Results 51 to 60 of about 2,212,997 (349)
The Heavy-Tailed Gleser Model: Properties, Estimation, and Applications
Mathematics, 2022 In actuarial statistics, distributions with heavy tails are of great interest to actuaries, as they represent a better description of risk exposure through a type of indicator with a certain probability.
Neveka M. Olmos +2 more
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Heavy tail properties of stationary solutions of multidimensional stochastic recursions [PDF]
, 2006 We consider the following recurrence relation with random i.i.d. coefficients $(a_n,b_n)$: $$ x_{n+1}=a_{n+1} x_n+b_{n+1} $$ where $a_n\in GL(d,\mathbb{R}),b_n\in \mathbb{R}^d$.
Y. Guivarc'h
semanticscholar +1 more source
Forecast Combination under Heavy-Tailed Errors [PDF]
Econometrics, 2015 Forecast combination has been proven to be a very important technique to obtain accurate predictions for various applications in economics, finance, marketing and many other areas. In many applications, forecast errors exhibit heavy-tailed behaviors for various reasons.
Gang Cheng, Sicong Wang, Yuhong Yang
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Randomly Stopped Sums, Minima and Maxima for Heavy-Tailed and Light-Tailed Distributions
AxiomsThis paper investigates the randomly stopped sums, minima and maxima of heavy- and light-tailed random variables. The conditions on the primary random variables, which are independent but generally not identically distributed, and counting random ...
Remigijus Leipus +3 more
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Outliers and the Ostensibly Heavy Tails [PDF]
Mathematical Methods of Statistics, 2019 The aim of the paper is to show that the presence of one possible type of outliers is not connected to that of heavy tails of the distribution. In contrary, typical situation for outliers appearance is the case of compact supported distributions.
Klebanov, L., Volchenkova, I.
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Function‐driven design of a surrogate interleukin‐2 receptor ligand
FEBS Letters, EarlyView.Interleukin (IL)‐2 signaling can be achieved and precisely fine‐tuned through the affinity, distance, and orientation of the heterodimeric receptors with their ligands. We designed a biased IL‐2 surrogate ligand that selectively promotes effector T and natural killer cell activation and differentiation. Interleukin (IL) receptors play a pivotal role in
Ziwei Tang +9 more
wiley +1 more source
AxiomsIn this paper, we find conditions under which distribution functions of randomly stopped minimum, maximum, minimum of sums and maximum of sums belong to the class of generalized subexponential distributions.
Jūratė Karasevičienė, Jonas Šiaulys
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Structural biology of ferritin nanocages
FEBS Letters, EarlyView.Ferritin is a conserved iron‐storage protein that sequesters iron as a ferric mineral core within a nanocage, protecting cells from oxidative damage and maintaining iron homeostasis. This review discusses ferritin biology, structure, and function, and highlights recent cryo‐EM studies revealing mechanisms of ferritinophagy, cellular iron uptake, and ...
Eloise Mastrangelo, Flavio Di Pisa
wiley +1 more source
Top Incomes, Heavy Tails, and Rank-Size Regressions
Econometrics, 2018 In economics, rank-size regressions provide popular estimators of tail exponents of heavy-tailed distributions. We discuss the properties of this approach when the tail of the distribution is regularly varying rather than strictly Pareto.
Christian Schluter
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Polynomial tails of additive-type recursions [PDF]
Discrete Mathematics & Theoretical Computer Science, 2008 Polynomial bounds and tail estimates are derived for additive random recursive sequences, which typically arise as functionals of recursive structures, of random trees, or in recursive algorithms.
Eva-Maria Schopp
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