Results 101 to 110 of about 109,032 (273)
The advancement of autonomous vehicle technology relies heavily on sophisticated machine-learning models that facilitate real-time object detection and classification.
K. Vinoth, P. Sasikumar
doaj +1 more source
Subuniformity of harmonic mean p$$ p $$‐values
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
DAG-Based Blockchain Sharding for Secure Federated Learning with Non-IID Data. [PDF]
Lee J, Kim W.
europepmc +1 more source
An observation‐driven state‐space model for claims size modelling
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
Adversarially-Regularized Mixed Effects Deep Learning (ARMED) Models Improve Interpretability, Performance, and Generalization on Clustered (non-iid) Data. [PDF]
Nguyen KP, Treacher AH, Montillo AA.
europepmc +1 more source
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
A Smoothed P-Value Test When There is a Nuisance Parameter under the Alternative
We present a new test when there is a nuisance parameter under the alternative hypothesis. The test exploits the p-value occupation time [PVOT], the measure of the subset of a nuisance parameter on which a p-value test rejects the null hypothesis.
Hill, Jonathan B.
core
Optimal dividends for a NatCat insurer in the presence of a climate tipping point
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher +2 more
wiley +1 more source
Information-Theoretic Distribution Test with Application to Normality [PDF]
We derive general distribution tests based on the method of Maximum Entropy density. The proposed tests are derived from maximizing the differential entropy subject to moment constraints.
Thanasis Stengos, Ximing Wu
core
Asymptotic independence in more than two dimensions and its implications on risk management
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

