Results 71 to 80 of about 19,957,777 (200)
"Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models" [PDF]
Bayesian analysis of a stochastic volatility model with a generalized hyperbolic (GH) skew Student's t-error distribution is described where we first consider an asymmetric heavy-tailed error and leverage effects.
Jouchi Nakajima, Yasuhiro Omori
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Inference on heavy tails from dependent data [PDF]
, 2002 The author deals with problems of tail index and extreme quantile estimation from a sample of dependent random variables. Consistency and asymptotic normality of the corresponding estimators are established under mild mixing conditions. The accuracy of estimation is shown to be of the same order as if the data were independent.
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Data for heavy-tailed phase-type distributions.
, 2021 <p>Datasets for heavy-tailed phase-type analyses.</p ...
Martin Bladt, Jorge Yslas
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Time-Varying Graph Learning for Data With Heavy-Tailed Distribution
IEEE Transactions on Signal ProcessingGraph models provide efficient tools to capture the underlying structure of data defined over networks. Many real-world network topologies are subject to change over time. Learning to model the dynamic interactions between entities in such networks is known as time-varying graph learning.
Amirhossein Javaheri +3 more
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Sparse Robust Weighted Expectile Screening for Ultra-High-Dimensional Data
AxiomsThis paper investigates robust feature screening for ultra-high dimensional data in the presence of outliers and heterogeneity. Considering the susceptibility of likelihood methods to outliers, we propose a Sparse Robust Weighted Expectile Regression ...
Xianjun Wu, Pingping Han, Mingqiu Wang
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Scientific AfricanWe develop a novel family of distributions named heavy-tailed Topp-Leone-type II exponentiated half logistic distribution. Several mathematical properties including linear representation, Rényi entropy, quantile function, probability weighted moments ...
Oarabile Lekhane +3 more
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The generalized double Lomax distribution with applications
Statistica, 2016 A new probability distribution from the polynomial family has been proposed for modeling heavy-tailed data that are continuous on the whole real line. we have derived some general properties of this distribution and applied it on several data sets of U.S
Abu Seif Mohammad Fares +1 more
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AerospaceIn airport operations management, accurately estimating the service durations of ground support equipment such as Potable Water Trucks (PWTs) is essential for improving resource allocation efficiency and ensuring timely aircraft turnaround.
Changcheng Li +4 more
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BMC Medicine, 2018 Background The science of complex systems has been proposed as a way of understanding health services and the demand for them, but there is little quantitative evidence to support this.
Christopher Burton +3 more
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Transformation kernel density estimation of actuarial loss functions [PDF]
A transformation kernel density estimator that is suitable for heavy-tailed distributions is discussed. Using a truncated Beta transformation, the choice of the bandwidth parameter becomes straightforward.
Montserrat Guillen (Universitat de Barcelona) +2 more
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