Results 31 to 40 of about 87 (78)
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Reliability evaluation is critical in fields such as psychology and medicine to ensure accurate diagnosis and effective treatment management. When participants are evaluated by the same raters, a two‐way ANOVA model is suitable to model the data, with the intraclass correlation coefficient (ICC) serving as the reliability metric.
Dipro Mondal +3 more
wiley +1 more source
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Hidden Markov diagnostic classification models capture how students' cognitive attributes evolve over time. This paper introduces a Bayesian Markov chain Monte Carlo algorithm for diagnostic classification models that jointly estimates time‐varying Q matrices, latent attributes, item parameters, attribute class proportions and transition ...
Chen‐Wei Liu
wiley +1 more source
Is free trade good for renewable resources? Brander and Taylor redux
Canadian Journal of Economics/Revue canadienne d'économique, EarlyView.Abstract This paper generalizes the original Brander and Taylor model of open‐access renewable resource use and trade to address three common critiques. First, I introduce heterogeneity across agents in harvesting productivity to smooth out the model's extreme specialization patterns while maintaining its Ricardian structure and tractability. Second, I
M. Scott Taylor
wiley +1 more source
Rational Expectations Fools' Bubbles
International Economic Review, EarlyView.ABSTRACT We develop a rational, Walrasian model of speculative bubbles inspired by the Kindleberger–Minsky view, which describes bubbles as wave‐like market processes. Touched off by an initial shock, price booms are initially self‐reinforcing but become self‐destructive later when prices surpass fundamental value.
Luis Araujo, Antonio Doblas‐Madrid
wiley +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Medical Knowledge Integration Into Reinforcement Learning Algorithms for Dynamic Treatment Regimes
International Statistical Review, EarlyView.Summary The goal of precision medicine is to provide individualised treatment at each stage of chronic diseases, a concept formalised by dynamic treatment regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from clinical data to enhance therapeutic effectiveness.
Sophia Yazzourh +3 more
wiley +1 more source
A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
International Statistical Review, EarlyView.Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
wiley +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka +4 more
wiley +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
Robust Estimation and Inference for Time‐Varying Unconditional Volatility
Journal of Time Series Analysis, EarlyView.ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee +2 more
wiley +1 more source