Results 71 to 80 of about 4,922 (217)

Sparse maximum likelihood estimation of regression models

Canadian Journal of Statistics, EarlyView.
Abstract For regression model selection and estimation, we study a small set of candidate models of maximum likelihood from which all information criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) choose their models.
Min Tsao
wiley   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

International Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

SOME PROPERTIES OF SPATIAL QUANTILES

Acta Universitatis Lodziensis. Folia Oeconomica, 2014
Conditional quantiles are required in various economic, biomedical or industrial problems. Lack of objective basis for ordering multivariate observations is a major problem in extending the notion of quantiles or conditional quantiles (also called ...
Grażyna Trzpiot
doaj  

Discrete components of stress impact trajectories of childhood irritability but not adolescent mental health outcomes

JCPP Advances, EarlyView.
Thick red line indicates positive mixture effect of stressors predicting high irritability class. Maternal demoralization, material hardship, maternal perceived stress, and intimate partner violence contributed to the mixture effect (thick borders on boxes).
Mariah DeSerisy, Huiyu Yang, Jacob W. Cohen, David Pagliaccio, Julie B. Herbstman, Bradley S. Peterson, Frederica P. Perera, Virginia Rauh, Amy E. Margolis   +8 more
wiley   +1 more source

Multivariate Uncertainty Quantification with Tomographic Quantile Forests

Mathematical and Computational Applications
Quantifying predictive uncertainty is essential for safe and trustworthy real-world AI deployment. However, the fully nonparametric estimation of conditional distributions remains challenging for multivariate targets.
Takuya Kanazawa
doaj   +1 more source

Day-Ahead Nonparametric Probabilistic Forecasting of Photovoltaic Power Generation Based on the LSTM-QRA Ensemble Model

IEEE Access, 2020
With the rapid growth of photovoltaic (PV) power in recent years, the stability of system operation, the performance of system contingency analysis as well as the power quality of the power grid are threatened by the inherent uncertainty and fluctuation ...
Fei Mei, Jiaqi Gu, Jixiang Lu, Jinjun Lu, Jiatang Zhang, Yuhan Jiang, Tian Shi, Jianyong Zheng   +7 more
doaj   +1 more source

From Ashes to Action: Economic Growth, Ecological Footprint, and Forest Fire Resilience in Advanced and Emerging Economies

Land Degradation &Development, EarlyView.
ABSTRACT Forest fires have escalated alarmingly, now consuming more than double the tree cover compared to two decades ago, signaling a growing and urgent environmental crisis. This study addresses the ever increasing global concern of forest fires, focusing on sustainable economic recovery while minimizing the ecological footprint amid mounting ...
Laxita Soontha, Mohammad Younus Bhat, Arfat Ahmad Sofi   +2 more
wiley   +1 more source

Does Investor Attention Matter for Carbon Market? New Insights From a Multi-Scale Quantile Causality Analysis

IEEE Access
This paper firstly puts forward to explore the multi-scale, nonlinear quantile interactions between investor attention and the carbon market from January 2009 to December 2022.
Yaqi Wu, Po Yun, Mingjuan Ma, Xianzi Yang, Danli Wang   +4 more
doaj   +1 more source

Effects of Corporate Greenwashing on Firm Value in China

Managerial and Decision Economics, EarlyView.
ABSTRACT In response to rising public expectations for corporate environmental sustainability, instances of greenwashing have emerged as firms seek to alleviate regulatory pressure and mitigate reputational risks. This study examines the nonlinear economic consequences of corporate greenwashing by analyzing panel data from A‐share listed firms in China
Run Kong, Byungkwon Lim, Hyang Mi Choi
wiley   +1 more source

Altered Cerebrospinal Fluid Tryptophan–Kynurenine Pathway Metabolism in Multiple System Atrophy

Movement Disorders, EarlyView.
Abstract Background Alterations in tryptophan–kynurenine (TRP‐KYN) metabolism, which is associated with neuroinflammation, remain unclear in multiple system atrophy (MSA). Objective The aim was to investigate cerebrospinal fluid (CSF) TRP metabolites in MSA and their associations with other biomarkers.
Ryunosuke Nagao, Kazuya Kawabata, Yasuaki Mizutani, Sayuri Shima, Akihiro Ueda, Mizuki Ito, Yasuhiro Maeda, Akihiro Mouri, Hirohisa Watanabe   +8 more
wiley   +1 more source