Results 31 to 40 of about 13,575 (293)
Robust Estimations for the Tail Index of Weibull-Type Distribution
Risks, 2018 Based on suitable left-truncated or censored data, two flexible classes of M-estimations of Weibull tail coefficient are proposed with two additional parameters bounding the impact of extreme contamination.
Chengping Gong, Chengxiu Ling
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Robust Portfolio Optimization Using Pseudodistances. [PDF]
PLoS ONE, 2015 The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios.
Aida Toma, Samuela Leoni-Aubin
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The asymptotic relative efficiency and the ratio of sample sizes when testing two different null hypotheses [PDF]
, 2014 Composite endpoints, consisting of the union of two or more outcomes, are often used as the primary endpoint in time-to-event randomized clinical trials.
Gómez, Guadalupe, Gómez-Mateu, Moisés
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A Method for Confidence Intervals of High Quantiles
Entropy, 2021 The high quantile estimation of heavy tailed distributions has many important applications. There are theoretical difficulties in studying heavy tailed distributions since they often have infinite moments.
Mei Ling Huang, Xiang Raney-Yan
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Nonlinear Stochastic Adaptive Control for DFIG-Based Wind Generation System
Energies, 2023 The aim of this paper is to extract the maximum power from wind energy for the doubly fed induction generator based wind turbine system (DFIG-WT) under the continuous stochastic perturbations of wind speed.
Jian Zhang +3 more
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Computation, 2022 Over the past decade, a series of procedures has been introduced to estimate, using a non-iterative method, the linear-by-linear association parameter of an ordinal log-linear model.
Sidra Zafar +3 more
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The asymptotic relative efficiency of mixed statistical tests [PDF]
IEEE Transactions on Information Theory, 1967 Mixed statistical tests are described. It is shown that these tests have a much higher efficiency than conventionally used statistics such as the sign test and polarity coincidence correlation without the high operational complexity of the Wilcoxon, Mann-Whitney, Kendall \tau , or Fisher-Yates: Terry-Hoeffding tests.
Feustal, Edward A., Davisson, Lee D.
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A General Class of Tests for Testing Homogeneity of Location Parameters against Umbrella Alternatives [PDF]
International Journal of Mathematical, Engineering and Management Sciences, 2018 In this paper, a general class of non-parametric tests for testing homogeneity of location parameter against umbrella alternatives is proposed. Testing for umbrella alternatives has many applications in the field of biology, medicine, botany, dose level ...
Manish Goyal, Narinder Kumar
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IEEE Access, 2022 In this paper, we re-examine the classical problem of efficiently evaluating the block and bit error rate performance of linear block codes over binary symmetric channels (BSCs).
Jinzhe Pan, Wai Ho Mow
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Lower Bounds for the Asymptotic Relative Efficiency of Huber Regression
MathematicsHuber regression serves as a prominent robust alternative to ordinary least squares (OLS), particularly in the presence of heavy-tailed error distributions.
Xiaoyi Wang, Le Zhou
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