Results 11 to 20 of about 233,260 (285)
New methods to define heavy-tailed distributions with applications to insurance data
Journal of Taibah University for Science, 2020 Heavy-tailed distributions play an important role in modelling data in actuarial and financial sciences. In this article, nine new methods are suggested to define new distributions suitable for modelling data with an heavy right tail.
Zubair Ahmad +3 more
semanticscholar +3 more sources
Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem. [PDF]
PLoS One, 2015 In this paper we propose an algorithm to distinguish between light- and heavy-tailed probability laws underlying random datasets. The idea of the algorithm, which is visual and easy to implement, is to check whether the underlying law belongs to the ...
Burnecki K, Wylomanska A, Chechkin A.
europepmc +2 more sources
Power laws for heavy-tailed distributions: modeling allele and haplotype diversity for the national marrow donor program. [PDF]
PLoS Comput Biol, 2015 Measures of allele and haplotype diversity, which are fundamental properties in population genetics, often follow heavy tailed distributions. These measures are of particular interest in the field of hematopoietic stem cell transplant (HSCT).
Slater N +5 more
europepmc +2 more sources
Sample Covariance Matrices of Heavy-Tailed Distributions [PDF]
International Mathematics Research Notices, 2017 Let $p>2$, $B\geq 1$, $N\geq n$ and let $X$ be a centered $n$-dimensional random vector with the identity covariance matrix such that $\sup\limits_{a\in S^{n-1}}{\mathrm E}|\langle X,a\rangle|^p\leq B$. Further, let $X_1,X_2,\dots,X_N$ be independent copies of $X$, and $ _N:=\frac{1}{N}\sum_{i=1}^N X_i {X_i}^T$ be the sample covariance matrix.
K. Tikhomirov
openaire +4 more sources
Taylor's law and heavy-tailed distributions. [PDF]
Proc Natl Acad Sci U S A, 2021 Lindquist WB, Rachev ST.
europepmc +4 more sources
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
doaj +2 more sources
Outlier-Robust Sparse Mean Estimation for Heavy-Tailed Distributions [PDF]
Neural Information Processing Systems, 2022 We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean $\mu$ is ...
Ilias Diakonikolas +3 more
semanticscholar +1 more source
Rare events are nonperturbative: Primordial black holes from heavy-tailed distributions [PDF]
Physics Letters B, 2021 In recent years it has been noted that the perturbative treatment of the statistics of fluctuations may fail to make correct predictions for the abundance of primordial black holes (PBHs).
Sina Hooshangi +2 more
semanticscholar +1 more source
Comparing regression methods with non-Gaussian stable errors [PDF]
AUT Journal of Mathematics and Computing, 2022 Nolan and Ojeda-Revah in [16] proposed a regression model with heavy-tailed stable errors. In this paper, we extend this method for multivariate heavy-tailed errors.
Reza Alizadeh Noughabi +1 more
doaj +1 more source
Searching for Heavy-Tailed Probability Distributions for Modeling Real-World Complex Networks
IEEE Access, 2022 Perhaps the most recent controversial topic in network science research is to determine whether real-world complex networks are scale-free or not. Recently, Broido and Clauset [A.D. Broido, A. Clauset, Nature Communication, 10, 1017 (2019)] asserted that
Tanujit Chakraborty +4 more
doaj +1 more source