Results 221 to 230 of about 164,472 (335)

Distributional and Tail‐Dependent Perspectives in Economic Relationships: A Review of Quantile Regression Application

open access: yesJournal 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

Nonparametric Detection of a Time‐Varying Mean

open access: yesJournal 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

Robust Bernoulli Mixture Models for Credit Portfolio Risk

open access: yesMathematical 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

A geophysical investigation of the Roter Kamm impact crater, Namibia

open access: yesMeteoritics &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

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