Results 201 to 210 of about 1,005,997 (319)

Subuniformity of harmonic mean p$$ p $$‐values

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen   +3 more
wiley   +1 more source

D10Z Universal Nodal Architecture: Mathematical Proof of 2035 Infrastructure Collapse Prevention

open access: green
Jamil Al Thani   +3 more
openalex   +1 more source

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

open access: yesCanadian 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   +2 more
wiley   +1 more source

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

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