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Interpolation To test the ability of the methods to interpo-late, we randomly divided each data set into equal amountsof training data and testing data. ... A.; and Magazine,B. W. 2006. Basic statistics for business and economics.McGraw-Hill/Irwin Boston.

1IMF World Economic Outlook, Coping with High Debt and Sluggish Growth, October 2012, Table A1. ... test and confirm with our simulations. Clearing via CCPs comes with additional costs and risks.

It is also important that, as in many casesthe a-priori knowledge is qualitative, the test has higher power than standard tests notonly for that particular direction but also for other ... Thefull tests, where size is not controlled, will be discussed in

However, probability measures do enter the stagevia convex duality, taking the role of stress tests. ... Average Value at Risk plays a prominent role in the Swiss Solvency Test, see e.g.

14. 3 A systemic stress test of the European banking system 153.1 Data. ... bank stress tests to account for possible loss amplification due to feedbackfrom fire sales.

Generalising the two one-sided t-test approach usedin bioequivalence, Bauer and Bauer [49] developed a multi-testprocedure based on two pairs of one-sided tests in which equiv-alence in ... In con-trast, if the sponsor’s chosen standardised prior is

6. The significance level of the test is not determined by the p-value. ... The more exotic is the name of the test, the less believe the result.

0.5. 1.0. x. f(x,. u). Figure 1: Test function of Example 1. ... The Q2 criterion has a similar expression thanR2, but is computed on the test set:.

13) is solved with the SLEPc library [30]. All numerical tests considerf 1 and dimension d = 2, for simplicity. ... 7.2 Tests with general output distribution. We now investigate how well the GC and ED expansions can approximate a PDF that is not

First, an almost everywhere dened measurable function (in precise terms, therespective equivalence class of functions) is called a function of positive type, if it islocally Haar-integrable and if for test