Results 101 to 110 of about 47,776 (252)
Bayesian computational methods [PDF]
If, in the mid 1980?s, one had asked the average statistician about the difficulties of using Bayesian Statistics, his/her most likely answer would have been ?Well, there is this problem of selecting a prior distribution and then, even if one agrees on ...
Robert, Christian P.
core
Journal of Management Studies, EarlyView.Abstract The rapid shift to hybrid work settings has raised concerns about decreased workplace interactions and communication ties. Based on Need‐to‐Belong Theory, this study extends previous research by adopting the concept of ‘concern about relationship loss’ to explore when and how hybrid work leads to the retention of work‐related communication ...
Christian Tröster, Prisca Brosi
wiley +1 more source
An Introduction To Monte Carlo Methods Of Numerical Analysis
, 1989 his paper will trace the history and development of a useful stochastic method for approximating certain analytically intractable integrals, the Monte Carlo method.
Unfred, Catherine
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Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Journal of Time Series Analysis, EarlyView.ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
, 1966 This thesis contains a brief review of some of the work that has been done concerning the generation and testing of pseudo-random numbers. Computer subroutine programs written in FORTRAN IV are given for the generation of pseudo-random numbers from ...
Thomas, Donald Gale
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On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
A Method for the High-speed Generation of Random Numbers with Arbitrary Distributions
, 1991 "A new method for the high-speed generation of random numbers with arbitrary distributions is proposed. The method stores random numbers in two memories, and then picks out two random numbers and assembles them, resulting in a new random number. When the
Yabe, T." +3 more
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, 2010 We consider various versions of adaptive Gibbs and Metropolis- within-Gibbs samplers, which update their selection probabilities (and perhaps also their proposal distributions) on the fly during a run, by learning as they go in an attempt to optimise
Rosenthal, Jeffrey S. (Jeffrey Seth) +1 more
core
Cointegration in a MIDAS Regression
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley +1 more source