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For a censored two-sample problem, Chen and Wang [Y.Q. Chen and M.-C. Wang, Analysis of accelerated hazards models, J. Am. Statist. Assoc. 95 (2000), pp. 608-618] introduced the accelerated hazards model. The scale-change parameter in this model characterizes the association of two groups....
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This paper proposes a copula that has versatile properties. We apply grouped t and versatile t copulas to estimate Value at Risk and expected shortfall using a sample of firms in the US property-liability insurance industry. We perform goodness-of-fit tests to assess the adequacy of the copula...
Persistent link: https://www.econbiz.de/10010837248
For the two-sample censored data problem, Pepe and Fleming [Pepe, M.S., Fleming, T.R., 1989. Weighted Kaplan-Meier statistics: A class of distance tests for censored survival data. Biometrics 45, 497-507] introduced the weighted Kaplan-Meier (WKM) statistics. From these statistics we define...
Persistent link: https://www.econbiz.de/10005172585
To reduce the recalcitrance of lignocellulosic biomass for subsequent biological processing, we pretreated energy crop feedstocks with mild steam treatment (ST; 130 and 150 °C for 60 min) and wet disk milling (WDM). We tested two phylogenetically different, but typical energy crop feedstocks:...
Persistent link: https://www.econbiz.de/10011189876