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Some authors use the term Cox proportional hazards model even when specifying the underlying hazard function, [14] to acknowledge the debt of the entire field to David Cox. The term Cox regression model (omitting proportional hazards ) is sometimes used to describe the extension of the Cox model to include time-dependent factors.
Extensions of the Cox proportional hazard models are popular models in social sciences and medical science to assess associations between variables and risk of recurrence, or to predict recurrent event outcomes. Many extensions of survival models based on the Cox proportional hazards approach have been proposed to handle recurrent event data.
Cox processes are used to generate simulations of spike trains (the sequence of action potentials generated by a neuron), [2] and also in financial mathematics where they produce a "useful framework for modeling prices of financial instruments in which credit risk is a significant factor."
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I−vi−ii−V is one of the most common chord progressions in jazz. [5] The progression is often used [6] as a turnaround, occurring as the last two bars of a chorus or section. [7] The I−vi−ii−V chord progression occurs as a two-bar pattern in the A section of the rhythm changes, [8] the progression based on George Gershwin's "I Got ...
In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options.Essentially, the model uses a "discrete-time" (lattice based) model of the varying price over time of the underlying financial instrument, addressing cases where the closed-form Black–Scholes formula is wanting, which in general does not exist for the BOPM.
In statistics, a power transform is a family of functions applied to create a monotonic transformation of data using power functions.It is a data transformation technique used to stabilize variance, make the data more normal distribution-like, improve the validity of measures of association (such as the Pearson correlation between variables), and for other data stabilization procedures.
Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.