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Interaction between Yarkovsky force and mean-motion resonances: Some specific properties [PDF]
Recently, we analyzed the role of mean-motion resonances in semi-major axis mobility of asteroids, and established a functional relationship that describes the dependence of the average time spent inside the resonance on the strength of this ...
Milić-Žitnik I.
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evgam: An R Package for Generalized Additive Extreme Value Models
This article introduces the R package evgam. The package provides functions for fitting extreme value distributions. These include the generalized extreme value and generalized Pareto distributions.
Benjamin D. Youngman
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Induced Seismicity Completeness Analysis for Improved Data Mining
The study of induced seismicity at sites of fluid injection is paramount to assess the seismic response of the earth’s crust and to mitigate the potential seismic risk. However statistical analysis is limited to events above the completeness magnitude mc,
Arnaud Mignan, Arnaud Mignan
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Value at Risk (VaR) forecasts can be produced from conditional autoregressive VaR models, estimated using quantile regression. Quantile modeling avoids a distributional assumption, and allows the dynamics of the quantiles to differ for each probability ...
James W. Taylor
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Deep learning-related technologies have achieved remarkable success in the field of intelligent fault diagnosis. Nevertheless, the traditional intelligent diagnosis methods are often based on the premise of sufficient annotation signals and balanced ...
Biao Chen +4 more
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In this work, a new family of distributions based on the Laplace distribution is introduced. We define this new family by its stochastic representation as the sum of two independent random variables, one with a Laplace distribution and the other with an ...
Jimmy Reyes +3 more
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On a jump-diffusion process driven by the asymmetric Laplace distribution for stock price models
In this paper, a generalized jump-diffusion process driven by the Asymmetric Laplace (AL) Distribution for stock price modeling was proposed. The probability density function was derived for the dynamics of the log-returns when the random process of the ...
M. Adeosun, O. Ugbebor
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Correct identification of a probability distribution is crucial in many areas of parametric statistics, inappropriate choice of the model can result in misleading or even incorrect decisions.
Ivana Malá +2 more
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A Bayesian Variable Selection Method for Spatial Autoregressive Quantile Models
In this paper, a Bayesian variable selection method for spatial autoregressive (SAR) quantile models is proposed on the basis of spike and slab prior for regression parameters.
Yuanying Zhao, Dengke Xu
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This study aims to construct the model for the length of hospital stay for patients with COVID-19 using quantile regression and Bayesian quantile approaches.
Ferra Yanuar +4 more
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