Results 211 to 220 of about 59,882 (275)

On subset least squares estimation and prediction in vector autoregressive models with exogenous variables

Canadian 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, Thanh‐Liem Huynh, Mylène Oscar   +2 more
wiley   +1 more source

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, EarlyView.
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, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source

When do we experience effort? [PDF]

Synthese
Holton E, Holton R.
europepmc   +1 more source

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

Iconic logic: the visual art of drawing the right conclusion. [PDF]

Front Psychol
Kramer P.
europepmc   +1 more source

Financial Education of People from Rio Grande Do Sul: a Measure Proposition and the Relation with Socioeconomic and Demographic Variables

, 2014
Ani Caroline Grigion Potrich, Kelmara Mendes Vieira, Jéssica Pulino Campara, Luana dos Santos Fraga, Luis Felipe de Oliveira Santos   +4 more
openalex   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

Research on the cognitive neural mechanism of privacy empowerment illusion cues regarding comprehensibility and interpretability for privacy disclosures. [PDF]

Sci Rep
Sun R, Zhu Q, Cheng RX, Tang W, Zuo J, Lv D, Qin S.   +6 more
europepmc   +1 more source

Proposition of a variable selection framework for product replenishment

, 2015
César Augusto Mazzillo Júnior, Michel J. Anzanello   +1 more
openalex   +1 more source

T‐calibration in semi‐parametric models

Canadian Journal of Statistics, EarlyView.
Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley   +1 more source