Results 141 to 150 of about 97,330 (246)

Multi-Model Ensembles in Infectious Disease and Public Health: Methods, Interpretation, and Implementation in R. [PDF]

open access: yesStat Med
Shandross L   +7 more
europepmc   +1 more source

Playing with fire? A mean‐field game analysis of fire sales and systemic risk under regulatory capital constraints

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley   +1 more source

Bayesian clustering of multivariate extremes

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract The asymptotic dependence structure between multivariate extreme values is fully characterized by their projections on the unit simplex. Under mild conditions, the only constraint on the resulting distributions is that their marginal means must be equal, which results in a nonparametric model that can be difficult to use in applications ...
Sonia Alouini, Anthony C. Davison
wiley   +1 more source

Causal analysis of extreme risk in a network of industry portfolios

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We provide a detailed review of causal dependence within the framework of max‐linear structural models. Such models express each node variable as a max‐linear function of its parental node variables in a directed acyclic graph (DAG) and some exogenous innovation.
Claudia Klüppelberg, Mario Krali
wiley   +1 more source

Joint modelling of annual precipitation maxima over several durations for the construction of intensity–duration–frequency curves

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Intensity–duration–frequency curves are used by a wide range of professionals to manage the risks related to extreme rainfall. In Canada, these curves are produced by Environment and Climate Change Canada on the basis of Gumbel distributions fitted independently for each accumulation period.
Paul Mathivon   +2 more
wiley   +1 more source

Early childhood blood pressure trajectories in very low birth weight offspring: is there a legacy of maternal hypertension? [PDF]

open access: yesJ Pediatr (Rio J)
Vergani DOP   +7 more
europepmc   +1 more source

A goodness‐of‐fit test for regression models with discrete outcomes

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Regression models are often used to analyze discrete outcomes, but classical goodness‐of‐fit tests such as those based on the deviance or Pearson's statistic can be misleading or have little power in this context. To address this issue, we propose a new test, inspired by the work of Czado et al.
Lu Yang   +2 more
wiley   +1 more source

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