Results 41 to 50 of about 19,957,777 (200)
Semiparametric tail-index estimation for randomly right-truncated heavy-tailed data [PDF]
Arab Journal of Mathematical SciencesPurpose – The purpose of this paper is to propose a semiparametric estimator for the tail index of Pareto-type random truncated data that improves the existing ones in terms of mean square error.
Saida Mancer +2 more
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Xi'an Gongcheng Daxue xuebao, 2022 The problem of a truncating CUSUM estimation for mean change-point in heavy-tailed dependent observation for panel data is considered. The original sequence is truncated, and the variance after the truncation is limited; In the truncation case, a ...
YANG Yinqian, ZHAO Wenzhi
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Characterization of irregular cyclicities in heavy-tailed data
Signal ProcessingThe statistical characterization of heavy-tailed data with hidden irregular periodicities is introduced. Specifically, processes generated by the interaction of random phenomena with heavy-tailed distribution and almost-periodic phenomena with possibly irregular or disturbed peridicities are characterized in terms of fractional lower-order moments. For
Antonio Napolitano 0001 +1 more
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A performance comparison of the contiguous allocation strategies in 3D mesh connected multicomputers [PDF]
, 2007 The performance of contiguous allocation strategies can be significantly affected by the distribution of job execution times. In this paper, the performance of the existing contiguous allocation strategies for 3D mesh multicomputers is re-visited in the ...
Ould-Khaoua, M. +7 more
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Heavy-tailed phase-type distributions: a unified approach. [PDF]
, 2022 A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient.
Yslas, Jorge, Bladt, Martin
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The adaptive gamma-BSPE kernel density estimation for nonnegative heavy-tailed data
Journal of Innovative Applied Mathematics and Computational Sciences, 2022 In this work, we consider the nonparametric estimation of the probability density function for nonnegative heavy-tailed (HT) data. The objective is first to propose a new estimator that will combine two regions of observations (high and low density ...
Yasmina ZIANE +2 more
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Non-homogeneous random walks with non-integrable increments and heavy-tailed random walks on strips [PDF]
, 2012 We study asymptotic properties of spatially non-homogeneous random walks with non-integrable increments, including transience, almost-sure bounds, and existence and non existence of moments for first-passage and last-exit times.
MacPhee, I.M. +3 more
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Bayesian Nonparametric Modelling of the Return Distribution with Stochastic Volatility [PDF]
, 2011 This paper presents a method for Bayesian nonparametric analysis of the return distribution in a stochastic volatility model. The distribution of the logarithm of the squared return is flexibly modelled using an infinite mixture of Normal distributions ...
Jim E. Griffin +3 more
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Bayesian Robust Data Envelopment Analysis With Heavy-Tailed Priors
Journal of MathematicsData envelopment analysis (DEA) remains one of the most widely used methods for evaluating the efficiency of decision-making units (DMUs). However, it is highly sensitive to outliers, especially in cases involving imbalanced data.
Mehmet Ali Cengiz, Talat Şenel
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Simulating mixture of sub-Gaussian spatial data [PDF]
AUT Journal of Mathematics and ComputingSpatial datasets may contain extreme values and exhibit heavy tails. So, the Gaussianity assumption for the corresponding random field is not reasonable. A sub-Gaussian α-stable (SGαS) random field may be more suitable as a model for heavy-tailed spatial
Seyedeh Somayeh Mousavi +1 more
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