It is of fundamental interest in statistics to test the significance of a set of covariates. For example, in genomewide association studies, a joint null hypothesis of no genetic effect is tested for ...
The analog-filter network in Figure 1 converts each input step into a smooth, Gaussian-shaped rising and falling edge. When simulating high-speed systems in Spice, you can use this filter network ...
This paper describes a new numerical method, based on Stein’s method and zero bias transformation, of computing collateralized debt obligation (CDO) tranche prices. We propose first-order correction ...
Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...