Results 61 to 70 of about 1,023,504 (281)
Value-at-Risk Estimation and the Port Mean-of-Order-P Methodology
Revstat Statistical Journal, 2017 In finance, insurance and statistical quality control, among many other areas of appli[1]cation, a typical requirement is to estimate the value-at-risk (VaR) at a small level q, i.e. a high quantile of probability 1 −q, a value, high enough, so that the
Fernanda Figueiredo +2 more
doaj +1 more source
Consistency of Hill's estimator for dependent data [PDF]
Journal of Applied Probability, 1995 Consider a sequence of possibly dependent random variables having the same marginal distribution F, whose tail 1−F is regularly varying at infinity with an unknown index − α < 0 which is to be estimated. For i.i.d. data or for dependent sequences with the same marginal satisfying mixing conditions, it is well known that Hill's estimator is ...
Resnick, Sidney, Stărică, Cătălin
openaire +2 more sources
, 2023 E.B. Cannan from Conroe Independent School District writes this letter to Charles Lee Hill. The typed letter discusses E.B. Cannan's thanks to Charles Lee Hill and "The Houstonians" for appearing with the junior and senior high school bands in a music ...
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Arthritis Care &Research, Accepted Article.Objective High body mass index (BMI≥27 kg/m2) and aberrant gait biomechanics are primary risk factors for knee osteoarthritis (KOA), yet the specific loading patterns linked to clinical disease features remain unclear. Unsupervised machine learning (ML) was used to identify vertical ground reaction force (vGRF) waveform modes of variation and ...
Ashley N. Buck +10 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.Thermomechanical fatigue tests of laser beam powder bed fusion (PBF‐LB) Inconel 718 show that the additively manufactured material reaches almost the lifetimes of conventionally‐rolled material under no‐dwell conditions. Introducing dwell times at the maximum temperature markedly reduces the lifetimes due to pronounced grain boundary sliding associated
Stefan Guth +6 more
wiley +1 more source
Minimum-Variance Reduced-Bias Tail Index and High Quantile Estimation
Revstat Statistical Journal, 2008 Heavy tailed-models are quite useful in many fields, like insurance, finance, telecommunications, internet traffic, among others, and it is often necessary to estimate a high quantile, i.e., a value that is exceeded with a probability p, small.
Frederico Caeiro , M. Ivette Gomes
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Advanced Engineering Materials, EarlyView.This study proposes a potential device design for joint cartilage replacement. Silica‐polytetrahydrofuran (SiO2‐PolyTHF) hybrids with customizable mechanical properties were developed to mimic the characteristics of a natural meniscus. These were synthesized through a two‐pot sol–gel hybrid process.
Yu‐Chien Lin +12 more
wiley +1 more source
Median quartet tree search algorithms using optimal subtree prune and regraft
Algorithms for Molecular BiologyGene trees can be different from the species tree due to biological processes and inference errors. One way to obtain a species tree is to find one that maximizes some measure of similarity to a set of gene trees.
Shayesteh Arasti, Siavash Mirarab
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Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator [PDF]
AMS classifications: 62G20, 62G32;asymptotic normality;confidence intervals;Edgeworth expansions;extreme value index;Hill estimator;regular variation;tail ...
Segers, J., Haeusler, E.
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Advanced Engineering Materials, EarlyView.A high interstital austenitic steel is additively manufactured and postdensified by HIP to eliminate gas porosity. Thereby, the loss of N and Mn in Ar HIP atmosphere is investigated. Further, HIP using N2 atmosphere is investigated which led to excessive nitride formation.
F. Großwendt +4 more
wiley +1 more source