Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Julio M. Stern"'
Publikováno v:
Econometrics, Vol 10, Iss 2, p 15 (2022)
Most factor-based forecasting models for the term structure of interest rates depend on a fixed number of factor loading functions that have to be specified in advance. In this study, we relax this assumption by building a yield curve forecasting mod
Externí odkaz:
https://doaj.org/article/c6b14acdc4624cbdacc21883c5abaa83
Publikováno v:
Entropy, Vol 24, Iss 2, p 225 (2022)
Haphazard intentional sampling is a method developed by our research group for two main purposes: (i) sampling design, where the interest is to select small samples that accurately represent the general population regarding a set of covariates of int
Externí odkaz:
https://doaj.org/article/507d74c3d4f64914b4f627bf8a9af812
Publikováno v:
Energies, Vol 13, Iss 18, p 4938 (2020)
Primary energy consumption is one of the key drivers of global CO2 emissions that, in turn, heavily depends on the efficiency of involved technologies. Either improvement in technology efficiency or the expansion of non-fossil fuel consumption requir
Externí odkaz:
https://doaj.org/article/ab69d35621ee4cf7a90d2c041755aa45
Publikováno v:
Entropy, Vol 22, Iss 9, p 968 (2020)
To perform statistical inference for time series, one should be able to assess if they present deterministic or stochastic trends. For univariate analysis, one way to detect stochastic trends is to test if the series has unit roots, and for multivari
Externí odkaz:
https://doaj.org/article/17e11c5744ab4e61a31d3b61efab787c
Publikováno v:
Proceedings, Vol 33, Iss 1, p 7 (2019)
Conditional value at risk (CVaR), or expected shortfall, is a risk measure for investments according to Rockafellar and Uryasev. Yamai and Yoshiba define CVaR as the conditional expectation of loss given that the loss is beyond the value at risk (VaR
Externí odkaz:
https://doaj.org/article/5b4a4d807944447bb6fbae7f35f1d8ed
Publikováno v:
Entropy, Vol 20, Iss 1, p 42 (2018)
There are several electricity generation technologies based on different sources such as wind, biomass, gas, coal, and so on. The consideration of the uncertainties associated with the future costs of such technologies is crucial for planning purpose
Externí odkaz:
https://doaj.org/article/6cbdbf1e034a4631bcab99e8dd86a2ae
Publikováno v:
Genetics and Molecular Biology, Vol 32, Iss 3, Pp 619-625 (2009)
Much forensic inference based upon DNA evidence is made assuming Hardy-Weinberg Equilibrium (HWE) for the genetic loci being used. Several statistical tests to detect and measure deviation from HWE have been devised, and their limitations become more
Externí odkaz:
https://doaj.org/article/d4e8a410db3b475691e2ce7bea2583ea
Publikováno v:
Entropy, Vol 18, Iss 7, p 256 (2016)
Simultaneous hypothesis tests can fail to provide results that meet logical requirements. For example, if A and B are two statements such that A implies B, there exist tests that, based on the same data, reject B but not A. Such outcomes are generall
Externí odkaz:
https://doaj.org/article/4eabf3f5b20b48b6be899e427bef7487
Publikováno v:
Repositório Institucional da USP (Biblioteca Digital da Produção Intelectual)
Universidade de São Paulo (USP)
instacron:USP
Universidade de São Paulo (USP)
instacron:USP
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::919dde13e351cfad599d16d110b07755
Publikováno v:
Wiley StatsRef: Statistics Reference Online. :1-6