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Application of the Heavy-tailed Estimation in Financial Data
Journal of Harbin University of Science and Technology, 2019 There exist many marginal distributions of high frequency time series data in the Heavy-tailed distribution which stores a great deal of information in its tail.
CHEN Hai-long, HUANG Fei, XIE Sheng
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International Journal of Financial Studies, 2016 Numerous heavy-tailed distributions are used for modeling financial data and in problems related to the modeling of economics processes. These distributions have higher peaks and heavier tails than normal distributions.
Hanieh Panahi
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Generalized Skew Laplace Random Fields: Bayesian Spatial Prediction for Skew and Heavy Tailed Data
Journal of Statistical Theory and Applications (JSTA), 2021 Earlier works on spatial prediction issue often assume that the spatial data are realization of Gaussian random field. However, this assumption is not applicable to the skewed and kurtosis distributed data.
Mohammad Mehdi Saber +2 more
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On Empirical Risk Minimization with Dependent and Heavy-Tailed Data
, 2021 fixed minor ...
Abhishek Roy 0005 +2 more
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ℓ1 Major Component Detection and Analysis (ℓ1 MCDA) in Three and Higher Dimensional Spaces
Algorithms, 2014 Based on the recent development of two dimensional ℓ1 major component detection and analysis (ℓ1 MCDA), we develop a scalable ℓ1 MCDA in the n-dimensional space to identify the major directions of star-shaped heavy-tailed statistical distributions with ...
Zhibin Deng +3 more
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Bayesian Adjustment for Insurance Misrepresentation in Heavy-Tailed Loss Regression
Risks, 2018 In this paper, we study the problem of misrepresentation under heavy-tailed regression models with the presence of both misrepresented and correctly-measured risk factors.
Michelle Xia
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The Arcsine Exponentiated-X Family: Validation and Insurance Application
Complexity, 2020 In this paper, we propose a family of heavy tailed distributions, by incorporating a trigonometric function called the arcsine exponentiated-X family of distributions.
Wenjing He +3 more
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Modeling Heavy-Tailed Bounded Data by the Trapezoidal Beta Distribution with Applications
Revstat Statistical Journal, 2022 In this paper, by using a new method, we derive the trapezoidal beta (TB) distribution and its properties. The TB distribution is a mixture model, generalizes both the beta and rectangular beta distributions, and allows one to describe bounded data with
Jorge Figueroa-Zúñiga +3 more
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Fitting Heavy Tailed Distributions: The poweRlaw Package
Journal of Statistical Software, 2015 Over the last few years, the power law distribution has been used as the data generating mechanism in many disparate fields. However, at times the techniques used to fit the power law distribution have been inappropriate.
Colin S. Gillespie
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A Heavy-Tailed QLindley Distribution for Modelling Skewed Lifetime Data
MathematicsLifetime data arising in engineering reliability, survival analysis, actuarial science, and environmental studies often exhibit substantial right-skewness, extreme observations, and heterogeneous hazard-rate structures.
Sajadul Hussain +5 more
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