We present a semi-parametric method for testing mixing distributions in the mixed Poisson model. The proposed method, which is based on the generalized method of moments, does not...
Background: Differential co-expression analysis is an emerging strategy for characterizing disease related dysregulation of gene expression regulatory networks. Given pre-defined ...
Johannes M. Freudenberg, Siva Sivaganesan, Michael...
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
The paper presents a comparative study on the performance of commonly used estimators of the fractional order of integration when data is contaminated by noise. In particular, meas...