Keyword: correlation

Found 14 papers in total
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
2016,
A general methodology for modeling loss data depending on covariates is developed. The...
A Multivariate Control Chart for Autocorrelated Tool Wear Processes
2016,
Full automation of metal cutting processes has been a long held goal of the...
Covariate Decomposition Methods for Longitudinal Missing-at-Random Data and Predictors Associated with Subject-Specific Effects
2014,
Investigators often gather longitudinal data to assess changes in responses over time...
Human action recognition with sparse classification and multiple-view learning
2014,
Employing multiple camera viewpoints in the recognition of human actions increases...
Correlation-Based r-plot for Evaluating Supersaturated Designs
2014,
Orthogonality or near‐orthogonality is an important property in the design of...
Control Charts for Monitoring Linear Profiles with Within-Profile Correlation Using Gaussian Process Models
2014,
Profile monitoring is the utilization of control charts for checking the stability of...
A framework for robust measurement of implied correlation
2014,
We determine correlation estimates by matching the observed index option price with...
Stress testing credit card portfolios: an application in South Africa
2014,
Motivated by a real problem, this study aims to develop models to conduct stress...
An adaptive correlation ratio method using the cumulative sum of the reordered output
2012,
We consider correlation ratios as estimators for first order sensitivity indices from...
A tensor‐based method for missing traffic data completion
2013,
Missing and suspicious traffic data are inevitable due to detector and communication...
Patterns in stock market movements tested as random number generators
2013,
This paper shows that tests of Random Number Generators (RNGs) may be used to test the...
Sensitivity to autocorrelation in judgmental time series forecasting
2011,
How well can people use autocorrelation information when making judgmental forecasts?...
Generalized correlated equilibrium for two‐person games in extensive form with perfect information
2011,
A correlation scheme (leading to a special equilibrium called ‘soft’...
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