Bayesian predictive density estimation represents a cornerstone of modern statistical inference by integrating prior knowledge with observed data to produce a predictive distribution for future ...

The Stiefel manifold Vp,d is the space of all d × p orthonormal matrices, with the d−1 hypersphere and the space of all orthogonal matrices constituting special cases. In modeling data lying on the ...

Extended educational sessions that offer attendees the opportunity to learn research methods and techniques from prominent psychological scientists.

We suggest a new method for integrating volatility information for estimating the value-at-risk and conditional value-at-risk of a portfolio. This new method is developed from the perspective of ...