The event of a default for low-default portfolios, such as sovereign debt or banks, have received much attention as a result of the increasing instabilities in financial markets. The lack of sufficient default information ...

The aim of the study was to survey permutation tests, bootstrapping and jackknife methods and their application to significance testing of regression coefficients in linear regression analysis. A Monte Carlo simulation ...

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Having just survived what is arguably the worst financial crisis in time, it is expected that the focus on regulatory capital held by financial institutions such as banks will increase significantly over the next few years. ...

In recent times Big Data has been talked about in many areas, ranging from information technology, to government and healthcare, and to business. Big Data is changing the world we live in in many respects, especially as ...

Adjusting for baseline pre-intervention characteristics between treatment groups, through the use of propensity score matching methods, is an important step that enables researchers to do causal inference with confidence. ...

The univariate and bivariate central chi-square- and F distributions have received a decent amount of attention in the literature during the past few decades; the noncentral counterparts of these distributions have been ...

If a known distribution on a real line is given, it can be wrapped on the circumference of a unit circle. This research entails the study of a univariate skew-normal distribution where the skew-normal distribution is ...

The Cox-Proportional Hazards model is introduced as a potential tool to understand customer behavior relating to churn or disconnections in the telecommunications space. An overview of Survival Analysis is provided along ...

In the process of data acquisition the information obtained are more than often contaminated by noise. To purify the data smoothers are designed to remove the noise. The LULU operators are such smoothers, more speci ...