Iterated conditional expectation (ICE) g-computation is an estimation approach for addressing time-varying confounding for both longitudinal and time-to-event data. Unlike other g-computation ...

Abstract: The spectral structure of conditional expectation operators underlies several useful notions in statistics and information theory. For instance, the second largest singular value of such an ...

Almost everything in one place to start your preparation for your GATE DA. Things are arranged from different sources or created by my. Counting (permutation and combinations), probability axioms, ...

This is a preview. Log in through your library . Abstract This paper tests for the presence of output mean and variance nonlinearities in international industrial production and UK and US sectoral ...

Introduction to the theory of probability. Discrete and continuous random variables, expectation, and variance. Independent random variables, conditional probability, and Bayes Theorem. Discrete and ...

The existing empirical literature fails to agree on the nature of the intertemporal relation between risk and return. This paper attempts to resolve the issue by estimating a conditional two-factor ...

Conditional expectations have long been the bane of XVA desks. They are an integral part of virtually every derivatives product, from vanilla swaps to exotics such as Bermudan swaptions. But the ...