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Findings from University of Melbourne in the Area of Actuarial Science Reported (A New Multivariate Zero-inflated Hurdle Model With Applications In Automobile Insurance ...

2022 JAN 27 (NewsRx) -- By a News Reporter-Staff News Editor at Insurance Daily News-- A new study on Science - Actuarial Science is now available. According to news reporting out of Melbourne, ...
JSTOR Daily

Maximum Likelihood Estimation of a Set of Covariance Matrices Under Löwner Order Restrictions with Applications to Balanced Multivariate Variance Components Models

The problem of maximum likelihood estimation of Lowner ordered covariance matrices is considered. It is shown that a dual formulation of this problem is tractable and important in its own right. The ...
JSTOR Daily

Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting

A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is suggested, based on the canonical correlation technique. The prediction procedure is direct in the ...