Results 231 to 240 of about 343,821 (333)

An observation‐driven state‐space model for claims size modelling

Canadian Journal of Statistics, EarlyView.
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn, Himchan Jeong, Mario V. Wüthrich   +2 more
wiley   +1 more source

On equivalence of algebraic and finite element formulations of prestressed bar structures. [PDF]

Sci Rep
Pełczyński J.
europepmc   +1 more source

Generalized Sierpinski functions, fragmentable compact spaces and differentiability of convex functions (Nonlinear Analysis and Convex Analysis)

, 2002
稔 松田
openalex   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

Canadian Journal of Statistics, EarlyView.
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley   +1 more source

Creating a novel algorithm for studying the strong convergence to a sequence with applications. [PDF]

PLoS One
Hammad HA, Dafaalla ME, Abdalla MEM.
europepmc   +1 more source

Bayesian clustering of multivariate extremes

Canadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Bounds on the Excess Minimum Risk via Generalized Information Divergence Measures. [PDF]

Entropy (Basel)
Omanwar A, Alajaji F, Linder T.
europepmc   +1 more source

Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs

Communications on Pure and Applied Mathematics, EarlyView.
Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley   +1 more source

Experimental and constitutive modeling investigations on marble in Jinping Underground Laboratory

Deep Underground Science and Engineering, EarlyView.
The objective of this study is to reveal the underlying mechanisms behind the brittle‐ductile transition of the marble through a combination of experimental research and constitutive modeling. A series of triaxial compression and triaxial cyclic loading tests are conducted.
Susheng Wang, Qiang Zhang, Hao Luo, Zhinan Lin   +3 more
wiley   +1 more source

Gradient regularity for widely degenerate elliptic partial differential equations. [PDF]

SN Partial Differ Equ Appl
Strunk M.
europepmc   +1 more source