4 papers
Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach
Bruno E. Holtz, Ricardo S. Ehlers, Adriano K. Suzuki +1
Financial time series often exhibit skewness and heavy tails, making it essential to use models that incorporate these characteristics to ensure greater reliability in the results.…
Ablation Studies for Novel Treatment Effect Estimation Models
Hugo Gobato Souto, Francisco Louzada
Ablation studies are essential for understanding the contribution of individual components within complex models, yet their application in nonparametric treatment effect estimation…
Beyond Arbitrary Replications: A Principled Approach to Simulation Design in Causal Inference
Hugo Gobato Souto, Francisco Louzada Neto
Evaluation of novel treatment effect estimators frequently relies on simulation studies lacking formal statistical comparisons and using arbitrary numbers of replications (). Th…
The Generalized Weighted Lindley Distribution: Properties, Estimation and Applications
P. L. Ramos, F. Louzada
In this paper, we proposed a new lifetime distribution namely generalized weighted Lindley (GLW) distribution. The GLW distribution is a useful generalization of the weighted Lindl…