Results 61 to 70 of about 5,999 (179)
, 2007 Consider a model parameterized by a scalar parameter of interest and a nuisance parameter vector. Inference about the parameter of interest may be based on the signed root of the likelihood ratio statistic R.
Kolassa, John E., Zhang, Juan
core +1 more source
Approximation for probability of coverage in softly inhibitive cellular networks
Electronics Letters, Volume 60, Issue 17, September 2024.The author mainly develops an analytically tractable distribution of empty space distance and explores the PGFL's upper bound for stationary Strauss point processes. These findings significantly simplify the derivation of the Laplace transform of cumulative interference as well as the overall probability of coverage in Strauss‐modelled cellular ...
Chunlin Chen
wiley +1 more source
Stochastic credibility and optimal monetary policy
Australian Economic Papers, Volume 63, Issue S1, Page 124-134, May 2024.Abstract In this paper, I study optimal monetary policy in a simple New Keynesian model with loose commitment and stochastic credibility. The loose commitment framework breaks the commitment‐discretion dichotomy in optimal monetary policy problems and allows for intermediate cases between commitment and discretion.
Oscar To
wiley +1 more source
On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators [PDF]
, 2017 SUMMARY By comparing the expansions of the empirical log-likelihood ratio and the empirical cumulant generating function calculated at the saddlepoint, we investigate the relationship between empirical likelihood and empirical saddlepoint approximations.
MONTI, ANNA CLARA, RONCHETTI, ELVEZIO
core
A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes [PDF]
, 2018 In this article we propose an accurate approximation to the distribution of the discounted total claim amount, where the individual claim amounts are independent and identically distributed and the number of claims over a specified period is governed by ...
Gatto, Riccardo
core
Crossovers in the thermal decay of metastable states in discrete systems
, 1999 The thermal decay of linear chains from a metastable state is investigated. A crossover from rigid to elastic decay occurs when the number of particles, the single particle energy barrier or the coupling strength between the particles is varied.
A. E. Koshelev +30 more
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Asymptotic Mutual Information Statistics of Separately-Correlated Rician Fading MIMO Channels
, 2007 Precise characterization of the mutual information of MIMO systems is required to assess the throughput of wireless communication channels in the presence of Rician fading and spatial correlation.
Taricco, Giorgio
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Black hole wavefunctions and microcanonical states
Journal of High Energy PhysicsWe consider the problem of defining a microcanonical thermofield double state at fixed energy and angular momentum from the gravitational path integral. A semiclassical approximation to this state is obtained by imposing a mixed boundary condition on an ...
Wan Zhen Chua, Thomas Hartman
doaj +1 more source
Normed likelihood as saddlepoint approximation
Journal of Multivariate Analysis, 1988 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +2 more sources
Foreword to the Special Issue on Mathematical Methods in Reliability (MMR23)
Applied Stochastic Models in Business and Industry, Volume 40, Issue 5, Page 1206-1208, September/October 2024.
Félix Belzunce, Jorge Navarro
wiley +1 more source