This article treats the analysis of factorial experiments under an inverse Gaussian distribution for the failure times. A reciprocal-linear model for the factor effects is motivated from the context ...

Expanding the realized variance concept through realized skewness and kurtosis is a straightforward process. We calculate one-day forecasts for these moments with a simple exponentially weighted ...

Although the literature about measuring probability of default (PD) in retail credit portfolios is vast, the same thing cannot be said about measuring exposure at default (EAD). This paper aims to ...

Partial differential equation based inverse problem such as image reconstruction in electrical impedance tomography (EIT) often lead to non-convex optimization problems. These problems are also ...