Journal of Economic Surveys, EarlyView.ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar +4 more
wiley +1 more source
On Sampling-Times-Independent Identification of Relaxation Time and Frequency Spectra Models of Viscoelastic Materials Using Stress Relaxation Experiment Data. [PDF]
Materials (Basel)Stankiewicz A +2 more
europepmc +1 more source
Dynamic Transitions for Fast Joint Acquisition and Reconstruction of CEST- Rex$$ {R}_{ex} $$ and T1$$ {T}_1 $$. [PDF]
Magn Reson MedABSTRACT Purpose This work proposes a method for the simultaneous estimation of the exchange‐dependent relaxation rate Rex$$ {R}_{ex} $$ and the longitudinal relaxation time T1$$ {T}_1 $$ from a single acquisition. Methods A novel acquisition scheme was developed that combines CEST saturation with an inversion pulse and a Look‐Locker readout to capture
Huemer M +6 more
europepmc +2 more sources
A polynomial generalized Gauss sum.
Journal für die reine und angewandte Mathematik (Crelles Journal), 1966 openaire +1 more source
Nonparametric Detection of a Time‐Varying Mean
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley +1 more source
A Survey of Lattice-Based Physical-Layer Security for Wireless Systems with <i>p</i>-Modular Lattice Constructions. [PDF]
Entropy (Basel)Khodaiemehr H +5 more
europepmc +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
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
A geophysical investigation of the Roter Kamm impact crater, Namibia
Meteoritics &Planetary Science, EarlyView.Abstract The Roter Kamm impact crater is located in the southern Namib Desert. The crater has a diameter of 2.5 km and belongs to the category of simple, bowl‐shaped impact craters, with an elevated rim of fractured target rock. The crater's interior is completely buried beneath sediments, preventing extensive surface investigations of the bedrock ...
Hannah Nienhaus +6 more
wiley +1 more source
Matrix Quantum Mechanics and Entanglement Entropy: A Review. [PDF]
Entropy (Basel)Fliss JR, Frenkel A.
europepmc +1 more source