Results 21 to 30 of about 14,911 (257)
Modularity and Heavy-Tailed Degree Distributions
CoRR, 2021 Identifying clusters of vertices in graphs continues to be an important problem, and modularity continues to be used as a tool for solving the problem. Modularity, which measures the quality of a division of the vertices into clusters, explicitly treats vertices of different degrees differently, imposing a larger penalty when high-degree vertices are ...
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A Parametric Bootstrap for Heavy Tailed Distributions [PDF]
SSRN Electronic Journal, 2011 It is known that Efron’s bootstrap of the mean of a distribution in the domain of attraction of the stable laws with infinite variance is not consistent, in the sense that the limiting distribution of the bootstrap mean is not the same as the limiting distribution of the mean from the real sample. Moreover, the limiting bootstrap distribution is random
Adriana Cornea, Russell Davidson
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Sharp concentration results for heavy-tailed distributions
Information and Inference: A Journal of the IMA, 2023 Abstract We obtain concentration and large deviation for the sums of independent and identically distributed random variables with heavy-tailed distributions. Our concentration results are concerned with random variables whose distributions satisfy $P(X>t) \leq{\text{ e}}^{- I(t)}$, where $I: \mathbb{R} \rightarrow \mathbb{R}$ is ...
Milad Bakhshizadeh +2 more
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Journal of Water and Climate Change, 2021 Daily precipitation extremes are crucial in the hydrological design of major water control structures and are expected to show a changing tendency over time due to climate change.
Neha Gupta, Sagar Rohidas Chavan
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Inhomogeneous phase-type distributions and heavy tails [PDF]
Journal of Applied Probability, 2019 AbstractWe extend the construction principle of phase-type (PH) distributions to allow for inhomogeneous transition rates and show that this naturally leads to direct probabilistic descriptions of certain transformations of PH distributions. In particular, the resulting matrix distributions enable the carrying over of fitting properties of PH ...
Hansjörg Albrecher, Mogens Bladt
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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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How extreme is extreme? An assessment of daily rainfall distribution tails [PDF]
Hydrology and Earth System Sciences, 2013 The upper part of a probability distribution, usually known as the tail, governs both the magnitude and the frequency of extreme events. The tail behaviour of all probability distributions may be, loosely speaking, categorized into two families: heavy ...
S. M. Papalexiou +2 more
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Aggregation of Dependent Risks with Heavy-Tail Distributions [PDF]
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2019 Straightforward methods to evaluate risks arising from several sources are specially difficult when risk components are dependent and, even more if that dependence is strong in the tails. We give an explicit analytical expression for the probability distribution of the sum of non-negative losses that are tail-dependent.
Montserrat Guillen +3 more
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Inferring heavy tails of flood distributions through hydrograph recession analysis [PDF]
Hydrology and Earth System Sciences, 2023 Floods are often disastrous due to underestimation of the magnitude of rare events. Underestimation commonly happens when the magnitudes of floods follow a heavy-tailed distribution, but this behavior is not recognized and thus neglected for flood hazard
H.-J. Wang +6 more
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Algorithms, 2012 We present evidence that one can calculate generically combinatorially expensive Lp and lp averages, 0 < p < 1, in polynomial time by restricting the data to come from a wide class of statistical distributions.
John E. Lavery
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