As acronyms go, GMM-DCKE – Gaussian mixture model dynamically controlled kernel estimation – is a bit of a mouthful. Its proponents, though, consider it to be the simplest expression of conditional ...

In this paper we study random sets, with values in a separable Banach space. First we establish several useful properties of the set-valued conditional expectation and then prove some convergence ...

This is a preview. Log in through your library . Abstract Several authors [1], [2], ⋯, [6], have derived characterizations of a conditional expectation operator. That is, if T is a transformation ...

To quantify the aggregate losses from operational risk, we employ an actuarial risk model, ie, we consider the compound Cox model of operational risk to deal with the stochastic nature of its ...