Equivalent Forms of the Multivariate Portmanteau Statistic

On the Bias of the Portmanteau Statistic

The portmanteau statistic is based on the first m residual autocorrelations, and is used for diagnostic checks on the adequacy of a fitting model. In this paper, we propose a modified portmanteau statistic with a correction factor that allows for the use of small values of m and eliminates the positively biased random variable for the chi-squared approximation. For this modification we take a d...

the application of multivariate probit models for conditional claim-types (the case study of iranian car insurance industry)

هدف اصلی نرخ گذاری بیمه ای تعیین نرخ عادلانه و منطقی از دیدگاه بیمه گر و بیمه گذار است. تعین نرخ یکی از مهم ترین مسایلی است که شرکتهای بیمه با آن روبرو هستند، زیرا تعیین نرخ اصلی ترین عامل در رقابت بین شرکتها است. برای تعیین حق بیمه ابتدا می باید مقدار مورد انتظار ادعای خسارت برای هر قرارداد بیمه را برآورد کرد. روش عمومی مدل سازی خسارتهای عملیاتی در نظر گرفتن تواتر و شدت خسارتها می باشد. اگر شر...

Equivalent Forms of Multistep Formulas

For uniform meshes it is shown that any linear fc-step formula can be formulated so that only k values need to be saved between steps. By saving additional m values it is possible to construct local polynomial approximations of degree k + m — 1, which can be used as predictor formulas. Different polynomial bases lead to different equivalent forms of multistep formulas. In particular, local mono...

On Multivariate Hermitian Quadratic Forms

Quantifier elimination over real closed fields (real QE) is an important area of research for various fields of mathematics and computer science. Though the cylindrical algebraic decomposition (CAD) algorithm introduced by G. E. Collins [4] and improved by many successive works has been considered as the most efficient method for a general real QE problem up to the present date, we may have a m...

Quadratic Integer Programming: Complexity and Equivalent Forms