the purpose of this study is estimation of daily value at risk (var) for total index of tehran stock exchange using parametric, nonparametric and semi-parametric approaches. conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated var and also to compare the performance of mentioned approaches. in most cases, based on backtesting statistics results, ...

The objective of my doctoral research is bring together two fields: partially-observable reinforcement learning (PORL) and non-parametric Bayesian statistics (NPB) to address issues of statistical modeling and decisionmaking in complex, realworld domains.

The objective of my doctoral research is bring together two fields: partially-observable reinforcement learning (PORL) and non-parametric Bayesian statistics (NPB) to address issues of statistical modeling and decisionmaking in complex, realworld domains.

In this paper we develop an approach that synthesizes the best features of the two main methods in the estimation of production efficiency. Specically, our approach first allows for statistical noise, similar to Stochastic frontier analysis, and second, it allows modeling multiple-inputs-multiple-outputs technologies without imposing parametric assumptions on production relationship, similar to...

Mouse local lymph node assay (LLNA, OECD TG429) is an alternative test replacing conventional guinea pig tests (OECD TG406) for the skin sensitization test but the use of a radioisotopic agent, (3)H-thymidine, deters its active dissemination. New non-radioisotopic LLNA, LLNA:BrdU-FCM employs a non-radioisotopic analog, 5-bromo-2'-deoxyuridine (BrdU) and flow cytometry. For an analogous method, ...

Parametric statistical methods are traditionally employed in functional magnetic resonance imaging (fMRI) for identifying areas in the brain that are active with a certain degree of statistical significance. These parametric methods, however, have two major drawbacks. First, it is assumed that the observed data are Gaussian distributed and independent; assumptions that generally are not valid f...

We present a brief overview of the speech enhancement problem for wide-band noise sources that are not correlated with the speech signal. Our main focus is on the spectral subtraction approach and some of its derivatives in the forms of linear and non-linear minimum mean square error estimators. For the linear case, we review the signal subspace approach, and for the non-linear case, we review ...

In clinical trials examining the incidence of pneumonia it is a common practice to measure infection via both invasive and non-invasive procedures. In the context of a recently completed randomized trial comparing two treatments the invasive procedure was only utilized in certain scenarios due to the added risk involved, and given that the level of the non-invasive procedure surpassed a given t...

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