Results 11 to 20 of about 544,329 (286)

Supervised Nonparametric Classification in the Context of Replicated Point Patterns

open access: yesImage 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
doaj   +1 more source

Generalised block bootstrap and its use in meteorology [PDF]

open access: yesAdvances in Statistical Climatology, Meteorology and Oceanography, 2017
In an earlier paper, Rakonczai et al.(2014) emphasised the importance of investigating the effective sample size in case of autocorrelated data. The simulations were based on the block bootstrap methodology.
L. Varga, A. Zempléni
doaj   +1 more source

Probability, Statistics, and Computational Science [PDF]

open access: yes, 2012
In this chapter, we review basic concepts from probability theory and computational statistics that are fundamental to evolutionary genomics. We provide a very basic introduction to statistical modeling and discuss general principles, including maximum likelihood and Bayesian inference.
Beerenwinkel, Niko, Siebourg, Juliane
openaire   +4 more sources

Contingent convertible lease modeling and credit risk management

open access: yesFinancial 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
doaj   +1 more source

Response Analysis of Projectile System Under Gaussian Noise Excitation Using Path Integral Method

open access: yesInternational Journal of Aerospace Engineering
During 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
doaj   +2 more sources

Gamblers Never Change their Habits

open access: yesAustrian Journal of Statistics, 2016
In the game ‘6 out of 45’ the gambler has to guess 6 different numbers out of 45. These guesses are far from being uniformly distributed, instead gamblers prefer certain numbers and avoid others.
Karl Grill, Norbert Kusolitsch
doaj   +1 more source

The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17

open access: yesRisks, 2022
We analyse four stochastic claims reserving methods in terms of their capability to estimate reserve risk and how successful they are at predicting distributions and VaRs of claim developments in particular.
N. Miklós Arató, László Martinek
doaj   +1 more source

Ruin probability in a risk model with variable premium intensity and risky investments [PDF]

open access: yesOpuscula Mathematica, 2015
We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky asset, the price of which follows a geometric Brownian motion.
Yuliya Mishura   +2 more
doaj   +1 more source

Poissonization Principle for a Class of Additive Statistics

open access: yesMathematics, 2022
In this paper, we consider a class of additive functionals of a finite or countable collection of the group frequencies of an empirical point process that corresponds to, at most, a countable partition of the sample space.
Igor Borisov, Maman Jetpisbaev
doaj   +1 more source

General Conditions of Weak Convergence of Discrete-Time Multiplicative Scheme to Asset Price with Memory

open access: yesRisks, 2020
We present general conditions for the weak convergence of a discrete-time additive scheme to a stochastic process with memory in the space D [ 0 , T ] . Then we investigate the convergence of the related multiplicative scheme to a process that can
Yuliya Mishura   +2 more
doaj   +1 more source

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