نتایج جستجو برای: conditional situations

تعداد نتایج: 157919  

Journal: :J. Multivariate Analysis 2010
Gery Geenens Léopold Simar

Consider a two-way contingency table, built on two categorical variables R and S. A fundamental question in this context is whether R and S are independent or not. This over-studied testing problem mostly relies on the chi-square or the likelihood ratio test statistics. The principal drawback of the classical way of doing is that probabilities for an individual to fall in a cell of the table ar...

Journal: :Synthese 2022

Abstract The main aim of the paper is to reject idea that predicates personal taste express normative meanings. According a recent theory proposed by Daniel Gutzmann, both truth-conditional content and use-conditional content, latter being normative. purported normativity supposed consist in when producing utterances containing such predicates, their speakers suggest how other people ought expe...

ژورنال: اقتصاد مالی 2020
علی باغانی فاطمه صراف, قدرت اله امام وردی, مجتبی کریمی

پژوهش حاضر به بررسی همبستگی شرطی پویای متقارن و نامتقارن بین نوسانات قیمت نفت و بازار سهام کشورهای حوزه خلیج فارس در شرایط سرایت بحران مالی پرداخته است. برای این منظور از مدل DCC[i] وADCC[ii]  طی دوره زمانی هفته اول سال 2004 تا هفته چهل و هفتم سال 2019  استفاده شده است. نتایج حاصل از این مطالعه بیانگر وجود همبستگی شرطی پویای نامتقارن بازار سهام ایران و دبی و همبستگی شرطی پویای متقارن بازار سهام...

1998
Eberhard Kirchberg

For a conditional expectation E on a (unital) C*-algebra A there exists a real number K ≥ 1 such that the mapping K · E − idA is positive if and only if there exists a real number L ≥ 1 such that the mapping L ·E − idA is completely positive, among other equivalent conditions. The estimate (min K) ≤ (min L) ≤ (min K)[min K] is valid, where [·] denotes the entire part of a real number. As a cons...

1998
Eberhard Kirchberg

For a conditional expectation E on a (unital) C*-algebra A there exists a real number K ≥ 1 such that the mapping K · E − idA is positive if and only if there exists a real number L ≥ 1 such that the mapping L ·E − idA is completely positive, among other equivalent conditions. The estimate (min K) ≤ (min L) ≤ (min K)[min K] is valid, where [·] denotes the entire part of a real number. As a cons...

This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...

Journal: :تحقیقات جغرافیایی 0
حسین عساکره فاطمه ترکارانی دانشگاه اصفهان سعیده اشرفی دانشگاه زنجان

the stochastic outcomes and phenomenon of climate are the reason to use probability sciences in climatology. interactions of most of climatic phenomenon as well as justify them are very acceptable based on probability technique. accordingly it is useful in environmental management and planning. a conditional probability is the probability of an event given that another event has occurred e.g. l...

2002
Michael Montemerlo Sebastian Thrun William Whittaker

This paper presents a probabilistic algorithm for simultaneously estimating the pose of a mobile robot and the positions of nearby people in a previously mapped environment. This approach, called the conditional particle filter, tracks a large distribution of people locations conditioned upon a smaller distribution of robot poses over time. This method is robust to sensor noise, occlusion, and ...

2007
Arnab Bhattacharjee Madhuchhanda Bhattacharjee

We propose Bayesian inference in hazard regression models where the baseline hazard is unknown, covariate e¤ects are possibly agevarying (non-proportional), and there is multiplicative frailty with arbitrary distribution. Our framework incorporates a wide variety of order restrictions on covariate dependence and duration dependence (ageing). We propose estimation and evaluation of age-varying c...

2013
D. Allenotor R. K. Thulasiram

There is a compelling need to accurately and efficiently compute option values. Existing literature shows that models based on constant stock volatilities have been widely used in option valuation. However, stock volatilities change constantly in real life situations. The introduction of the Auto Regressive Conditional Heteroskedasticity (ARCH) model and subsequently, the Generalized Auto Regre...

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