Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Mohammed B. Alamari"'
Publikováno v:
AIMS Mathematics, Vol 9, Iss 6, Pp 13980-13997 (2024)
This work considers the Local Linear Estimation (LLE) of the conditional functional mean. This regression model is used when the independent variable is functional, and the dependent one is a censored scalar variable. Under standard postulates, we es
Externí odkaz:
https://doaj.org/article/7cc6c36cae0a42a0bec62a6c45f14f66
Publikováno v:
Axioms, Vol 13, Iss 10, p 678 (2024)
The main aim of this paper is to consider a new risk metric that permits taking into account the spatial interactions of data. The considered risk metric explores the spatial tail-expectation of the data. Indeed, it is obtained by combining the ideas
Externí odkaz:
https://doaj.org/article/5a77fa31b38249509aaeea667ada586f
Publikováno v:
Entropy, Vol 26, Iss 9, p 798 (2024)
This paper treats the problem of risk management through a new conditional expected shortfall function. The new risk metric is defined by the expectile as the shortfall threshold. A nonparametric estimator based on the Nadaraya–Watson approach is c
Externí odkaz:
https://doaj.org/article/88d40122d5dc46b99c7deffc189a661a
Publikováno v:
Symmetry, Vol 16, Iss 7, p 928 (2024)
This paper deals with the problem of financial risk management using a new expected shortfall regression. The latter is based on the expectile model for financial risk-threshold. Unlike the VaR model, the expectile threshold is constructed by an asym
Externí odkaz:
https://doaj.org/article/1f5c95d08fd54b9ba234b294c82cfa04
Publikováno v:
Axioms, Vol 13, Iss 7, p 444 (2024)
This paper analyzes the co-fluctuation between a scalar response random variable and a curve regressor using quantile regression. We focus on the situation wherein the output variable is observed with random missing. For this incomplete functional da
Externí odkaz:
https://doaj.org/article/88aaef5d29b54437a3607d8ffe2ed1fc