Zobrazeno 1 - 10
of 69
pro vyhledávání: '"Spiridon Penev"'
Publikováno v:
Geoscientific Model Development, Vol 14, Pp 3539-3551 (2021)
Climate change is typically modeled using sophisticated mathematical models (climate models) of physical processes that range in temporal and spatial scales. Multi-model ensemble means of climate models show better correlation with the observations t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2163bc3c3253954a009cdeaf557bb53d
https://doi.org/10.5194/gmd-14-3539-2021
https://doi.org/10.5194/gmd-14-3539-2021
Publikováno v:
Statistics in Medicine
Multiple imputation and maximum likelihood estimation (via the expectation-maximization algorithm) are two well-known methods readily used for analyzing data with missing values. While these two methods are often considered as being distinct from one
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1ad9cea1009801056da9d47293fa3a4e
http://europepmc.org/articles/PMC8248419
http://europepmc.org/articles/PMC8248419
Publikováno v:
Smart Ship Technology Conference 2020. :83-94
Wave load cycles, wet-deck slamming events, accelerations and motion comfort are important considerations for high-speed catamarans operating in moderate to large waves. Although developing a hull monitoring system according to classification guideli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff12d0896f0b9149e58eb645f9cac945
https://doi.org/10.3940/sst.20.11
https://doi.org/10.3940/sst.20.11
Publikováno v:
Computational Statistics. 35:1291-1317
In many applications involving regression analysis, explanatory variables (or covariates) may be imprecisely measured or may contain missing values. Although there exists a vast literature on measurement error modeling to account for errors-in-variab
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::54be651d5d0f9933fb37df921adc94de
https://doi.org/10.1007/s00180-020-00976-2
https://doi.org/10.1007/s00180-020-00976-2
Optimization under uncertainty and risk is ubiquitous in business, engineering, and finance. Typically, we use observed or simulated data in our decision models, which aim to control risk, and result in composite risk functionals. The paper addresses
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f4b31cd9bda9abb4beef9f0b983a3081
Publikováno v:
International Journal of Maritime Engineering. 163
An onboard monitoring system can measure features such as stress cycles counts and provide warnings due to slamming. Considering current technology trends there is the opportunity of incorporating machine learning methods into monitoring systems. A h
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79cb4763ec1f5bdcf58390883e0f07ac
https://doi.org/10.5750/ijme.v163ia3.797
https://doi.org/10.5750/ijme.v163ia3.797
Publikováno v:
European Journal of Operational Research. 273:772-784
We quantify model risk of a financial portfolio whereby a multi-period mean-standard-deviation criterion is used as a selection criterion. In this work, model risk is defined as the loss due to uncertainty of the underlying distribution of the return
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8e089ac187200c45c7f2c80280ad1d50
https://doi.org/10.1016/j.ejor.2018.08.026
https://doi.org/10.1016/j.ejor.2018.08.026
Autor:
Kanta Naito, Spiridon Penev
Publikováno v:
Electronic Journal of Statistics. 15
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88eeb556ef9212e1dc61b506cb922aae
https://doi.org/10.1214/21-ejs1947
https://doi.org/10.1214/21-ejs1947
Climate change is typically modelled using sophisticated mathematical models (Climate Models) of physical processes taking place over long periods of time. Multi-model ensembles of climate models show better correlation with the observations than any
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4914f78b3cb6f77e368db19da02ee62a
https://doi.org/10.5194/gmd-2020-253
https://doi.org/10.5194/gmd-2020-253
Publikováno v:
Journal of Multivariate Analysis. 168:30-47
Wavelet estimators for a probability density f enjoy many good properties, however they are not ‘shape-preserving’ in the sense that the final estimate may not be non-negative or integrate to unity. A solution to negativity issues may be to estim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a39cc071076629d90047834e606e7116
https://doi.org/10.1016/j.jmva.2018.07.002
https://doi.org/10.1016/j.jmva.2018.07.002