Novikov, Alex; Christensen, Soren; Irle, A.(Taylor and Francis, 2011)
Optimal stopping problems form a class of stochastic optimization problems that has a wide range of applications in sequential statistics and mathematical finance. Here we consider a general optimal stopping problem with ...
This article presents an algorithm for accommodating missing data in situations where a natural set of estimating equations exists for the complete data setting. The complete data estimating equations can correspond to the ...
The aim of this paper is to document some empirical facts related to log-returns of diversified workld stock indices when these are denominated in different currencies. Motivated by eaarlier results we jave obtained the ...
Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro(Elsevier Science BV, 2004)
We study the size distribution of business cycles phases, that is expansions and contractions, for a sample of 16 industrialized countries over 120 years. We find that the best-fitting distribution for both expansions and ...
Wang, I; Fraser, Ian; Bursamian, Susan; Manconi, Frank; Street, Deborah; Cornillie, Freddy; Russell, Peter(European Society of Human Reproduction and Embryology, 2000)
The aim of this study was to evaluate the role of lysosomal enzymes in excessively heavy menstruation by comparing women with menorrhagia due to dysfunctional bleeding or intrauterine contraceptive device (IUCD) use with ...
Suppose that m senders want to transmit classical information to n receivers with zero probability of error using a noisy multipartite communication channel. The senders are allowed to exchange classical, but not quantum, ...
We show that a unitary operation (quantum circuit) secretly chosen from a finite set of unitary operations can be determined with certainty by sequentially applying only a finite amount of runs of the unknown circuit. No ...
Given a decomposable graph, we characterize and enumerate the set of pairs of vertices whose connection or disconnection results in a new graph that is also decomposable. We discuss the relevance of these results to Markov ...
We derive methods for enumerating the distinct junction tree representations for any given decomposable graph. We discuss the relevance of the method to estimating conditional independence graphs of graphical models and ...
Hauser, Russ; Altshul, Larisa; Chen, Zuying; Ryan, Louise; Overstreet, James; Schiff, Isaac; Christiani, David(Environmental Health Information Service, 2002)
There have been numerous studies that suggest that sperm concentrations (sperm counts) are declining in men. However, other studies suggest that sperm counts are not declining or may be increasing in some areas. Although ...
Ryan, Louise(The Institute of Mathematical Statistics, 2003)
Environmental health research aims to discover and understand the links between environmental exposure and disease and to inform the regulatory community so that society can be protected against cancer, birth defects and ...
The equivalence of velocity-level and acceleration-level redundancy resolution of robot manipulators is investigated in this Letter. Theoretical analysis based on gradient-descent method and computer simulations based on ...
Finkelstein, Dianne; Ryan, Louise(Wiley for the Royal Statistical Society, 1987)
Rodent tumorigenicity experiments are conducted to determine whether a particular substance accelerates tumour development. The association between exposure to this substance and the risk of tumour development can be ...
The analysis of data arising from environmental health studies which collect a large number of measures of exposure can benefit from using latent variable models to summarize exposure information. However, difficulties ...
In a study of 133 volunteer subjects, demographic, physiologic and pharmacokinetic data through exposure to 1,3-Butadiene (BD) were collected in order to estimate the percentage of BD concentration metabolized at steady ...
The objective of measuring leaf photosynthesis using infrared gas analysis is to determine key indicators of plant eco-physiology, including light and CO2 compensation and saturation points, and critical thresholds of ...
Estimation of copula models with discrete margins can be difficult beyond the bivariate case. We show how this can be achieved by augmenting the likelihood with continuous latent variables, and computing inference using ...
A compound option (the mother option) gives the holder the right, but not the obligation, to buy (long) or sell (short) the underlying option (the daughter option). In this paper, we consider the problem of pricing ...