Do Ṣukūk and Islamic indexes act as safe refuge to conventional stock markets? Evidence from Markov-switching CAPM approach [PDF]
Islamic Economic Studies, 2022 Purpose – The objective of this paper is twofold. First, to study the safe-haven characteristic of the Islamic stock indexes and Ṣukūk during the crises time. Second, to evaluate this property in the last pandemic.
Slah Bahloul, Fatma Mathlouthi
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Supervised Nonparametric Classification in the Context of Replicated Point Patterns
Image Analysis and Stereology, 2022 A spatial point pattern is a collection of points in space, representing, e.g. observed locations of trees, bird nests, centers of cells in a histological sample, etc.
Kateřina Pawlasová, Jiří Dvořák
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Statistical Theory and Related Fields, 2022 The main goal of this paper is to employ longitudinal trajectories in a significant number of sub-regional brain volumetric MRI data as statistical predictors for Alzheimer's disease (AD) classification. We use logistic regression in a Bayesian framework
Asish Banik, Taps Maiti, Andrew Bender
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Probability and Statistics [PDF]
, 2017 This book offers an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. As a companion for classes for engineers and scientists, the book also covers applied topics such as model building and experiment design.
Mathai, Arak M., Haubold, Hans J.
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Contingent convertible lease modeling and credit risk management
Financial Innovation, 2022 The main objective of this study is to determine a lease agreement to finance an investment project and a solution for managing credit risk. This study investigates three types of contingent leases to reduce the costs associated with bankruptcy and ...
Ons Triki, Fathi Abid
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On the Evaluation of the Joint Distribution of Order Statistics [PDF]
, 2008 10.1016/j.csda.2008.05.005Computational Statistics and Data Analysis52125091 ...
KWONG, Koon Shing +3 more
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Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework [PDF]
Journal of Capital Markets Studies, 2022 Purpose – This paper aims at examining the co-movement dependent regime and causality relationships between conventional and Islamic returns for emerging, frontier and developed markets from November 2008 to August 2020.
Fatma Mathlouthi, Slah Bahloul
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RANDOM SUBGRAPH COUNTS AND U-STATISTICS: MULTIVARIATE NORMAL APPROXIMATION VIA EXCHANGEABLE PAIRS AND EMBEDDING [PDF]
, 2010 In Reinert and Röllin (2009) a new approach-called the 'embedding method'-was introduced, which allows us to make use of exchangeable pairs for normal and multivariate normal approximations with Stein's method in cases where the corresponding couplings ...
Reinert, G +7 more
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Response Analysis of Projectile System Under Gaussian Noise Excitation Using Path Integral Method
International Journal of Aerospace EngineeringDuring flight, projectiles are subject to uncertainties such as aerodynamic forces, wind gusts, and measurement errors; all of which significantly affect their stability and accuracy.
Liang Wang +4 more
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Combining Non-Probability and Probability Survey Samples Through Mass Imputation [PDF]
, 2021 Analysis of non-probability survey samples requires auxiliary information at the population level. Such information may also be obtained from an existing probability survey sample from the same finite population. Mass imputation has been used in practice
Wu, Changbao +3 more
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