搜索结果: 1-9 共查到“经济统计学 approach”相关记录9条 . 查询时间(0.457 秒)
Random matrix approach to the dynamics of stock inventory variations
Random matrix approach dynamics stock inventory variations
2012/3/2
We study the cross-correlation matrix $C_{ij}$ of inventory variations of the most active individual and institutional investors in an emerging market to understand the dynamics of inventory variation...
A Hierarchical Bayesian Approach for Aerosol Retrieval Using MISR Data
Bayesian Approach MISR Data Retrieval
2011/7/19
Atmospheric aerosols can cause serious damage to human health and life expectancy. Using the radiances observed by NASA's Multi-angle Imaging SpectroRadiometer (MISR), the current MISR operational alg...
Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach
Time Series Covariance Estimation Regularization, Sparsity
2011/7/6
To better understand the spatial structure of large panels of economic and financial time series and provide a guideline for constructing semiparametric models, this paper first considers estimating a...
Causality as a unifying approach between activation and connectivity analysis of fMRI data
Causality activations functional connectivity fMRI
2011/3/24
This paper indicates causality as the tool that unifies the analysis of both activations and connectivity of brain areas, obtained with fMRI data. Causality analysis is commonly applied to study conne...
Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation
Operational Risk Loss Distributional Approach Doubly stochastic Poisson Process -Stable Basel II Solvency II
2011/3/25
Under the Basel II standards, the Operational Risk (OpRisk) advanced measurement approach is not prescriptive regarding the class of statistical model utilised to undertake capital estimation. It has ...
A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation
constrained ℓ 1 minimization covariance matrix Frobenius norm Gaus-sian graphical model rate of convergence precision matrix spectral norm
2011/3/21
A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy ...
A Bayesian approach to comparing theoretic models to observational data: A case study from solar flare physics
A Bayesian approach observational data solar flare physics
2011/3/25
Solar flares are large-scale releases of energy in the solar atmosphere, which are characterized by rapid changes in the hydrodynamic properties of plasma from the photosphere to the corona. Solar phy...
A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling
Failing system Urn model Neutral to the right processes
2010/10/19
In this paper we propose a new nonparametric approach to interacting failing systems (FS), that is systems whose probability of failure is not negligible in a fixed time horizon, a typical example be...
State Tameness: A New Approach for Credit Constrains
arbitrage pricing of contingent claims continuous-time nancial markets tame-ness
2009/4/28
We propose a new definition for tameness within the model of security prices as Itô processes that is risk-aware. We give a new definition for arbitrage and characterize it. We then prove a t...