Results 71 to 80 of about 93,664 (290)

Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now

Journal of Forecasting, EarlyView.
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley   +1 more source

Posterior Analysis of State Space Model with Spherical Symmetricity

Journal of Probability and Statistics, 2015
The present work investigates state space model with nonnormal disturbances when the deviation from normality has been observed only with respect to kurtosis and the distribution of disturbances continues to follow a symmetric family of distributions ...
Ranjita Pandey
doaj   +1 more source

Interplay Between Green Investment and Market Price Premia in Global Shipping

International Journal of Finance &Economics, EarlyView.
ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi, Nikos C. Papapostolou, Malvina Marchese, Ioannis C. Moutzouris, Angelos Efstathiou   +4 more
wiley   +1 more source

Augoregressive Conditional Kurtosis [PDF]

This paper proposes a new model for autoregressive conditional heteroscedasticity and kurtosis. Via a time-varying degrees of freedom parameter, the conditional variance and conditional kurtosis are permitted to evolve separately. The model uses only the
Chris Brooks, Gita Persand, Simon P. Burke   +2 more
core  

Brexit and Its Impact on EU Financial Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin, Gulnur Muradoglu, Vasileios Pappas, Sheeja Sivaprasad   +3 more
wiley   +1 more source

Normrank Correlations for Testing Associations and for Use in Latent Variable Models

Open Education Studies
Pearson’s correlation is widely used to test for an association between two variables and also forms the basis of several multivariate statistical procedures including many latent variable models. Spearman’s ρ\rho is a popular alternative.
Wright Daniel B.
doaj   +1 more source

THE SCORE OF CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS WITH STUDENT T INNOVATIONS, AN LM TEST FOR MULTIVARIATE NORMALITY [PDF]

We provide numerically reliable analytical expressions for the score of conditionally heteroskedastic dynamic regression models when the conditional distribution is multivariate $t$.
Enrique Sentana, Gabriele Fiorentini, Giorgio Calzolari   +2 more
core  

Multimodal MRI and multiomics reveal high‐risk neurophenotype in brain‐gut circuits as therapeutic target for Crohn's disease

Interdisciplinary Medicine, EarlyView.
Through a translational framework combining prospective dual‐center clinical cohorts with dextran sulfate sodium‐induced colitis models, this work integrated advanced neuroimaging, multi‐omics and neuromodulation interventions to redefine the high‐risk neurophenotype as a sustained pathogenic driver rather than a mere phenomenon, proposing brain‐gut ...
Xuehua Li, Ruonan Zhang, Xiaodi Shen, Shaochun Lin, Chuhuai Wang, Weikai Zheng, Weimiao Kong, Zihao Lin, Rongchang Li, Caiguang Liu, Xin Cao, Li Huang, Weitao He, Jinjiang Lin, Haijie Wang, Zhoulei Li, Marietta Iacucci, Subrata Ghosh, Zhenpeng Peng, Canhui Sun, Minhu Chen, Guang Yang, Yejun Wang, Ren Mao, Shi‐Ting Feng   +24 more
wiley   +1 more source

The value of diffusion kurtosis imaging to predict early radiotherapy response in nasopharyngeal carcinoma patients

Zhongguo aizheng zazhi, 2018
Background and purpose: Magnetic resonance imaging (MRI) diffusion kurtosis imaging (DKI) is a new non-invasive functional imaging technology, which is the extension and development of diffusion tensor imaging (DTI) technology.
吴　刚, 王　奋, 林少民
doaj  

A Multivariate Skew-Normal Mean-Variance Mixture Distribution and Its Application to Environmental Data with Outlying Observations

Journal of Statistical Theory and Applications (JSTA)
The presence of outliers, skewness, kurtosis, and dependency are well-known challenges while fitting distributions to many data sets. Developing multivariate distributions that can properly accomodate all these aspects has been the aim of several ...
M. Tamandi, N. Balakrishnan, A. Jamalizadeh, M. Amiri   +3 more
doaj   +1 more source