliptic partial differential equations
Jamil Al-Hawasy, Haider H. Diwan, Waffa F. Keidan   +2 more
doaj   +1 more source

On MAP Estimates and Source Conditions for Drift Identification in SDEs

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.
ABSTRACT We consider the inverse problem of identifying the drift in an stochastic differential equation (SDE) from n$n$ observations of its solution at M+1$M+1$ distinct time points. We derive a corresponding maximum a posteriori (MAP) estimate, we prove differentiability properties as well as a so‐called tangential cone condition for the forward ...
Daniel Tenbrinck, Nikolas Uesseler, Philipp Wacker, Benedikt Wirth   +3 more
wiley   +1 more source

Stability Results for an Age-Structured SIS Epidemic Model with Vector Population

Journal of Applied Mathematics, 2015
We formulate an age-structured SIS epidemic model with periodic parameters, which includes host population and vector population. The host population is described by two partial differential equations, and the vector population is described by a single ...
He-Long Liu, Jing-Yuan Yu, Guang-Tian Zhu   +2 more
doaj   +1 more source

Persisting Disadvantages: A Study of the Dynamics of Cumulative Deprivation

Review of Income and Wealth, Volume 72, Issue 2, May 2026.
ABSTRACT Identifying populations at risk of deprivation is crucial for effective policy design. Yet, much existing research focuses on single aspects, such as income or material deprivation, and often abstracts from deprivation dynamics. This study addresses this gap by analyzing the dynamics and socio‐economic gradient of cumulative deprivation using ...
Santiago Budría, César García‐Gómez   +1 more
wiley   +1 more source