Several new tests are proposed for examining the adequacy of a family of parametric models against large nonparametric alternatives. These tests formally check if the bias vector of residuals from ...
We have performed a genome scan using 25 nuclear families consisting of right-handed parents with at least two left-handed children. Handedness was assessed as a qualitative trait using a laterality ...
Numerous advances in the modeling techniques of value-at-risk (VaR) have provided financial institutions with a wide range of market risk approaches. However, which model to use depends on the state ...
Using the computer to design objects by modeling their components with real-world behaviors and attributes. Typically specialized for either mechanical design or building design, a parametric modeler ...
A transformed Bernstein polynomial that is centered at standard parametric families, such as Weibull or log-logistic, is proposed for use in the accelerated hazards model. This class provides a ...
Value-at-risk (VaR) is one of the most common risk measures used in finance. The correct estimation of VaR is essential for any financial institution, in order to arrive at the accurate capital ...
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