Results 161 to 170 of about 245,498 (265)

Adaptive Sparsening and Smoothing of the Treatment Model for Longitudinal Causal Inference Using Outcome-Adaptive LASSO and Marginal Fused LASSO. [PDF]

Stat Med
Schnitzer ME, Talbot D, Liu Y, Berger D, Wang G, O'Loughlin J, Sylvestre MP, Ertefaie A.   +7 more
europepmc   +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

Online Auction Design Using Distribution-Free Uncertainty Quantification with Applications to E-Commerce. [PDF]

J Am Stat Assoc
Han J, Dai X.
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

Risk Assessment of Hydrogen-Powered Aircraft: An Integrated HAZOP and Fuzzy Dynamic Bayesian Network Framework. [PDF]

Sensors (Basel)
Dang X, Shao Y, Liu H, Yang Z, Zhong M, Zhao H, Deng W.   +6 more
europepmc   +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

Bounds on the Excess Minimum Risk via Generalized Information Divergence Measures. [PDF]

Entropy (Basel)
Omanwar A, Alajaji F, Linder T.
europepmc   +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

Deep Architectures Fail to Generalize: A Lightweight Alternative for Agricultural Domain Transfer in Hyperspectral Images. [PDF]

Sensors (Basel)
Pankajakshan P, Padmasanan A, Sundar S.
europepmc   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

Canadian Journal of Statistics, EarlyView.
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