Results 81 to 90 of about 14,507 (274)

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

The medium-modified g → c c ¯ $$ g\to c\overline{c} $$ splitting function in the BDMPS-Z formalism

Journal of High Energy Physics, 2023
The formalism of Baier-Dokshitzer-Mueller-Peigné-Schiff and Zakharov determines the modifications of parton splittings in the QCD plasma that arise from medium-induced gluon radiation.
Maximilian Attems, Jasmine Brewer, Gian Michele Innocenti, Aleksas Mazeliauskas, Sohyun Park, Wilke van der Schee, Urs Achim Wiedemann   +6 more
doaj   +1 more source

Partial identification with categorical data and nonignorable missing outcomes

Canadian Journal of Statistics, EarlyView.
Abstract Nonignorable missing outcomes are common in real‐world datasets and often require strong parametric assumptions to achieve identification. These assumptions can be implausible or untestable, and so we may wish to forgo them in favour of partially identified models that narrow the set of a priori possible values to an identification region.
Daniel Daly‐Grafstein, Paul Gustafson
wiley   +1 more source

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

Canadian 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

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source

Bayesian clustering of multivariate extremes

Canadian 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

The effect of the Polyakov loop on the chiral phase transition

EPJ Web of Conferences, 2011
The Polyakov loop is included in the S U(2)L × S U(2)R chiral quark-meson model by considering the propagation of the constituent quarks, coupled to the (σ, π) meson multiplet, on the homogeneous background of a temporal gauge field, diagonal in color ...
Szép Zs., Markó G.
doaj   +1 more source

Transforming Agricultural Water Management Through the Water–Energy–Food Nexus: Trends, Opportunities, Barriers and Solutions

Irrigation and Drainage, EarlyView.
ABSTRACT Agricultural water management (AWM) is increasingly transitioning towards transformative thinking, where interconnected sectors, including water, energy and food, are managed holistically. Trends point towards cross‐sectoral and harmonised strategies to optimise water use efficiency and productivity, integrate renewable energy, promote ...
Luxon Nhamo, Cuthbert Taguta, Sylvester Mpandeli, Tinashe Dirwai, Stanley Liphadzi, Tafadzwanashe Mabhaudhi   +5 more
wiley   +1 more source

Reseña: School-based research. A guide for education students, coordinado por Elaine Wilson

Bellaterra Journal of Teaching & Learning Language & Literature, 2013
Aquest llibre va dirigit a professors en actiu i/o estudiants de màster que desitgin realitzar una recerca a l’aula i que necessitin un manual que els acompanyi en el seu procés de recerca, des de la formulació de les preguntes de recerca fins a la ...
Claudia Mussano
doaj   +1 more source

Mulching Increases Water Use Efficiency, Production and Profitability in Forage Cactus–Maize Intercropping Systems

Irrigation and Drainage, EarlyView.
ABSTRACT This study evaluated the growth, forage production, soil water balance, water indices, biological efficiency and competitive capacity of forage cactus and maize in monoculture and intercropping, with or without mulch. The experiment was conducted in Serra Talhada, Pernambuco, Brazil, using the cactus clone ‘Orelha de Elefante Mexicana’ (OEM ...
Kaique Renan da Silva Salvador, Mário Adriano Ávila Queiroz, Cleber Pereira Alves, José Edson Florentino de Morais, Carlos André Alves de Souza, Agda Raiany Mota dos Santos, Ênio Gomes Flôr Souza, Jose Madson da Silva, Fabiano Barbosa de Souza Prates, Randerson Cavalcante Silva, Adriano do Nascimento Simões, Hugo Rafael Bentzen Santos, Luciana Sandra Bastos de Souza, Thieres George Freire da Silva   +13 more
wiley   +1 more source