Loan Specialization and Income: An Application of Mixture Analysis
- Bayesian Semiparametric Stochastic Volatility Modeling. Jensen, Mark J.; Maheu, John M. // Working Paper Series (Federal Reserve Bank of Atlanta);Jun2008, Issue 15, preceding p1
This paper extends the existing fully parametric Bayesian literature on stochastic volatility to allow for more general return distributions. Instead of specifying a particular distribution for the return innovation, we use nonparametric Bayesian methods to flexibly model the skewness and...
- Literature Review Regarding the Determinants of Banking Profitability. Raluca, Busuioc Witowschi Irina // Ovidius University Annals, Series Economic Sciences;2013, Vol. 13 Issue 1, p1130
The profitability of a bank is affected by numerous factors. These factors include elements internal to each bank and several important external elements shaping earnings performance. In order to withstand negative shocks and maintain financial stability, it is important to identify the...
- An evaluation of the assumed beta probability density function subgrid-scale model for large eddy simulation of nonpremixed, turbulent combustion with heat release. Wall, Clifton; Boersma, Bendiks Jan; Moin, Parviz // Physics of Fluids;10/01/2000, Vol. 12 Issue 10, p2522
The assumed beta distribution model for the subgrid-scale probability density function (PDF) of the mixture fraction in large eddy simulation of nonpremixed, turbulent combustion is tested, a priori, for a reacting jet having significant heat release (density ratio of 5). The assumed beta...
- Two New Mixture Models: Living With Collinearity but Removing Its Influence. Cornell, John A.; Gorman, John W. // Journal of Quality Technology;Jan2003, Vol. 35 Issue 1, p78
Illustrates the benefits of fitting mixture models using numerical collinearity examples. Background to the analysis; Dissolution property of tablets; Discussion of the model forms.
- Compounding revival returns pharmacists to their roots. Tarlach, Gemma M. // Drug Topics;12/8/97, Vol. 141 Issue 23, p44
States that pharmacists in the United States are returning to their compounding roots. Comments from Bill Letendre vice-president for professional relations at Houston's Professional Compounding Centers of America; Other comments from pharmacy owners.
- Phase behavior of the Widom—Rowlinson mixture. Shew, Chwen-Yang; Yethiraj, Arun // Journal of Chemical Physics;5/15/1996, Vol. 104 Issue 19, p7665
The Widomâ€“Rowlinson mixture is a two component fluid where like species do not interact and unlike species interact via a hard core repulsion. As the density is increased this fluid phase separates. Using semigrand ensemble simulations and finite size scaling we accurately locate the...
- Nonequilibrium molecular velocity distribution in binary reactive gaseous mixture. Nowakowski, B. // Journal of Chemical Physics;9/1/1998, Vol. 109 Issue 9, p3443
Examines the effects of nonequilibrium velocity distribution associated with a single reaction in binary gaseous mixture. Assumption on the mechanical properties of the molecules; Description of typical reaction schemes; Calculation of corrections to the distribution functions.
- On Stochastic Mixing Caused by the Rayleigh—Taylor Instability. Inogamov, N. A.; Oparin, A. M.; Dem’yanov, A. Yu.; Dembitskiı, L. N.; Khokhlov, V. A. // Journal of Experimental & Theoretical Physics;Apr2001, Vol. 92 Issue 4, p715
The mixing of contacting substances is considered. The evolution of the mixing layer over a long time period from multimode initial perturbations is investigated numerically in the short-scale and wide-range cases. In the case of a short-scale initiation, the flow is stochastic in the sense that...
- Sensitive detection of nitric oxide using seeded parametric four-wave mixing. Fernee, Mark J.; Barker, Peter F. // Journal of Chemical Physics;4/15/1998, Vol. 108 Issue 15, p6291
Develops the near-resonant four-wave mixing technique for the sensitive detection of nitric oxide. Basis of the four-wave mixing technique; Demonstration of four-wave mixing in low pressure cell and air/acetylene flame; Effects of seeder field on signal regime and intensity.