Results 1 to 10 of about 26,472 (303)
Heavy tails and pruning in programmable photonic circuits for universal unitaries [PDF]
Nature Communications, 2023 Authors model programmable photonic circuits targeting universal unitaries and verify that a type of unit rotation operator has a heavy-tailed distribution.
Sunkyu Yu, Namkyoo Park
doaj +2 more sources
Distinguishing Log-Concavity from Heavy Tails [PDF]
Risks, 2017 Well-behaved densities are typically log-convex with heavy tails and log-concave with light ones. We discuss a benchmark for distinguishing between the two cases, based on the observation that large values of a sum X 1 + X 2 occur as result ...
Søren Asmussen, Jaakko Lehtomaa
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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 SchlÜter
exaly +3 more sources
Vector autoregression models with skewness and heavy tails
Journal of Economic Dynamics and Control, 2023 With uncertain changes of the economic environment, macroeconomic downturns during recessions and crises can hardly be explained by a Gaussian structural shock. There is evidence that the distribution of macroeconomic variables is skewed and heavy tailed.
Sune Karlsson +2 more
exaly +2 more sources
Fluctuating landscapes and heavy tails in animal behavior. [PDF]
PRX LifeAnimal behavior is shaped by a myriad of mechanisms acting on a wide range of scales, which hampers quantitative reasoning and the identification of general principles.
Costa AC +3 more
europepmc +2 more sources
The qq-estimator and heavy tails
Stochastic Models, 1996 International audienceA common visual technique for assessing goodness of fit and estimating location and scale is the qq--plot. We apply this technique to data from a Pareto distribution and more generally to data generated by a distribution with a ...
Sidney I Resnick
exaly +2 more sources
Understanding Heavy Tails of Flood Peak Distributions [PDF]
, 2022 Statistical distributions of flood peak discharge often show heavy tail behavior, that is, extreme floods are more likely to occur than would be predicted by commonly used distributions that have exponential asymptotic behavior.
Elena Macdonald +26 more
core +5 more sources
The Asymptotics of Moments for the Remaining Time of Heavy-Tail Distributions
Computer Sciences & Mathematics Forum, 2023 Recent mathematical models of reliability computer systems and telecommunication networks are based on distributions with heavy tails. This paper falls into the category of exploring the classical models with heavy tails: Gnedenko–Weibull, Burr ...
Vladimir Rusev, Alexander Skorikov
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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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Estimation of the value-at-risk parameter: Econometric analysis and the extreme value theory approach [PDF]
Ekonomski Anali, 2006 In this paper different aspects of value-at-risk estimation are considered. Daily returns of CISCO, INTEL and NASDAQ stock indices are analyzed for period: September 1996 - September 2006. Methods that incorporate time varying variability and heavy tails
Mladenović Zorica, Mladenović Pavle
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