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ANOR
2007
81views more  ANOR 2007»
14 years 10 months ago
A conditional-SGT-VaR approach with alternative GARCH models
This paper proposes a conditional technique for the estimation of VaR and expected shortfall measures based on the skewed generalized t (SGT) distribution. The estimation of the co...
Turan G. Bali, Panayiotis Theodossiou
BMCBI
2010
125views more  BMCBI 2010»
14 years 10 months ago
NeatMap - non-clustering heat map alternatives in R
Background: The clustered heat map is the most popular means of visualizing genomic data. It compactly displays a large amount of data in an intuitive format that facilitates the ...
Satwik Rajaram, Yoshi Oono
BMCBI
2008
141views more  BMCBI 2008»
14 years 10 months ago
Alternative contingency table measures improve the power and detection of multifactor dimensionality reduction
Background: Multifactor Dimensionality Reduction (MDR) has been introduced previously as a non-parametric statistical method for detecting gene-gene interactions. MDR performs a d...
William S. Bush, Todd L. Edwards, Scott M. Dudek, ...
CACM
2008
67views more  CACM 2008»
14 years 10 months ago
Alternate reality gaming
Jeffrey Y. Kim, Jonathan P. Allen, Elan Lee