Results 101 to 110 of about 404,944 (276)

Modeling of hydrological drought durations and magnitudes: Experiences on Canadian streamflows

Journal of Hydrology: Regional Studies, 2014
Study region: North-west Ontario and eastern Canada. Study focus: This study utilized river flow sequences to predict hydrological drought parameters (duration and magnitude) on annual, monthly and weekly time scales. Analysis was conducted at the median
Tribeni C. Sharma, Umed S. Panu
doaj   +1 more source

Finite-length Analysis on Tail probability for Markov Chain and Application to Simple Hypothesis Testing

, 2015
Using terminologies of information geometry, we derive upper and lower bounds of the tail probability of the sample mean. Employing these bounds, we obtain upper and lower bounds of the minimum error probability of the 2nd kind of error under the ...
Hayashi, Masahito, Watanabe, Shun
core  

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Markov chain for heart failure diagnostic decision model with irregular Thoracic Fluid Content measurements

MATEC Web of Conferences, 2018
Properties of results obtained on Markov processes analysis in medical applications have been illustrated. Calculation was done for measurement of Thoracic Fluid Content by means of impedance cardiograph for chosen medical patients population.
Moszczyński Paweł, Walczak Andrzej
doaj   +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

Causal analysis of extreme risk in a network of industry portfolios

Canadian Journal of Statistics, EarlyView.
Abstract We provide a detailed review of causal dependence within the framework of max‐linear structural models. Such models express each node variable as a max‐linear function of its parental node variables in a directed acyclic graph (DAG) and some exogenous innovation.
Claudia Klüppelberg, Mario Krali
wiley   +1 more source

Stagewise crop yield prediction with multisource functional indices

Canadian Journal of Statistics, EarlyView.
Abstract Index insurance design involves integrating weather data, soil moisture, phenology information, and satellite imagery, which presents challenges in data fusion. This article addresses the modelling of multisource functional indices of varying lengths by constructing a stagewise ensemble of sequential models.
Jing Zou, Ostap Okhrin
wiley   +1 more source

A goodness‐of‐fit test for regression models with discrete outcomes

Canadian Journal of Statistics, EarlyView.
Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang, Christian Genest, Johanna G. Nešlehová   +2 more
wiley   +1 more source

Reweighting Scheme for the Calculation of Grand‐Canonical Expectation Values in Quantum Monte Carlo Simulations With a Fermion Sign Problem

Contributions to Plasma Physics, EarlyView.
ABSTRACT Ab initio path integral Monte Carlo (PIMC) simulations constitute the gold standard for the estimation of a broad range of equilibrium properties of a host of interacting quantum many‐body systems spanning a broad range of conditions from ultracold atoms to warm dense quantum plasmas.
Paul Hamann, Jan Vorberger, Tobias Dornheim   +2 more
wiley   +1 more source