Results 41 to 50 of about 6,937 (202)
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
Dynamic survival risk prediction with time‐varying high‐dimensional images
Canadian Journal of Statistics, EarlyView.Abstract Integrating longitudinal data with survival models is a prevalent strategy for dynamic survival risk prediction while accounting for subjects' longitudinally observed variables. However, existing methods primarily focus on scalar longitudinal data and seldom tackle the complexities associated with high‐dimensional longitudinal imaging data ...
Bingfan Liu +7 more
wiley +1 more source
Semiparametric latent factor models. [PDF]
, 2005 We propose a semiparametric model for regression problems involving multiple response variables. The model makes use of a set of Gaussian processes that are linearly mixed to capture dependencies that may exist among the response variables. We propose an efficient approximate inference scheme for this semiparametric model whose complexity is linear in ...
Teh, Yee-Whye +2 more
openaire +3 more sources
RECURSIVE DIFFERENCING FOR ESTIMATING SEMIPARAMETRIC MODELS
Econometric Theory, 2022 Controlling the bias is central to estimating semiparametric models. Many methods have been developed to control bias in estimating conditional expectations while maintaining a desirable variance order. However, these methods typically do not perform well at moderate sample sizes.
Chan Shen, Roger Klein
openaire +2 more sources
Energies, 2013 Battery model identification is very important for reliable battery management as well as for battery system design process. The common problem in identifying battery models is how to determine the most appropriate mathematical model structure and ...
Caiping Zhang, Jiuchun Jiang, Dazhong Mu
doaj +1 more source
Copula‐based joint modelling of emergency department visits with time‐varying dependence
Canadian Journal of Statistics, EarlyView.Abstract Jointly modelling multiple correlated count time series is essential in health services research, where outcomes like emergency visits for mental health and substance use often evolve together. Ignoring these dependencies can obscure meaningful trends and limit the effectiveness of policy evaluation.
Guanjie Lyu, Cindy Feng, Lihui Liu
wiley +1 more source
On Semiparametric Exponential Family Graphical Models
J. Mach. Learn. Res., 2014 51 pages, 2 ...
Zhuoran Yang, Yang Ning, Han Liu 0001
openaire +4 more sources
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Semiparametric Bayesian measurement error modeling
Journal of Multivariate Analysis, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
María Paz Casanova +4 more
openaire +4 more sources
Mapping Causal Biology: Mendelian Randomization in the Era of Big Data
Med Research, EarlyView.Mendelian randomization (MR) leverages genetic variants to mitigate confounding biases in causal inference. This review systematically maps MR's methodological evolution, highlights its expanding applications in epidemiology and drug target validation, and outlines future directions for overcoming current biases through dynamic, multi‐omics, and cross ...
Xuanlu Shen +10 more
wiley +1 more source