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Multivariate

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Multivariate - Free Register to Access Experts & Abstracts

Diego Nocetti - One of the best experts on this subject based on the ideXlab platform.

  • On Multivariate Prudence
    Journal of Economic Theory, 2013
    Co-Authors: Elyès Jouini, Clotilde Napp, Diego Nocetti
    Abstract:

    In this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of Multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the effect of uncertainty on the marginal propensity to consume out of wealth, and the Drèze-Modigliani substitution effect in this Multivariate setting. We also characterize the concept of Multivariate downside risk aversion as a Multivariate preference for harm disaggregation. We show that our definition is equivalent to a positive precautionary saving motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in understanding several economic problems that involve Multivariate preferences.

  • On Multivariate Prudence
    Journal of Economic Theory, 2013
    Co-Authors: Elyès Jouini, Clotilde Napp, Diego Nocetti
    Abstract:

    International audienceIn this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of Multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the effect of uncertainty on the marginal propensity to consume out of wealth, and the Drèze-Modigliani substitution effect in this Multivariate setting. We also characterize the concept of Multivariate downside risk aversion as a Multivariate preference for harm disaggregation. We show that our definition is equivalent to a positive precautionary saving motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in understanding several economic problems that involve Multivariate preferences

  • On Multivariate Prudence
    SSRN Electronic Journal, 2011
    Co-Authors: Elyès Jouini, Clotilde Napp, Diego Nocetti
    Abstract:

    In this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of Multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the effect of uncertainty on the marginal propensity to consume out of wealth, and the Dreze-Modigliani substitution effect in this Multivariate setting. We also characterize the concept of Multivariate downside risk aversion as a Multivariate preference for harm disaggregation. We show that our definition is equivalent to a positive precautionary saving motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in understanding several economic problems that involve Multivariate preferences.

Elyès Jouini - One of the best experts on this subject based on the ideXlab platform.

  • On Multivariate Prudence
    Journal of Economic Theory, 2013
    Co-Authors: Elyès Jouini, Clotilde Napp, Diego Nocetti
    Abstract:

    In this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of Multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the effect of uncertainty on the marginal propensity to consume out of wealth, and the Drèze-Modigliani substitution effect in this Multivariate setting. We also characterize the concept of Multivariate downside risk aversion as a Multivariate preference for harm disaggregation. We show that our definition is equivalent to a positive precautionary saving motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in understanding several economic problems that involve Multivariate preferences.

  • On Multivariate Prudence
    Journal of Economic Theory, 2013
    Co-Authors: Elyès Jouini, Clotilde Napp, Diego Nocetti
    Abstract:

    International audienceIn this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of Multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the effect of uncertainty on the marginal propensity to consume out of wealth, and the Drèze-Modigliani substitution effect in this Multivariate setting. We also characterize the concept of Multivariate downside risk aversion as a Multivariate preference for harm disaggregation. We show that our definition is equivalent to a positive precautionary saving motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in understanding several economic problems that involve Multivariate preferences

  • On Multivariate Prudence
    SSRN Electronic Journal, 2011
    Co-Authors: Elyès Jouini, Clotilde Napp, Diego Nocetti
    Abstract:

    In this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of Multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the effect of uncertainty on the marginal propensity to consume out of wealth, and the Dreze-Modigliani substitution effect in this Multivariate setting. We also characterize the concept of Multivariate downside risk aversion as a Multivariate preference for harm disaggregation. We show that our definition is equivalent to a positive precautionary saving motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in understanding several economic problems that involve Multivariate preferences.

Clotilde Napp - One of the best experts on this subject based on the ideXlab platform.

  • On Multivariate Prudence
    Journal of Economic Theory, 2013
    Co-Authors: Elyès Jouini, Clotilde Napp, Diego Nocetti
    Abstract:

    In this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of Multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the effect of uncertainty on the marginal propensity to consume out of wealth, and the Drèze-Modigliani substitution effect in this Multivariate setting. We also characterize the concept of Multivariate downside risk aversion as a Multivariate preference for harm disaggregation. We show that our definition is equivalent to a positive precautionary saving motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in understanding several economic problems that involve Multivariate preferences.

  • On Multivariate Prudence
    Journal of Economic Theory, 2013
    Co-Authors: Elyès Jouini, Clotilde Napp, Diego Nocetti
    Abstract:

    International audienceIn this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of Multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the effect of uncertainty on the marginal propensity to consume out of wealth, and the Drèze-Modigliani substitution effect in this Multivariate setting. We also characterize the concept of Multivariate downside risk aversion as a Multivariate preference for harm disaggregation. We show that our definition is equivalent to a positive precautionary saving motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in understanding several economic problems that involve Multivariate preferences

  • On Multivariate Prudence
    SSRN Electronic Journal, 2011
    Co-Authors: Elyès Jouini, Clotilde Napp, Diego Nocetti
    Abstract:

    In this paper we extend the theory of precautionary saving to the case in which uncertainty is multidimensional and we develop a matrix-measure of Multivariate prudence. Furthermore, we characterize comparative prudence, decreasing and increasing prudence, the effect of uncertainty on the marginal propensity to consume out of wealth, and the Dreze-Modigliani substitution effect in this Multivariate setting. We also characterize the concept of Multivariate downside risk aversion as a Multivariate preference for harm disaggregation. We show that our definition is equivalent to a positive precautionary saving motive. We propose an alternative measure of the intensity of downside risk aversion and show that this measure is useful in understanding several economic problems that involve Multivariate preferences.

James C. Gee - One of the best experts on this subject based on the ideXlab platform.

  • MICCAI (1) - Multivariate normalization with symmetric diffeomorphisms for Multivariate studies
    Medical image computing and computer-assisted intervention : MICCAI ... International Conference on Medical Image Computing and Computer-Assisted Inte, 2007
    Co-Authors: Brian B. Avants, Jeffrey T. Duda, Hui Zhang, James C. Gee
    Abstract:

    Current clinical and research neuroimaging protocols acquire images using multiple modalities, for instance, T1, T2, diffusion tensor and cerebral blood flow magnetic resonance images (MRI). These Multivariate datasets provide unique and often complementary anatomical and physiological information about the subject of interest. We present a method that uses fused multiple modality (scalar and tensor) datasets to perform intersubject spatial normalization. Our Multivariate approach has the potential to eliminate inconsistencies that occur when normalization is performed on each modality separately. Furthermore, the Multivariate approach uses a much richer anatomical and physiological image signature to infer image correspondences and perform Multivariate statistical tests. In this initial study, we develop the theory for Multivariate Symmetric Normalization (MVSyN), establish its feasibility and discuss preliminary results on a Multivariate statistical study of 22q deletion syndrome.

Silvia L. P. Ferrari - One of the best experts on this subject based on the ideXlab platform.

  • New Results on Truncated Elliptical Distributions
    Communications in Mathematics and Statistics, 2019
    Co-Authors: Raúl Alejandro Morán-vásquez, Silvia L. P. Ferrari
    Abstract:

    Truncated elliptical distributions occur naturally in theoretical and applied statistics and are essential for the study of other classes of Multivariate distributions. Two members of this class are the Multivariate truncated normal and Multivariate truncated t distributions. We derive statistical properties of the truncated elliptical distributions. Applications of our results establish new properties of the Multivariate truncated slash and Multivariate truncated power exponential distributions.