Relying on this observation, we propose a novel Saliency-Driven Mutual Cross Attention (SDMA) framework that extracts localized temporal events and generates a saliency series to complement the input time series. We further propose an architecture that accounts for the mutual cross-talk between the ...
order statisticscorrelation coefficientfutures markethedging effectivenessThis paper considers order statistics Z and W from a trivariate lognormal vector (X1,X2,Y), where Z = min(X1,X2,) and W = max(X1,X2). The cross moments between Z (or W) and Y are characterized and compared to ...
(A) What is a "good estimator" for expected value of WW ? (B) For which choices of the parameters λ1,…,λNλ1,…,λN is the variance of WiWi minimized ?Setting: I want to estimate the expectations of the WiWi's to good precision. Indeed, if possible I'd pre...
Multi-variate panel regression: How to model the effects of multiple independent variables on groups of dependent variables?Ask Question Asked 1 year, 9 months ago Modified 1 year, 9 months ago Viewed 34 times 0 I have the following hypothetical data on U.S. treasury ...
Cross-validation and performance measures are standard components in the evalua- tion of a geostatistical model. These are well established in the univariate case, but measures for multivariate geostatistical modeling have not received as much atten- tion. In the case of a single target variable, ...
If νν is less or equal to p−1p−1, this random variate will be non-invertible with probability of one. Let's say that I would like to get a random variate for a non-integral value of νν, for example ν=12ν=12. In this situation, I obviously can't ...