Results 191 to 200 of about 544,609 (291)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne   +2 more
wiley   +1 more source

Asymptotic properties of cross‐classified sampling designs

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

PEK14: A Kinesin‐4 Necessary for Male‐Derived Fertility in Arabidopsis thaliana

open access: yesCytoskeleton, EarlyView.
ABSTRACT Of the 61 kinesins annotated in Arabidopsis thaliana, many are still without assigned function. Here, we have screened an insertional mutant library of Arabidopsis pollen‐expressed kinesins for fertility defects. Insertional mutants for three kinesins showed a significant reduction in seed set.
Isabella N. Mendes   +6 more
wiley   +1 more source

Modeling Heuristically Operating Minds with Meta-heuristic Optimization Methods

open access: yesThe Proceedings of the Annual Convention of the Japanese Psychological Association, 2008
openaire   +1 more source

Unlocking Antlers? An Evaluation of an Environmental Mediation Process in Scotland Based on Direct Observation

open access: yesConflict Resolution Quarterly, EarlyView.
ABSTRACT Environmental conflicts are increasing as is interest in ways they can be managed. However, evaluations of Environmental Conflict Resolution (ECR) processes based on direct observation remain scarce, despite ECR existing for over half a century.
Callum Leavey‐Wilson   +2 more
wiley   +1 more source

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