Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 33, No. 3/4 (Dec., 1971), pp. 217-224 (8 pages) Suppose that ${\rm L}(\psi,\theta)=(\psi ...
The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...
2023 SEP 19 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- New research on risk management is the subject of a new report. According to news originating from Towson, ...
This is a preview. Log in through your library . Abstract A bivariate distribution with continuous margins can be uniquely decomposed via a copula and its marginal distributions. We consider the ...
If the FDA follows through with the proposed guidelines, and they are not fatally twisted by pressure from the medical ...