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Law of large numbers for branching symmetric Hunt processes with measure-valued branching rates
Law of large numbers branching Hunt processes spine approach h-transform spectral gap
2016/1/26
We establish weak and strong law of large numbers for a class of branching symmetric Hunt processes with the branching rate being a smooth measure with respect to the underlying Hunt process, and the ...
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Reinsurance pre- mium principle Wang’s premium principle VaR TVaR
2016/1/25
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
High Dimensional Influence Measure
Cook’s distance High dimensional diagnosis Influential obser- vation Lasso Marginal correlations Variable Screening
2016/1/20
Influence diagnosis is important since presence of influential ob-servations could lead to distorted analysis and misleading interpreta-tions. For high dimensional data, it is particularly so, as the ...
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles Matrices
Optimal reinsurance Distortion risk measure Wang’s premium principle VaR TVaR
2016/1/20
Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle is an interesting topic. This paper discusses the optimal reinsurance problem wit...
On Maximizing a Robustness Measure for Structured Nonlinear Perturbations
Maximizing Robustness Measure Structured Nonlinear Perturbations
2015/7/13
In this paper, we propose a robustness measure for LTI systems with causal, nonlinear diagonal perturbations with finite L_2-gain. We propose an algorithm to reliably compute this quantity. We show ho...
Direct coupling information measure from non-uniform embedding
Direct coupling information measure non-uniform embedding
2013/6/17
A measure to estimate the direct and directional coupling in multivariate time series is proposed. The measure is an extension of a recently published measure of conditional Mutual Information from Mi...
Risk Measure Estimation On Fiegarch Processes
Long Memory Models Volatility Risk Measure Estimation FIEGARCH Processes
2013/6/17
We consider the Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedasticity process, denoted by FIEGARCH(p,d,q), introduced by Bollerslev and Mikkelsen (1996). We pre...
We propose one-class support measure machines (OCSMMs) for group anomaly detection which aims at recognizing anomalous aggregate behaviors of data points. The OCSMMs generalize well-known one-class su...
Clustering function: a measure of social influence
clustering coecient power law social network intersection graph
2012/9/19
A commonly used characteristic of statistical dependence of adjacency relations in real networks, the clustering coecient, evaluates chances that two neighbours of a given vertex are adjacent. Anothe...
The validation of a measure of organisational energy in the South African context
validation a measure of organisational energy South African context
2012/10/17
Previous research has highlighted the need to examine the relationship between people and organisations. This perspective facilitates the study of organisational energy.
Using Achievement Tests to Measure Language Assimilation and Language Bias among the Children of Immigrants
Achievement Tests Measure Language Assimilation Language Bias among Children Immigrants
2016/3/8
We measure the extent of language assimilation among children of Hispanic immigrants. Our identification strategy exploits test language randomization (English or Spanish) of Woodcock Johnson achievem...
A measure of statistical complexity based on predictive information
Statistics Theory (math.ST) Information Theory (cs.IT) Data Analysis Statistics and Probability (physics.data-an)
2010/12/17
We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including e...
A Note on an R^2 Measure for Fixed Effects in the Generalized Linear Mixed Model
Goodness-of-fit Correlated data Model selection Multiple correlation Maximum likelihood Nonnormal distribution
2010/11/8
Using the LRT statistic, a model V# is proposed for the generalized linear mixed model for
assessing the association between the correlated outcomes and fixed effects. The V# compares
the full model...
Tourism Cluster Competitiveness and Sustainability: Proposal for a Systemic Model to Measure the Impact of Tourism on Local Development
tourism cluster local development competitiveness sustainability
2009/9/25
This article proposes a model to measure tourism cluster impact on local development with a view to assessing tourism cluster interaction, competitiveness and sustainability impacts on the economy, so...
Random measure of non-compactness in PM-spaces and applications
Random measure non-compactness PM-spaces
2009/9/23
Random measure of non-compactness in PM-spaces and applications。