The Andersson-Madigan-Perlman (AMP) Markov property is a recently proposed alternative Markov property (AMP) for chain graphs. In the case of continuous variables with a joint multivariate Gaussian ...
This is a preview. Log in through your library . Abstract Procrustes analysis involves finding the optimal superposition of two or more "forms" via rotations, translations, and scalings. Procrustes ...
It may be misleading to estimate value-at-risk (VAR) or other risk measures assuming normally distributed innovations in a model for a heteroscedastic financial return series. Using the t-distribution ...
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