Results 161 to 170 of about 10,792 (301)

circlus: An R Package for Circular and Spherical Clustering Using Poisson Kernel-Based and Spherical Cauchy Distributions

Lukas Sablica, Kurt Hornik, Bettina Grün   +2 more
openalex   +2 more sources

A Conditional Tail Expectation Type Risk Measure for Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur, Armelle Guillou, Jing Qin   +2 more
wiley   +1 more source

An efficient assignment of multiple agricultural machinery tasks based on Chaotic Cauchy Elite Variable Snake Optimization Algorithm. [PDF]

PLoS One
Xiang R, Liu X, Tian M, Ban C, Li R, Zhou J.   +5 more
europepmc   +1 more source

Economic Emission Load Dispatch with Multiple Fuel Options Using Cuckoo Search Algorithm with Gaussian and Cauchy Distributions

, 2014
Sang Ho, Ve Song Vo, Toan Minh Le, Thang Trung Nguyen   +3 more
openalex   +1 more source

Application of the Cauchy distribution to describe changes in the prices of financial services provided by banks

, 2021
Norbert Duczkowski, Lubomir Słowik
openalex   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Bayesian robust symmetric regression for medical data with heavy-tailed errors and censoring. [PDF]

PLoS One
Cengiz MA, Şenel T, Kara M.
europepmc   +1 more source

Continuous solutions of distributional Cauchy problems

Electronic Journal of Differential Equations, 2011
Summary: Existence of the smallest, greatest, minimal, maximal and unique continuous solutions to distributional Cauchy problems, as well as their dependence on the data, are studied. The main tools are a continuous primitive integral and fixed point results in function spaces.
openaire   +2 more sources

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Robust Bayesian Model Averaging Meta-Analysis of Menstrual Disorders in COVID-19 Survivors: A Methodological Meta-Analysis Study. [PDF]

Health Sci Rep
Falahati G, Biglarian A, Behboudi-Gandevani S, Bidhendi-Yarandi R.   +3 more
europepmc   +1 more source