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441
Improved Inference for Moving Average Disturbances in Nonlinear Regression Models
Published 2014-01-01“…Compared to the commonly used first-order methods such as likelihood ratio and Wald tests which rely on large samples and asymptotic properties of the maximum likelihood estimation, the proposed method has remarkable accuracy. Monte Carlo simulations are provided to show how the proposed method outperforms the existing ones. …”
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442
NON-DAMAGE BUSINESS INTERRUPTION INSURANCE POLICIES DURING THE COVID-19 PANDEMIC
Published 2022-05-01“…The model employs a Monte Carlo simulation of different lockdown scenarios: the frequency and severity distributions of losses of Italian SMEs. …”
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443
A NEW FAILURE PROBABILITY COMPUTING METHOD FOR MECHANICAL COMPONENTS
Published 2020-01-01“…Two numerical examples are employed to illustrate the accuracy and efficiency of the proposed method and the second moment method by comparing the failure probability results.The results obtained by the proposed new method and the second moment method are compared with those obtained by Monte-Carlo Simulation( MCS) respectively. The results show that the new method can calculate the failure probability of mechanical components effectively.…”
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444
The Failure of Orthogonality under Nonstationarity: Should We Care About It?
Published 2011-01-01“…In this work, an optimistic corollary is provided: it is proven that the LS regression, employed in nonstationary and cointegrated variables where the orthogonality assumption is not satisfied, provides estimates that converge to their true values. Monte Carlo evidence suggests that this property is maintained in samples of a practical size.…”
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445
Nonparametric estimators for varextropy under $\alpha$-mixing condition with appliction in exponential AR(1) model
Published 2025-01-01“…Moreover, the comparison of the proposed estimators for varextropy in terms of the bias and mean squared error has been done by Monte Carlo method. Furthermore, a real data example is presented.…”
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446
Implementation Aspects in Simulation Extrapolation-Based Stocking–Lord Linking
Published 2025-01-01“…This article evaluates two computational shortcuts to SIMEX-based SL linking through a simulation study: a quasi-Monte Carlo method that replicates items and a proposal using an approximate noniterative estimation instead of the iterative one in the SIMEX application of SL linking. …”
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447
MODELING THE RISKS OF DEVELOPING AND IMPLEMENTING THE INFRASTRUCTURE PROJECT BASED ON NETWORK PLANNING METHODS
Published 2020-02-01“…For each scenario, a series of Monte Carlo tests is accomplished. The value of the risk is estimated based on the expected values of the traditional financial and temporal characteristics of the project. …”
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448
Analysis on Cable Fault Tolerance Kinematics Space of Cable-driven Snake-arm Robots
Published 2024-08-01“…In this study, coordinates are built according to Denavit-Hartenberg (D-H) method based on structure characteristics of cable-driven snake-arm robots , and then kinematics analysis is conducted with Monte Carlo method. The reachable space ranges of the cable-driven snake-arm under different modes is simulated by Matlab. …”
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449
Stochastic Behaviour of Mistuned Stator Vane Sectors: An Industrial Application
Published 2012-01-01“…Polynomial chaos based results are in good agreement with reference Monte Carlo simulations.…”
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450
An Empirical Model of Angle-of-Arrival Variance for a Gaussian Wave Propagation through Non-Kolmogorov Turbulence
Published 2020-01-01“…The proposed model is approximately expressed as the linear weighted average between the AOA variances of the plane and spherical waves. The Monte Carlo method is applied to validate the proposed model. …”
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451
STRUCTURE RELIABILITY CALCULATION METHOD BASED ON IMPROVED NEURAL NETWORK
Published 2021-01-01“…Finally, the reliability calculation results were calculated with the Monte Carlo method. The results show that the proposed method improves the fitting accuracy and gives consideration to the calculation efficiency, which verifies the superiority and feasibility of the proposed method.…”
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452
Research of Transmission Accuracy of Multistage Gear Drive System based on Error Coupling Compensation
Published 2019-01-01“…Then,the system transmission accuracies are both calculated by the Monte Carlo method when it is under the random assembly of the components and it is improved machining accuracy of some parts. …”
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453
ANALYSIS AND MODELING OF TERMINAL POSITION ERROR OF PARALLEL MANIPULATOR BASED ON MDH METHOD
Published 2022-01-01“…The corresponding simulation experiment of error distribution is carried out by using the Monte-Carlo method in Matlab, and the distribution characteristics of the manipulator’s terminal position error under different machining tolerance are obtained, then the accuracy of the prediction model is verified by the prototype experiment. …”
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454
Best Prediction Method for Progressive Type-II Censored Samples under New Pareto Model with Applications
Published 2021-01-01“…Since Bayes estimators cannot be expressed explicitly, Gibbs and the Markov Chain Monte Carlo techniques are utilized for Bayesian calculation. …”
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455
CMM Influence Factors and Uncertainty Associated with Length Measurement
Published 2024-12-01“…The uncertainty evaluation methodology is direct in that it requires no optimisation nor Monte Carlo simulations.…”
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456
NON-DAMAGE BUSINESS INTERRUPTION INSURANCE POLICIES DURING THE COVID-19 PANDEMIC
Published 2022-05-01“…The model employs a Monte Carlo simulation of different lockdown scenarios: the frequency and severity distributions of losses of Italian SMEs. …”
Get full text
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457
IMPROVED CROSS-MODEL MODAL STRAIN ENERGY METHOD FOR STRUCTURAL DAMAGE LOCALIZATION
Published 2024-04-01“…A planar truss is taken as the numerical example, with the Monte Carlo analysis carried out in consideration of 5% noise level. …”
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458
Pricing Chinese Convertible Bonds with Dynamic Credit Risk
Published 2014-01-01“…To price convertible bonds more precisely, least squares Monte Carlo (LSM) method is used in this paper for its advantage in handling the dependence of derivatives on the path, and dynamic credit risk is used to replace the fixed one to make the value of convertible bonds reflect the real credit risk. …”
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459
Robust and Unbiased Variance of GLM Coefficients for Misspecified Autocorrelation and Hemodynamic Response Models in fMRI
Published 2009-01-01“…Using this result, it is possible to obtain an exact statistic which keeps the 5% false positive rate. Extensive Monte Carlo simulations show that the sandwich is robust against misspeci cation of the autocorrelations and of the hemodynamic response model. …”
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460
Density-functional theory formulated in terms of functional integrals
Published 2025-01-01“…This work could be of interest to people working in the field of quantum Monte Carlo methods at finite temperature.…”
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