Results 91 to 100 of about 49,841 (200)

Modeling the distribution of aftershocks data in Pakistan

Kashmir Journal of Science, 2022
In the present study an effort has been made to find out the best fitting distribution to explain the aftershocks behavior in Pakistan. For this purpose two parameter Gamma, Weibull, Lognormal, Frechet and three parameter Generalized Extreme Value and ...
Rijah Khan, Sayyad Khurshid
doaj  

INTEREST RATE RISK IN TURKISH FINANCIAL MARKETS ACROSS DIFFERENT TIME PERIODS

Buletin Ekonomi Moneter dan Perbankan, 2014
A Measuring the risk associated with interest rates is important since it is beneficial in taking measures before negative effects can take place in an economy.
Durmus Özdemir, Harald Schmidbauer
doaj   +1 more source

Analisis Risiko Operasional dengan Metode Generalized Pareto Distibution pada PT. Indo Bali di Tegalbadeng Barat Kabupaten Jembrana Tahun 2014 [PDF]

, 2015
Penelitian ini bertujuan untuk mengetahui (1) risiko operasional apa sajakah yang dihadapi ditinjau dari risiko proses, risiko sumber daya manusia, risiko sistem dan risiko eksternal pada PT. Indo Bali tahun 2014, (2) besarnya risiko operasional ditinjau
., Kadek Rai Suwena, S.Pd., M.Pd., Ernawati, E. (Ernawati), Nuridja, M. P. (M)   +2 more
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A Bivariate Extension of Type-II Generalized Crack Distribution for Modeling Heavy-Tailed Losses

Mathematics
As an extension of the (univariate) Birnbaum–Saunders distribution, the Type-II generalized crack (GCR2) distribution, built on an appropriate base density, provides a sufficient level of flexibility to fit various distributional shapes, including heavy ...
Taehan Bae, Hanson Quarshie
doaj   +1 more source

Admissible Estimators of ?r in the Gamma Distribution with Truncated Parameter Space [PDF]

Journal of Sciences, Islamic Republic of Iran, 2005
In this paper, we consider admissible estimation of the parameter ?r in the gamma distribution with truncated parameter space under entropy loss function. We obtain the classes of admissible estimators.
doaj  

Mengenal Data Ekstrim dan Distribusinya

Jurnal Teknik Industri, 2011
People adopt many definitions for extremes. One such definition is that extremes are simply the upper tail data. In this paper we briefly review the types of upper tail data, the limiting distribution of extreme values, the analysis and the model ...
Indriati Bisono
doaj  

Some notes on multivariate generalized Pareto distributions

Journal of Multivariate Analysis, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Multivariate generalized Pareto distributions along extreme directions

Extremes
When modeling a vector of risk variables, extreme scenarios are often of special interest. The peaks-over-thresholds method hinges on the notion that, asymptotically, the excesses over a vector of high thresholds follow a multivariate generalized Pareto distribution.
Mourahib, Anas, Kiriliouk, Anna, Segers, Johan   +2 more
openaire   +4 more sources

A New Class of Production Functions and an Argument Against Purely Labor-Augmenting Technical Change [PDF]

This paper follows Jones (2005) in his approach to deriving the global production function from microfoundations. His framework is generalized by allowing for dependence between the Pareto distributions of labor- and capital-augmenting developments ...
Growiec, Jakub
core   +1 more source

The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets. [PDF]

In the following paper the authors start with a review of theoretical elements of extreme value theory (evt). In the empirical section of this study they consider five mature markets, nine Asian, six Eastern European, and seven Latin American emerging ...
Jondeau, E., Rockinger, M.
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