Results 21 to 30 of about 239,604 (162)

Extremal values on the Sombor index of trees [PDF]

match Communications in Mathematical and in Computer Chemistry, 2021
The Sombor index of a graph is defined as where denote the degree of the vertex in . In this article, we determine the extremal values of the Sombor index of trees with some given parameters, including matching number, pendant vertices, diameter, segment number, branching number, etc. The corresponding extremal trees are characterized completely.
Hanlin Chen, Wenhao Li, Jing Wang
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Iterative Estimation of the Extreme Value Index [PDF]

Methodology and Computing in Applied Probability, 2005
Let {X n , n ≥ 1} be a sequence of independent random variables with common continuous distribution function F having finite and unknown upper endpoint. A new iterative estimation procedure for the extreme value index γ is proposed and one implemented iterative estimator is investigated in detail, which is ...
Müller, Samuel, Hüsler, Jürg
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Excess Functions and Estimation of the Extreme-Value Index [PDF]

Bernoulli, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Beirlant, Jan, Vynckier, Petra, Teugels, Josef L.   +2 more
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Top Incomes, Heavy Tails, and Rank-Size Regressions

Econometrics, 2018
In economics, rank-size regressions provide popular estimators of tail exponents of heavy-tailed distributions. We discuss the properties of this approach when the tail of the distribution is regularly varying rather than strictly Pareto.
Christian Schluter
doaj   +1 more source

Single-index models for extreme value index regression

, 2022
Abstract Since the extreme value index (EVI) controls the tail behaviour of the distribution function, the estimation of EVI is a very important topic in extreme value theory. Recent developments in the estimation of EVI along with covariates have been in the context of nonparametric regression.
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An Integrated Functional Weissman Estimator for Conditional Extreme Quantiles

Revstat Statistical Journal, 2019
It is well-known that estimating extreme quantiles, namely, quantiles lying beyond the range of the available data, is a nontrivial problem that involves the analysis of tail behavior through the estimation of the extreme-value index.
Laurent Gardes , Gilles Stupfler
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Extremal Values of Randić Index among Some Classes of Graphs [PDF]

Mathematical Problems in Engineering, 2021
Suppose G is a simple graph with edge set E G
Ali Ghalavand, Ali Reza Ashrafi, Marzieh Pourbabaee   +2 more
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Estimation of the distortion risk premium for heavy-tailed losses under serial dependence [PDF]

Opuscula Mathematica, 2018
In the actuarial literature, many authors have studied estimation of the reinsurance premium for heavy tailed i.i.d. sequences, especially for the Proportional Hazard (PH) due to Wang.
Hakim Ouadjed
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The maximum air temperature distribution in Lithuania

Lietuvos Matematikos Rinkinys, 2013
In this article authors found out function estimate of maximum air temperature distribution in Lithuania.
Arvydas Jokimaitis, Darius Petronaitis
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Comparison of Two Methods, Gradient Boosting and Extreme Gradient Boosting to Pre- dict Survival in Covid-19 Data

Journal of Biostatistics and Epidemiology, 2023
Introduction: The present study discusses the importance of having a predictive method to determine the prognosis of patients with diseases like Covid-19.
Nadiasadat Taghavi Razavizadeh, Maryam Salari, Mostafa Jafari, Ehsan Sabaghian, Vahid Ghavami   +4 more
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