Results 71 to 80 of about 49,841 (200)
Runtime Distributions and Criteria for Restarts
, 2017 Randomized algorithms sometimes employ a restart strategy. After a certain number of steps, the current computation is aborted and restarted with a new, independent random seed. In some cases, this results in an improved overall expected runtime.
A Arbelaez +11 more
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Slice sampler algorithm for generalized Pareto distribution
Hacettepe Journal of Mathematics and Statistics, 2017 Summary: In this paper, we developed the slice sampler algorithm for the generalized Pareto distribution (GPD) model. Two simulation studies have shown the performance of the peaks over given threshold (POT) and GPD density function on various simulated data sets.
Rostami, Mohammad +3 more
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Multidimensional Wealth Inequality: A Hybrid Approach toward Distributional National Accounts in Europe [PDF]
, 2020 Distributional National Accounts (DINA) link macroeconomic aggregates with distributional information enabling a better understanding of distributional implications of macroeconomic developments and facilitate cross-country comparisons of inequality ...
Waltl, Sofie R.
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Sampling Plans for Generalized Pareto Distribution
, 2019 In this paper, two sampling plans have been discussed, when the lifetime of the items follows the generalized Pareto distribution, Chain Sampling Plan (ChSP-1) and an improved group acceptance sampling plan (IGASP) using weighted binomial. The minimum number of sample size (n) and minimum number of groups (g) are obtained for two plans respectively ...
Itrat Batool Naqvi, Mushtaq, Nadia
openaire +1 more source
Research in StatisticsIn income and wealth data modeling Pareto distribution and its several variants play an important role. Both univariate and multivariate variations of this model have been extensively used as a suitable model for various non-negative socio-economic ...
Indranil Ghosh
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Asymptotic behaviour of regular estimators
Revstat Statistical Journal, 2005 The P.O.T. (Peaks-Over-Threshold) approach consists of using the generalized Pareto distribution (GPD) to approximate the distribution of excesses over thresholds.
Jean Diebolt , Armelle Guillou
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Some Composite ExponentialPareto Models for Actuarial Prediction [PDF]
Prediction is a very important and not so easy task for an actuary. An insurance company needs predictions of the future claims in order to evaluate premiums, to assess its financial situation, probabilities of ruin, etc.
Teodorescu, Sandra, Vernic, Raluca
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A unified generalized family of distributions: Properties, inference, and real-life applications
AIP AdvancesA fully parametric family of distributions called the new generalized family (NGF) is proposed. The cumulative distribution function of the proposed NGF is constructed based on the reciprocal of the hazard rate function. Furthermore, a special sub-family
Mashhood Ahmad +4 more
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Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors
AxiomsIn the context of robust Bayesian analysis, studies mainly focus on computing the range of some quantities of interest when the prior distribution varies in a class.
José Pablo Arias-Nicolás +3 more
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Extreme Value Theory for Tail-Related Risk Measures [PDF]
Many fields of modern science and engineering have to deal with events which are rare but have significant consequences. Extreme value theory is considered to provide the basis for the statistical modeling of such extremes. The potential of extreme value
Evis Këllezi, Manfred Gilli
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