Results 201 to 210 of about 53,357 (294)

central limit theorem simulation compared to bootstrap simulation N = 50 (Slide 71)

, 2014
Broadhurst David
openalex   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian 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

Central limit theorem and moderate deviations for a class of semilinear stochastic partial differential equations in any space dimension

D. N. Johnson, Leila Setayeshgar
openalex   +1 more source

T‐calibration in semi‐parametric models

Canadian Journal of Statistics, EarlyView.
Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley   +1 more source

Fluctuation theorems for autonomous work. [PDF]

Proc Natl Acad Sci U S A
Jarzynski C, Deffner S, Rahav S.
europepmc   +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

A Physical Framework for Algorithmic Entropy. [PDF]

Entropy (Basel)
Edmonds J.
europepmc   +1 more source

Limit Theorems for Quantum Entropies

, 2004
Igor Bjelaković
openalex   +2 more sources

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

Canadian 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

Adaptive dynamics of diverging fitness optima. [PDF]

J Math Biol
Duong MH, Spill F, Van Rensburg B.
europepmc   +1 more source