Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 33, No. 3/4 (Dec., 1971), pp. 217-224 (8 pages) Suppose that ${\rm L}(\psi,\theta)=(\psi ...

The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...

This is a preview. Log in through your library . Abstract A bivariate distribution with continuous margins can be uniquely decomposed via a copula and its marginal distributions. We consider the ...

The post How To Speed Up the Search for Cures Through a Change in Probability Theory appeared first on Reason.com.