Results 91 to 100 of about 2,000,076 (197)

Fitting heavy-tailed mixture models with CVaR constraints

Dependence Modeling, 2019
Standard methods of fitting finite mixture models take into account the majority of observations in the center of the distribution. This paper considers the case where the decision maker wants to make sure that the tail of the fitted distribution is at ...
Pertaia Giorgi, Uryasev Stan
doaj   +1 more source

Risky Human Capital Investment, Income Distribution, and Macroeconomic Dynamics [PDF]

This paper demonstrates that the role of the personal income distribution for an economy's process of development through risky human capital accumulation critically depends on the shape of the saving function. Empirical evidence for the U.S.
Volker Grossmann
core  

Strong consistency for delta sequence ratios [PDF]

Almost sure convergence for ratios of delta functions establishes global and local strong consistency for a variety of estimates and data generations.
Poniatowski, Wladyslaw, Weißbach, Rafael   +1 more
core  

STUDYING OF PROBABILITY DISTRIBUTION TYPES OF FATIGUE FAILURE FOR GH4133 DISC MATERIALS

Jixie qiangdu, 2017
Studying of probability distribution types of fatigue failure for GH4133 disc material,through the empirical distribution function and the average failure rate function methods to deal with the fatigue failure data. Based on the obtained data information,
WAN HongQiang, GAO Gang, DING Feng
doaj  

Managing the Risk via the Chi-Squared Distribution in VaR and CVaR with the Use in Generalized Autoregressive Conditional Heteroskedasticity Model

Mathematics
This paper develops a framework for quantifying risk by integrating analytical derivations of Value at Risk (VaR) and Conditional VaR (CVaR) under the chi-squared distribution with empirical modeling via Generalized Autoregressive Conditional ...
Fazlollah Soleymani, Qiang Ma, Tao Liu
doaj   +1 more source

Polarized spectral bidirectional reflectance distribution function in visible band based on Cauchy’s empirical dispersion equation

Scientific Reports
The polarized bidirectional reflectance distribution function (pBRDF) can describe the changes between the Stokes vectors of incident and reflected light.
Zhiyong Yang, Xiaowei Wang, Zhiwei Zhang, Lina Luo, Mingdi Zhang, Gengpeng Li, Shun Li   +6 more
doaj   +1 more source

Smoothed L-estimation of Regression Function [PDF]

The Nadaraya-Watson nonparametric estimator of regression is known to be highly sensitive to the presence of outliers in data.This sensitivity can be reduced, for example, by using local L-estimates of regression.Whereas the local L-estimation is ...
Cizek, P., Härdle, W.K., Tamine, J.
core   +1 more source

Oscillations of empirical distribution functions under dependence

, 2006
We obtain an almost sure bound for oscillation rates of empirical distribution functions for stationary causal processes. For short-range dependent processes, the oscillation rate is shown to be optimal in the sense that it is as sharp as the one obtained under independence.
openaire   +3 more sources

EMPIRICAL DISTRIBUTION FUNCTION [PDF]

, 2017
openaire   +1 more source

Nonparametric Tests for Exponentiality Against IFRA Alternatives Based on Cumulative Extropy Measures. [PDF]

Entropy (Basel)
Alqefari AA.
europepmc   +1 more source