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Related papers: Estimating Demand with Recentered Instruments

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This paper exploits the Duration-of-Use of the demand patterns as a key concept for dealing with demand side flexibility. Starting from the consideration that fine-grained energy metering is not used at the point of supply of the…

Systems and Control · Electrical Eng. & Systems 2020-04-21 Gianfranco Chicco , Andrea Mazza

The study of systemic risk is often presented through the analysis of several measures referring to quantities used by practitioners and policy makers. Almost invariably, those measures evaluate the size of the impact that exogenous events…

Physics and Society · Physics 2023-04-13 Luka Klinčić , Vinko Zlatić , Guido Caldarelli , Hrvoje Štefančić

This article presents methods for estimating extreme probabilities, beyond the range of the observations. These methods are model-free and applicable to almost any sample size. They are grounded in order statistics theory and have a wide…

Applications · Statistics 2025-04-03 Joan del Castillo , Pedro Puig

There are relatively few systematic comparisons of the ex ante counterfactual predictions from structural models to what occurs ex post. This paper uses a large-scale policy change in Boston in 2014 to investigate the performance of…

Applications · Statistics 2015-01-15 Parag A. Pathak , Peng Shi

We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…

Machine Learning · Statistics 2024-05-31 Xuxing Chen , Abhishek Roy , Yifan Hu , Krishnakumar Balasubramanian

In the multivariate setting, estimates of extremal risk measures are important in many contexts, such as environmental planning and structural engineering. In this paper, we propose new estimation methods for extremal bivariate return…

Methodology · Statistics 2022-10-11 C. J. R. Murphy-Barltrop , J. L. Wadsworth , E. F. Eastoe

Based on the scaling relation for the dynamics at the early time, a new method is proposed to measure both the static and dynamic critical exponents. The method is applied to the two dimensional Ising model. The results are in good…

High Energy Physics - Theory · Physics 2009-09-25 Z. B. Li , L. Schuelke , B. Zheng

The stochastic frontier model with heterogeneous technical efficiency explained by exoge-nous variables is augmented with a spatial-temporal component, a generalization relaxing the panel independence assumption in a panel data. The…

Methodology · Statistics 2021-04-29 Erniel B. Barrios , John D. Eustaquio , Rouselle F. Lavado

This paper develops a flexible and computationally efficient multivariate volatility model, which allows for dynamic conditional correlations and volatility spillover effects among financial assets. The new model has desirable properties…

Methodology · Statistics 2025-07-25 Wenyu Li , Yuchang Lin , Qianqian Zhu , Guodong Li

Probabilistic models are proposed for bounding the forward error in the numerically computed inner product (dot product, scalar product) between of two real $n$-vectors. We derive probabilistic perturbation bounds, as well as probabilistic…

Numerical Analysis · Mathematics 2019-06-26 Ilse C. F. Ipsen , Hua Zhou

We study logistical investment flexibility provided by modular processing technologies for mitigating risk. Specifically, we propose a multi-stage stochastic programming formulation that determines optimal capacity expansion plans that…

Optimization and Control · Mathematics 2021-02-10 Yue Shao , Yicheng Hu , Victor M. Zavala

In this paper we propose a new parameter estimator that ensures global exponential convergence of linear regression models requiring only the necessary assumption of identifiability of the regression equation,which we show is equivalent to…

Systems and Control · Electrical Eng. & Systems 2021-08-20 Lei Wang , Romeo Ortega , Alexey Bobtsov , Jose Guadalupe Romero , Bowen Yi

In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…

Statistics Theory · Mathematics 2018-02-13 Holger Drees , Laurens de Haan , Feridun Turkman

We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple price schedules, we show that both the utility function and…

Econometrics · Economics 2026-04-29 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

Model-based process simulation can be used to derive designs and operating conditions of chemical processes that optimally balance multiple objectives, such as quality, costs, or environmental impacts. This work focuses on identifying…

Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous approaches to this problem are only applicable to certain types…

Methodology · Statistics 2023-03-09 Graeme Auld , Ioannis Papastathopoulos

We are interested in the effect of consumer demand estimation error for new products in the context of production planning. An inventory model is proposed, whereby demand is influenced by price and advertising. The effect of parameter…

Optimization and Control · Mathematics 2015-10-23 Antoine Deza , Kai Huang , Michael R. Metel

The increasing penetration of variable renewable energy and flexible demand technologies, such as electric vehicles and heat pumps, introduces significant uncertainty in power systems, resulting in greater imbalance; defined as the…

Statistical Finance · Quantitative Finance 2025-09-08 Timothée Hornek , Sergio Potenciano Menci , Ivan Pavić

Many structural econometric models include latent variables on whose probability distributions one may wish to place minimal restrictions. Leading examples in panel data models are individual-specific variables sometimes treated as "fixed…

Econometrics · Economics 2024-01-15 Andrew Chesher , Adam M. Rosen , Yuanqi Zhang

We characterize a comprehensive family of $d$-variate exogenous shock models. Analytically, we consider a family of multivariate distribution functions that arises from ordering, idiosyncratically distorting, and finally multiplying the…

Statistics Theory · Mathematics 2016-02-08 Jan-Frederik Mai , Steffen Schenk , Matthias Scherer