The leverage effect has become an extensively studied phenomenon which describes the (usually) negative relation between stock returns and their volatility. Although this characteristic of stock returns is well acknowledged, most studies of the phenomenon are based on cross-sectional calibration with parametric models. On the statistical side, most previous works are conducted over daily or lon...

The collocation technique has become a popular tool in oceanography and hydrology for estimating the error variances of different data sources such as in situ sensors, models and remote sensing products. It is also possible to determine calibration constants, for example to account for an off-set between the data sources. So far, the temporal autocorrelation structure of the errors has not been...

Imputation is one of the most common methods to reduce item non_response effects. Imputation results in a complete data set, and then it is possible to use naϊve estimators. After using most of common imputation methods, mean and total (imputation estimators) are still unbiased. However their variances (imputation variances) are underestimated by naϊve variance estimators. Sampling mechanism an...

Surveys of clusters of galaxies provide us with a powerful probe of the density and nature of the dark energy. The red-shift distribution of detected clusters is highly sensitive to the dark energy equation of state parameter w. Upcoming Sunyaev– Zel’dovich (SZ) surveys would provide us large yields of clusters to very high red-shifts. Self-calibration of cluster scaling relations, possible for...

In this paper we present a new source separation method based on dynamic sparse source signal models. Source signals are modeled in frequency domain as a product of a Bernoulli selection variable with a deterministic but unknown spectral amplitude. The Bernoulli variables are modeled in turn by first order Markov processes with transition probabilities learned from a training database. We consi...

The paper presents an analysis of the performance of different radar algorithms for rainfall estimation. These are the conventional one based on radar reflectivity factor Z and three polarimetric estimators utilizing different combinations of Z, specific differential phase KDP, and differential reflectivity ZDR. A dense micronetwork of 42 gauges in central Oklahoma, USA, is used for validating ...

The primary system we submitted was composed of 11 subsystems as the required run. 3 subsystems are based on Acoustic Keyword Spotting (AKWS) and 8 on Dynamic Time Warping (DTW). The AKWS systems were based only on phoneme posteriors while the DTW subsystems were based on both phoneme posteriors and Bottle-Neck features (BN) as input. The underlying phoneme posterior estimators / bottle-neck fe...

Finding out biomarkers and building risk scores to predict the occurrence of survival outcomes is a major concern of clinical epidemiology, and so is the evaluation of prognostic models. In this paper, we are concerned with the estimation of the time-dependent AUC--area under the receiver-operating curve--which naturally extends standard AUC to the setting of survival outcomes and enables to ev...

Working memory is a key executive function for flying an aircraft. This function is particularly critical when pilots have to recall series of air traffic control instructions. However, working memory limitations may jeopardize flight safety. Since the functional near-infrared spectroscopy (fNIRS) method seems promising for assessing working memory load, our objective is to implement an on-line...

Abstract Matching a nonprobability sample to probability is one strategy both for selecting the units and weighting them. This approach has been employed in past select subsamples of persons from large panel volunteers. One method weighting, introduced here, assign unit weight its matched case sample. The properties resulting estimators depend on whether weights are inverses selection probabili...