Article history: Received 5 May 2010 Received in revised form 1 February 2012 Accepted 1 March 2012 Available online 8 March 2012 We examine the ability of oneand two-factor regime switching models to describe US, developed, and emerging market mutual fund returns. We find that a two-factor fixed transition probability model adequately describes the multivariate series of mutual fund returns wi...

INTRODUCTION IT IS known that alcohol consumption and smoking are risk factors for cancer of the oral cavity [l-3]. It therefore seems useful to determine how the joint action of the two factors is related to oral cancer risk. The basic question addressed in this paper is the following: do these two exposures confer their risks independently or in some ‘interactive’ fashion? It is necessary to ...

According to the European Society of Cardiology guidelines, patients with chest pain requires calculation pretest probability (PTP) coronary artery disease (CAD), followed by identification diagnostic tactics. Aim. To analyze registry stable CAD in order assess frequency PTP calculation, as well validity tactics choice depending on its level. Material and methods . The data for periods from 201...

Mixture probability density functions had recently been proposed to describe some fertility patterns characterized by a bi-modal shape. These mixture probability density functions appear to be adequate when the fertility pattern is actually bi-modal but less useful when the shape of age-specific fertility rates is unimodal. A further model is proposed based on skew-symmetric probability density...

We revisit the question of priors that achieve approximate matching of Bayesian and frequentist predictive probabilities. Such priors may be thought of as providing frequentist calibration of Bayesian prediction or simply as devices for producing frequentist prediction regions. Here we analyse the O(n) term in the expansion of the coverage probability of a Bayesian prediction region, as derived...

The buffered failure probability is an alternative measure of reliability that offers several theoretical, practical, and computational advantages over the traditional failure probability. It is handled with relative ease in design optimization problems, accounts for the degree of violation of a performance threshold, and is more conservative than the failure probability. This paper examines th...

Nearest Neighbor (NN) searching is a challenging problem in data management and has been widely studied in data mining, pattern recognition and computational geometry. The goal of NN searching is efficiently reporting the nearest data to a given object as a query. In most of the studies both the data and query are assumed to be precise, however, due to the real applications of NN searching, suc...