相关论文: Statistical foundations for assessing the differen…
A principal component analysis based on the generalized Gini correlation index is proposed (Gini PCA). The Gini PCA generalizes the standard PCA based on the variance. It is shown, in the Gaussian case, that the standard PCA is equivalent…
Regression plays a key role in many research areas and its variable selection is a classic and major problem. This study emphasizes cost of predictors to be purchased for future use, when we select a subset of them. Its economic aspect is…
Reconstructing patterns of interconnections from partial information is one of the most important issues in the statistical physics of complex networks. A paramount example is provided by financial networks. In fact, the spreading and…
We introduce iterated beta integrals, a new class of iterated integrals on the universal abelian covering of the punctured projective line that unifies hyperlogarithms and classical beta integrals while preserving their fundamental…
Although the CML (Capital Market Line), the Intertemporal-CAPM, the CAPM/SML (Security Market Line) and the Intertemporal Arbitrage Pricing Theory (IAPT) are widely used in portfolio management, valuation and capital markets financing;…
Many predictions are probabilistic in nature; for example, a prediction could be for precipitation tomorrow, but with only a 30 percent chance. Given both the predictions and the actual outcomes, "reliability diagrams" (also known as…
Topological data analysis (TDA) is a fast-growing field that utilizes advanced tools from topology to analyze large-scale data. A central problem in topological data analysis is estimating the so-called Betti numbers of the underlying…
This paper introduces a cure rate survival model by assuming that the time to the event of interest follows a beta prime distribution and that the number of competing causes of the event of interest follows a negative binomial distribution.…
Weighting methods in causal inference have been widely used to achieve a desirable level of covariate balancing. However, the existing weighting methods have desirable theoretical properties only when a certain model, either the propensity…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
Negative Binomial regression is a staple in Operations Management empirical research. Most of its analytical aspects are considered either self-evident, or minutiae that are better left to specialised textbooks. But what if the evidence…
The Gaussian cluster-weighted model (CWM) is a mixture of regression models with random covariates that allows for flexible clustering of a random vector composed of response variables and covariates. In each mixture component, it adopts a…
The biastest command in Stata is a powerful and user-friendly tool designed to compare the coefficients of different regression models, enabling researchers to assess the robustness and consistency of their empirical findings. This command…
Probability distributions defined on the unit interval are widely used in fields ranging from econometrics to reliability studies. Traditional models such as the beta and Kumaraswamy distributions are well-established due to their…
The Generalized Additive Model (GAM) is a powerful tool and has been well studied. This model class helps to identify additive regression structure. Via available test procedures one may identify the regression structure even sharper if…
The Barab\'asi-Albert model is a popular scheme for creating scale-free graphs but has been previously shown to have ambiguities in its definition. In this paper we discuss a new ambiguity in the definition of the BA model by identifying…
How to price and hedge claims on nontraded assets are becoming increasingly important matters in option pricing theory today. The most common practice to deal with these issues is to use another similar or "closely related" asset or index…
A new implementation of an adiabatically-trained ensemble model is derived that shows significant improvements over classical methods. In particular, empirical results of this new algorithm show that it offers not just higher performance,…
Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…
The purpose of this paper is to test the time-invariance of the beta coefficients estimated by the Adaptive Multi-Factor (AMF) model. The AMF model is implied by the generalized arbitrage pricing theory (GAPT), which implies constant beta…