Parsimonious modeling of yield curves

CR Nelson, AF Siegel - Journal of business, 1987 - JSTOR
This paper introduces a parametrically parsimonious model for yield curves that has the ability
to represent the shapes generally associated with yield curves: monotonic, humped, and …

[BOOK][B] Practical business statistics

AF Siegel - 2016 - books.google.com
… I am fortunate to have been able to work with my parents, Mildred and Armand Siegel,
who provided many careful and detailed suggestions for the text. Very special thanks go to …

[PDF][PDF] Discovering regulatory and signalling circuits in molecular interaction networks

T Ideker, O Ozier, B Schwikowski, AF Siegel - Bioinformatics, 2002 - academia.edu
Motivation: In model organisms such as yeast, large databases of protein–protein and
protein-DNA interactions have become an extremely important resource for the study of protein …

The efficient use of conditioning information in portfolios

WE Ferson, AF Siegel - The Journal of Finance, 2001 - Wiley Online Library
We study the properties of unconditional minimum‐variance portfolios in the presence of
conditioning information. Such portfolios attain the smallest variance for a given mean among …

Robust regression using repeated medians

AF Siegel - Biometrika, 1982 - academic.oup.com
The repeated median algorithm is a robustified U-statistic in which nested medians replace
the single mean. Unlike many generalizations of the univariate median, repeated median …

Relative versus incremental information content

GC Biddle, GS Seow, AF Siegel - Contemporary accounting …, 1995 - Wiley Online Library
This study distinguishes between incremental and relative information content. Incremental
comparisons ask whether one accounting measure provides information content beyond that …

A data integration methodology for systems biology

…, JD Aitchison, L Hood, AF Siegel… - Proceedings of the …, 2005 - National Acad Sciences
Different experimental technologies measure different aspects of a system and to differing
depth and breadth. High-throughput assays have inherently high false-positive and false-…

Testing for differentially-expressed genes by maximum-likelihood analysis of microarray data

T Ideker, V Thorsson, AF Siegel… - Journal of computational …, 2000 - liebertpub.com
Although two-color fluorescent DNA microarrays are now standard equipment in many
molecular biology laboratories, methods for identifying differentially expressed genes in …

[BOOK][B] Counterexamples in probability and statistics

AF Siegel - 2017 - taylorfrancis.com
… A Borel-measurable function/ and random variables U, V such that E[f( U, V) Iu ] is almost
surely equal to one, but for any fixed u we have E[f(u, V) Iu ] is almost surely equal to zero …

A robust comparison of biological shapes

AF Siegel, RH Benson - Biometrics, 1982 - JSTOR
Localized differences in the form of two related animal skeletons are more effectively
determined when resistant fitting techniques are used rather than least squares. The repeated …