نتایج جستجو برای: proxy modeling
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OBJECTIVE This study set out to examine whether mothers' individual perceptions of their neighborhood social processes predict their risk for physical child abuse and neglect directly and/or indirectly via pathways involving parents' reported stress and sense of personal control in the parenting role. METHODS In-home and phone interview data were examined cross-sectionally from a national bir...
Understanding the causes and effects of species invasions is a priority in ecology and conservation biology. One of the crucial steps in evaluating the impact of invasive species is to map changes in their actual and potential distribution and relative abundance across a wide region over an appropriate time span. While direct and indirect remote sensing approaches have long been used to assess ...
We provide an enhanced security model for proxy signatures that captures a more realistic set of attacks than previous models of Boldyreva et al. and of Malkin et al.. Our model is motivated by concrete attacks on existing schemes in scenarios in which proxy signatures are likely to be used. We provide a generic construction for proxy signatures secure in our enhanced model using sequential agg...
This paper examines one of the major problems in credit risk models widely used in the financial industry to forecast future defaults and bankruptcies. We find that even after proper calibration, a representative credit risk model can severely underestimate default correlation. We further find that a likely reason for the underestimation of default correlation is the problematic common practice...
[1] We investigate the interpretation of tree-ring data using the Vaganov-Shashkin forward model of tree-ring formation. This model is derived from principles of conifer wood growth, and explicitly incorporates a nonlinear daily timescale model of the multivariate environmental controls on tree-ring growth. The model results are shown to be robust with respect to primary moisture and temperatur...
Instead of having been more or less constant, as once assumed, it is now apparent that the major ion chemistry of the oceans has varied substantially over time. For instance, independent lines of evidence suggest that calcium concentration ([Ca ]) has approximately halved and magnesium concentration ([Mg ]) approximately doubled over the last 100 million years. On the other hand, the calcite co...
The transformed-data maximum likelihood estimation (MLE) method for structural credit risk models developed by Duan (1994) is extended to account for the fact that observed equity prices may have been contaminated by trading noises. With the presence of trading noises, the likelihood function based on the observed equity prices can only be evaluated via some nonlinear filtering scheme. We devis...
Generalized structured component analysis (GSCA) is a component-based approach to structural equation modeling (SEM). GSCA regards weighted composites or components of indicators as proxies for latent variables and estimates model parameter via least squares without resorting to a distributional assumption such as multivariate normality of indicators. As with other SEM approaches, model evaluat...
A standard assumption of structural models of default is that firms assets evolve exogenously. In this paper, we document the importance of accounting for investment options in models of credit risk. In the presence of financing and investment frictions, firm-level variables which proxy for asset composition carry explanatory power for credit spreads beyond leverage. As a result, cross-sectiona...
[1] This paper documents the migration of the Polar Front (PF) over the Iberian margin during some of the cold climatic extremes of the last 45 ka. It is based on a compilation of robust and coherent paleohydrological proxies obtained from eleven cores distributed between 36 and 42 N. Planktonic dO (Globigerina bulloides), ice-rafted detritus concentrations, and the relative abundance of the po...
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