JSTOR Daily

Maximum Likelihood Estimation of a Set of Covariance Matrices Under Löwner Order Restrictions with Applications to Balanced Multivariate Variance Components Models

The problem of maximum likelihood estimation of Lowner ordered covariance matrices is considered. It is shown that a dual formulation of this problem is tractable and important in its own right. The ...
Insurancenewsnet.com

Findings from University of Melbourne in the Area of Actuarial Science Reported (A New Multivariate Zero-inflated Hurdle Model With Applications In Automobile Insurance ...

2022 JAN 27 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- A new study on Science - Actuarial Science is now available. According to news reporting out of Melbourne, ...
JSTOR Daily

MULTIVARIATE INTEGER-VALUED TIME SERIES WITH FLEXIBLE AUTOCOVARIANCES AND THEIR APPLICATION TO MAJOR HURRICANE COUNTS

This paper examines a bivariate count time series with some curious statistical features: Saffir–Simpson Category 3 and stronger annual hurricane counts in the North Atlantic and eastern Pacific Ocean ...