Results 31 to 40 of about 3,162 (245)
Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, EarlyView.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
wiley +1 more source
Pseudo and quasi quark PDF in the BFKL approximation
Journal of High Energy Physics, 2023 I examine the high-energy behavior of the Ioffe-time distribution for the quark bi-local space-like separated operator using the high-energy operator product expansion.
Giovanni Antonio Chirilli
doaj +1 more source
Predicting cervical cancer DNA methylation from genetic data using multivariate CMMP
Canadian Journal of Statistics, EarlyView.Abstract Epigenetic modifications link the environment to gene expression and play a crucial role in tumour development. DNA methylation, in particular, is gaining attention in cancer research, including cervical cancer, the focus of this study.
Hang Zhang +5 more
wiley +1 more source
HERA data and collinearly-improved BK dynamics
Physics Letters B, 2020 Within the framework of the dipole factorisation, we use a recent collinearly-improved version of the Balitsky-Kovchegov equation to fit the HERA data for inclusive deep inelastic scattering at small Bjorken x.
B. Ducloué +3 more
doaj +1 more source
An observation‐driven state‐space model for claims size modelling
Canadian Journal of Statistics, EarlyView.Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn +2 more
wiley +1 more source
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 +2 more
wiley +1 more source
Towards parton distribution functions with small-x resummation: HELL 2.0
Journal of High Energy Physics, 2017 In global fits of parton distribution functions (PDFs) a large fraction of data points, mostly from the HERA collider, lies in a region of x and Q 2 that is sensitive to small-x logarithmic enhancements.
Marco Bonvini +2 more
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High energy resummed predictions for the production of a Higgs boson with at least one jet
Journal of High Energy Physics, 2023 We present all-order predictions for Higgs boson production plus at least one jet which are accurate to leading logarithm in s ̂ / p ⊥ 2 $$ \hat{s}/{\left|{p}_{\perp}\right|}^2 $$ .
Jeppe R. Andersen +5 more
doaj +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 +2 more
wiley +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 +2 more
wiley +1 more source