Works matching DE "CONDITIONAL expectations"
Results: 961
Interpreting Temporal Shifts in Global Annual Data Using Local Surrogate Models.
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- Mathematics (2227-7390), 2025, v. 13, n. 4, p. 626, doi. 10.3390/math13040626
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- Article
Reduced-Order Models and Conditional Expectation: Analysing Parametric Low-Order Approximations.
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- Computation, 2025, v. 13, n. 2, p. 58, doi. 10.3390/computation13020058
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Conditional expected approach based monitoring of mean of type-I censored Weibull lifetimes.
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- Scientific Reports, 2025, v. 15, n. 1, p. 1, doi. 10.1038/s41598-025-91327-y
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- Article
Domain Adaptation for Statistical Classifiers.
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- Journal of Artificial Intelligence Research, 2006, v. 26, p. 101, doi. 10.1613/jair.1872
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An ACD-ECOGARCH(1,1) Model.
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- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 335, doi. 10.1093/jjfinec/nbp023
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- Article
Generalized Moment Tests for Autoregressive Conditional Duration Models.
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- Journal of Financial Econometrics, 2010, v. 8, n. 3, p. 345, doi. 10.1093/jjfinec/nbq016
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- Article
Accurate Short-Term Yield Curve Forecasting using Functional Gradient Descent.
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- Journal of Financial Econometrics, 2007, v. 5, n. 4, p. 591, doi. 10.1093/jjfinec/nbm011
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- Article
A Discrete and a Continuous-time Model Based on a Technical Trading Rule.
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- Journal of Financial Econometrics, 2007, v. 5, n. 2, p. 266, doi. 10.1093/jjfinec/nbm002
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- Article
Relocation of the Rich: Migration in Response to Top Tax Rate Changes from Spanish Reforms.
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- Review of Economics & Statistics, 2019, v. 101, n. 2, p. 1, doi. 10.1162/rest_a_00764
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- Article
TESTING LOCAL AVERAGE TREATMENT EFFECT ASSUMPTIONS.
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- Review of Economics & Statistics, 2017, v. 99, n. 2, p. 305, doi. 10.1162/REST_a_00622
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- Article
FORECASTING CONDITIONAL PROBABILITIES OF BINARY OUTCOMES UNDER MISSPECIFICATION.
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- Review of Economics & Statistics, 2016, v. 98, n. 4, p. 742, doi. 10.1162/REST_a_00564
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- Article
Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools.
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- Methodology & Computing in Applied Probability, 2024, v. 26, n. 4, p. 1, doi. 10.1007/s11009-024-10106-w
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- Article
Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1953, doi. 10.1007/s11009-021-09888-0
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Efficient and robust estimation for autoregressive regression models using shape mixtures of skewt normal distribution.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 3, p. 1519, doi. 10.1007/s11009-021-09872-8
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- Article
Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 2, p. 693, doi. 10.1007/s11009-021-09881-7
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ECM Algorithm for Auto-Regressive Multivariate Skewed Variance Gamma Model with Unbounded Density.
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- Methodology & Computing in Applied Probability, 2020, v. 22, n. 3, p. 1169, doi. 10.1007/s11009-019-09762-0
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Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 2, p. 491, doi. 10.1007/s11009-017-9613-0
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Expectation Bayesian Estimation of System Reliability Based on Failures.
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- Methodology & Computing in Applied Probability, 2019, v. 21, n. 1, p. 367, doi. 10.1007/s11009-018-9656-x
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- Article
Biased Online Parameter Inference for State-Space Models.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 3, p. 727, doi. 10.1007/s11009-016-9511-x
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- Article
Value at Ruin and Tail Value at Ruin of the Compound Poisson Process with Diffusion and Efficient Computational Methods.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 561, doi. 10.1007/s11009-012-9316-5
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- Article
Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series.
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- Computational Economics, 2003, v. 21, n. 3, p. 257, doi. 10.1023/A:1023939610962
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Sensitivity analysis of agent-based models: a new protocol.
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- Computational & Mathematical Organization Theory, 2022, v. 28, n. 1, p. 52, doi. 10.1007/s10588-021-09358-5
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- Article
Coherent Upper Conditional Expectations Defined by Fractal Measures and the Probabilistic Representation of Quantum States.
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- Fluctuation & Noise Letters, 2024, v. 23, n. 5, p. 1, doi. 10.1142/S0219477524400315
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Guest Editorial of the Special Issue — Multiresolution Analytics for Chaotic and Fractal Data.
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- 2024
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- Editorial
Averaging of quantum dynamical semigroups.
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- Theoretical & Mathematical Physics, 2010, v. 164, n. 3, p. 1215, doi. 10.1007/s11232-010-0103-6
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A Comparison of IRT Equating and Beta 4 Equating.
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- Journal of Educational Measurement, 2005, v. 42, n. 1, p. 77, doi. 10.1111/j.0022-0655.2005.00005.x
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- Article
基于稀疏超高维非参数可加模型的条件独立筛选.
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- Journal of Guangxi Normal University - Natural Science Edition, 2022, v. 40, n. 1, p. 100, doi. 10.16088/j.issn.1001-6600.2021060919
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- Article
IS LONG RATE DECOUPLING FROM SHORT RATE? REVISITING EXPECTATION HYPOTHESIS OF AUSTRALIAN TERM STRUCTURE OF INTEREST RATE.
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- Journal of Developing Areas, 2019, v. 53, n. 3, p. 77, doi. 10.1353/jda.2019.0039
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- Article
Disintegration property of coherent upper conditional previsions with respect to Hausdorff outer measures for unbounded random variables.
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- International Journal of General Systems, 2021, v. 50, n. 3, p. 262, doi. 10.1080/03081079.2021.1872561
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- Article
Variational Autoencoding with Conditional Iterative Sampling for Missing Data Imputation.
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- Mathematics (2227-7390), 2024, v. 12, n. 20, p. 3288, doi. 10.3390/math12203288
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Exact Results for the Distribution of Randomly Weighted Sums.
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- Mathematics (2227-7390), 2024, v. 12, n. 1, p. 149, doi. 10.3390/math12010149
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Residual Control Chart Based on a Convolutional Neural Network and Support Vector Regression for Type-I Censored Data with the Weibull Model.
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- Mathematics (2227-7390), 2024, v. 12, n. 1, p. 74, doi. 10.3390/math12010074
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Generalizations of Rao–Blackwell and Lehmann–Scheffé Theorems with Applications.
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- Mathematics (2227-7390), 2023, v. 11, n. 19, p. 4146, doi. 10.3390/math11194146
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Risk Analysis and Estimation of a Bimodal Heavy-Tailed Burr XII Model in Insurance Data: Exploring Multiple Methods and Applications.
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- Mathematics (2227-7390), 2023, v. 11, n. 9, p. 2179, doi. 10.3390/math11092179
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An Adaptive-to-Model Test for Parametric Functional Single-Index Model.
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- Mathematics (2227-7390), 2023, v. 11, n. 8, p. 1812, doi. 10.3390/math11081812
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A Novel Discrete Generator with Modeling Engineering, Agricultural and Medical Count and Zero-Inflated Real Data with Bayesian, and Non-Bayesian Inference.
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- Mathematics (2227-7390), 2023, v. 11, n. 5, p. 1125, doi. 10.3390/math11051125
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- Article
A Flexibly Conditional Screening Approach via a Nonparametric Quantile Partial Correlation.
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- Mathematics (2227-7390), 2022, v. 10, n. 24, p. 4638, doi. 10.3390/math10244638
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- Article
Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk.
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- Mathematics (2227-7390), 2022, v. 10, n. 20, p. 3828, doi. 10.3390/math10203828
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- Article
Nonparametric Estimation of the Density Function of the Distribution of the Noise in CHARN Models.
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- Mathematics (2227-7390), 2022, v. 10, n. 4, p. N.PAG, doi. 10.3390/math10040624
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- Article
Conformable Fractional Martingales and Some Convergence Theorems.
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- Mathematics (2227-7390), 2022, v. 10, n. 1, p. 6, doi. 10.3390/math10010006
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- Article
Conditions for the Existence of Absolutely Optimal Portfolios.
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- Mathematics (2227-7390), 2021, v. 9, n. 17, p. 2032, doi. 10.3390/math9172032
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- Article
Target Tracking in Boost Stage with Quantized Measurements of Space-based Infrared Cameras.
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- Transactions of the Japan Society of Aeronautical & Space Science, 2020, v. 63, n. 5, p. 222, doi. 10.2322/tjsass.63.222
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- Article
Lower estimates of measure of deviation of polynomials from mathematical expectations.
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- Doklady Mathematics, 2015, v. 92, n. 3, p. 698, doi. 10.1134/S1064562415060162
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- Article
Spherical mean theorems for solutions of the Helmholtz equation.
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- Doklady Mathematics, 2012, v. 85, n. 1, p. 60, doi. 10.1134/S1064562412010206
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- Article
Solvability of some nonlocal boundary value problems for the Helmholtz equation in a half-disk.
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- Doklady Mathematics, 2010, v. 82, n. 1, p. 621, doi. 10.1134/S1064562410040319
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- Article
Pricing Arithmetic Asian Put Option with Early Exercise Boundary under Jump-Diffusion Process.
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- Malaysian Journal of Mathematical Sciences, 2020, v. 14, n. 1, p. 1
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- Article
Testing for Normality in Geostatistics. A New Approach Based on the Mahalanobis Distance: A discussion on the use of univariate normality tests in this context.
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- Ciencia en Desarrollo, 2022, v. 13, n. 2, p. 99, doi. 10.19053/01217488.v13.n2.2022.13650
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- Article
Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model.
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- Journal of Industrial & Management Optimization, 2022, v. 18, n. 2, p. 1321, doi. 10.3934/jimo.2021022
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- Article
A non-linear kinetic model of self-propelled particles with multiple equilibria.
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- Kinetic & Related Models, 2019, v. 12, n. 4, p. 791, doi. 10.3934/krm.2019031
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Bounds for extremal values of the mean number of cells containing a given number of particles.
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- Discrete Mathematics & Applications, 2007, v. 17, n. 1, p. 7, doi. 10.1515/DMA.2007.002
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- Article