Results 11 to 20 of about 85,681 (262)

Heavy or semi-heavy tail, that is the question. [PDF]

open access: yesJ Appl Stat, 2021
While there has been considerable research on the analysis of extreme values and outliers by using heavy-tailed distributions, little is known about the semi-heavy-tailed behaviors of data when there are a few suspicious outliers. To address the situation where data are skewed possessing semi-heavy tails, we introduce two new skewed distribution ...
Ownuk J, Baghishani H, Nezakati A.
europepmc   +3 more sources

Comparative Analysis of Abattoir-Based Measures and On-Farm Pig Welfare Indicators in Italian Fattening Heavy Pigs [PDF]

open access: yesVeterinary Sciences
Animal welfare monitoring is essential in pig production. On-farm animal welfare (AW) assessments may provide a comprehensive overview but are resource-intensive.
Lucia Scuri   +11 more
doaj   +2 more sources

Airborne methane remote measurements reveal heavy-tail flux distribution in Four Corners region [PDF]

open access: yesProceedings of the National Academy of Sciences of the United States of America, 2016
Stephen Conley   +2 more
exaly   +2 more sources

Distribution and moment characteristics of a quotient of heavy-tailed random variables

open access: yesLietuvos Matematikos Rinkinys, 2023
Let us deal with positive i.i.d. random variables X1, . . ., Xm having a tail index α. Calculating a quotient of two biggest members in the set, we obtain a new random variable and investigate its distribution and moment properties.
Kęstutis Gadeikis
doaj   +3 more sources

An application of stochastic approximation in simulated method of moments [PDF]

open access: yesMathematics and Modeling in Finance, 2021
Identifying the structures of dependence between financial assets is one of the interesting topics to researchers. However, there are challenges to this purpose. One of them is the modelling of heavy tail distributions.
Erfan Salavati, Nazanin Mohseni
doaj   +1 more source

Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments

open access: yesNonlinear Analysis, 2021
In this paper, we consider the sum Snξ = ξ1 + ... + ξn of possibly dependent and nonidentically distributed real-valued random variables ξ1, ... , ξn with consistently varying distributions. By assuming that collection {ξ1, ...
Jonas Sprindys, Jonas Šiaulys
doaj   +1 more source

Understanding Heavy Tails in a Bounded World or, is a Truncated Heavy Tail Heavy or Not? [PDF]

open access: yesStochastic Models, 2012
We address the important question of the extent to which random variables and vectors with truncated power tails retain the characteristic features of random variables and vectors with power tails. We define two truncation regimes, soft truncation regime and hard truncation regime, and show that, in the soft truncation regime, truncated power tails ...
Chakrabarty, Arijit   +1 more
openaire   +2 more sources

Tournament rewards and heavy tails [PDF]

open access: yesJournal of Economic Theory, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mikhail Drugov, Dmitry Ryvkin
openaire   +2 more sources

Semi-Heavy Tails [PDF]

open access: yesLithuanian Mathematical Journal, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Omey, Edward   +2 more
openaire   +1 more source

Minimum of heavy-tailed random variables is not heavy tailed

open access: yesAIMS Mathematics, 2023
<abstract><p>By constructing an appropriate example, we show that the class of heavy-tailed distributions is not closed under minimum. We provide two independent heavy-tailed random variables, such that their minimum is not heavy tailed. In addition, we establish a few properties of the distributions considered in the example.</p></
Leipus, Remigijus   +2 more
openaire   +3 more sources

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