The sandwich estimator, often known as the robust covariance matrix estimator or the empirical covariance matrix estimator, has achieved increasing use with the growing popularity of generalized estimating equations. Its virtue is that it provides consistent estimates of the covariance matrix for parameter estimates even when the tted parametric model fails to hold, or is not even speci ed. Sur...

MOTIVATION A mass spectrum produced via tandem mass spectrometry can be tentatively matched to a peptide sequence via database search. Here, we address the problem of assigning a posterior error probability (PEP) to a given peptide-spectrum match (PSM). This problem is considerably more dif.cult than the related problem of estimating the error rate associated with a large collection of PSMs. Ex...

INTRODUCTION The influence of molecular diffusion on the MR signal can be exploited to estimate compartment size distributions in heterogeneous specimens [1]. There has been recent interest in adopting this idea to characterize axon diameter distributions in white matter [2]. To this end, previous studies have assumed a known statistical distribution of compartment sizes (such as log-normal or ...

A new approach for using Lévy processes to compute value at risk (VaR) using high-frequency data is presented in this paper. The approach is a parametric model using an ARMA(1,1)-GARCH(1,1) model where the tail events are modeled using the fractional Lévy stable noise and Lévy stable distribution. Using high-frequency data for the German DAX Index, the VaR estimates from this approach are compa...