Results 51 to 60 of about 15,156 (142)
On Spatial Point Processes With Composition‐Valued Marks
Summary Methods for marked spatial point processes with scalar marks have seen extensive development in recent years. While the impressive progress in data collection and storage capacities has yielded an immense increase in spatial point process data with highly challenging non‐scalar marks, methods for their analysis are not equally well developed ...
Matthias Eckardt +2 more
wiley +1 more source
Testing for Unspecified Periodicities in Binary Time Series
ABSTRACT Given random variables Y1,…,Yn$$ {Y}_1,\dots, {Y}_n $$ with Yi∈{0,1}$$ {Y}_i\in \left\{0,1\right\} $$ we test the hypothesis whether the underlying success probabilities pi$$ {p}_i $$ are constant or whether they are periodic with an unspecified period length of r≥2$$ r\ge 2 $$.
Finn Schmidtke, Mathias Vetter
wiley +1 more source
Tackling nonlinear price impact with linear strategies
Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
Aggregation and the Structure of Value
ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley +1 more source
Purpose Provide the theoretical foundation and the first practical demonstration of spatiotemporal encoding (SPEN) using additional nonlinear gradient hardware. Methods The quadratic phase profile can be generated either by a chirped‐RF pulse combined with a constant gradient or, directly, by a quadratic gradient pulse.
Andreas Holl +8 more
wiley +1 more source
On the Foundational Arguments of Sufficient Dimension Reduction
Contemporary Sufficient Dimension Reduction, a versatile method for extracting material information from data, can serve as a preprocessor for classical modeling and inference, or as a standalone theory that leads directly to statistical inference. ABSTRACT Sufficient dimension reduction (SDR) refers to supervised methods of dimension reduction that ...
R. Dennis Cook
wiley +1 more source
Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions
ABSTRACT A new feasible generalized least squares estimator is proposed. Our estimator incorporates (1) the inverse autocovariance matrix of multidimensional errors, and (2) second‐order bias corrections. The resulting estimator has the intuitive interpretation of applying a weighted least squares objective function to filtered data series.
Yicong Lin, Hanno Reuvers
wiley +1 more source
An extended definition of Anosov representation for relatively hyperbolic groups
Abstract We define a new family of discrete representations of relatively hyperbolic groups which unifies many existing definitions and examples of geometrically finite behavior in higher rank. The definition includes the relative Anosov representations defined by Kapovich–Leeb and Zhu, and Zhu–Zimmer, as well as holonomy representations of various ...
Theodore Weisman
wiley +1 more source
Degree theory for 4‐dimensional asymptotically conical gradient expanding solitons
Abstract We develop a new degree theory for 4‐dimensional, asymptotically conical gradient expanding solitons. Our theory implies the existence of gradient expanding solitons that are asymptotic to any given cone over S3$S^3$ with non‐negative scalar curvature. We also obtain a similar existence result for cones whose link is diffeomorphic to S3/Γ$S^3/\
Richard H. Bamler, Eric Chen
wiley +1 more source
ABSTRACT The main objective of dose finding trials is to find an optimal dose amongst a candidate set for further research. The trial design in oncology proceeds in stages with a decision as to how to treat the next group of patients made at every stage until a final sample size is reached or the trial stopped early.
Andrew Hall +3 more
wiley +1 more source

