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There are several constructions of factor models in statistical finance that can allow for tail dependence relative to Gaussian.
Finally, the simple semi-empirical predictive models in statistical analysis and multiple regressions are proposed and provided for design and application purposes.
Two classes of phenomena in mathematical physics, namely the solvable lattice models in statistical physics and Heisenberg spin chains lead to the same identity, namely the Yang-Baxter equation.
The Schramm-Loewner evolution (SLE) is a family of random fractal curves, which is the proven or conjectured scaling limit of a variety of two-dimensional lattice models in statistical mechanics.
equal to the change in d.f. between models in statistical hypothesis tests.
Equation (2) is useful in fitting models in statistical software packages, whereas (4) is useful for post-fitting calculations.
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The log Pearson type 3 distribution is a very important model in statistical hydrology, especially for modeling annual flood series.
The best partial least squares (PLS) model outperforms the previously reported multiple linear regression (MLR) model in statistical quality and predictive ability (R2 = 0.955, Q2 = 0.917, Rpred2= 0.848).
Percolation is the simplest fundamental model in statistical mechanics that exhibits phase transitions signaled by the emergence of a giant connected component.
We apply these ideas to a simple model in statistical physics (the Luttinger model) establishing the existence of a projective representation of the loop group of U 1) × U 1) in the presence of interaction and at all temperatures.
The primary user (PU) traffic is modeled in statistical domain, i.e., by Poisson and Pareto stochastic processes, as described in Section 6.
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