Low maternal prepregnancy BMI is associated with adverse birth outcomes, but the BMI at which risk increases is not well defined. We assessed whether the relationship between prepregnancy BMI and birth outcomes is influenced ...
The well-known absence-of-arbitrage condition NFLVR from the fundamental theorem of asset pricing splits into two conditions, called NA and NUPBR. We give a literature overview of several equivalent reformulations of NUPBR; ...
Many monetary and fiscal policy measures have aimed at mitigating the effects of the financial market meltdown that started in the U. S. subprime sector in 2008 and has subsequently spread world wide as a great recession. ...
Al Kadiri, M; Carroll, R.; Wand, Matthew(Elsevier BV, 2010)
We study the marginal longitudinal nonparametric regression problem and some of its semiparametric extensions. We point out that, while several elaborate proposals for efficient estimation have been proposed, a relative ...
Recognition of protein folding patterns is an important step in protein structure and function predictions. Traditional sequence similarity-based approach fails to yield convincing predictions when proteins have low sequence ...
The fact that supply and demand fluctuations have longmemory, which was independently discovered by Lillo and Farmer (2004) and Bouchaud et al. (2004), raises an apparent paradox about compatibility with market efficiency. ...
Empirical evidence has suggested that, facing different trading strategies and complicated decision, the proportions of agents relying on particular strategies may stay at constant level or vary over time. This paper ...
Novikov, Alex; Kordzakhia, Nino(Taylor \& Francis 4 Park Square Milton Park Abingdon 0X14 4RN England, 2008)
Using the martingale approach we find sufficient conditions for exponential boundedness of first passage times over a level for ergodic first order autoregressive sequences.
Prevalence of child undernutrition remains high in many developing countries. In settings with scarce resources, modifiable maternal social conditions may influence feeding and parenting practices, in turn affecting child ...
For a left-continuous random walk, absorbing at 0, the joint distribution of the maximum and time to absorption is derived. A description of the tails of the distributions and a conditional limit theorem are obtained for ...
Studies pertaining to childhood psychopathology often incorporate information front multiple sources (or informants). For example. measurement Of Some factor of particular interest might be collected from parents, teachers ...
Wand, Matthew; Ormerod, J.; Padoan, S.; Fruhwirth, R.(International Society for Bayesian Analysis, 2011)
We develop strategies for mean eld variational Bayes approximate inference for Bayesian hierarchical models containing elaborate distributions. We loosely de ne elaborate distributions to be those having more complicated ...
A fast mean field variational Bayes (MFVB) approach to nonparametric regression when the predictors are subject to classical measurement error is investigated. It is shown that the use of such technology to the measurement ...
This paper analyzes the dynamics of an explicit random process of prices and price expectations of finitely many assets in an economy with overlapping generations of heterogeneous consumers. They maximize expected utility ...
This paper argues that achievement of many of the attributes of graduates in professional practice in operations research, or quantitative management science, can be developed best trhoguh a learning design that reflects ...