Results 91 to 100 of about 85,344 (198)

High Watermarks of Market Risks [PDF]

We present several estimates of measures of risk amongst the most well-known, using both high and low frequency data. The aim of the article is to show which lower frequency measures can be an acceptable substitute to the high precision measures, when ...
Bertrand Maillet, Jean-Philippe Médecin, Thierry Michel   +2 more
core  

Inference on model parameters with many L-moments

Journal of Econometrics
This paper studies parameter estimation using L-moments, an alternative to traditional moments with attractive statistical properties. The estimation of model parameters by matching sample L-moments is known to outperform maximum likelihood estimation (MLE) in small samples from popular distributions.
Luis A.F. Alvarez, Chang Chiann, Pedro A. Morettin   +2 more
openaire   +2 more sources

PID Control Assessment Using L-Moment Ratio Diagrams

Applied Sciences
This paper presents an application of L-moments and respective L-moment ratio diagrams (LMRD) to the task of control performance assessment (CPA). An L-moment ratio diagram is a graphical approach to the visualization of statistical properties for a given time series.
Paweł D. Domański, Krzysztof Dziuba, Radosław Góra   +2 more
openaire   +2 more sources

Forecasting of COVID-19 Reproduction Number by ARIMA Methodology and Quantile Estimation based on Best Fit Distribution by L- moments for Top-10 Affected Countries

, 2021
Waqas M, Xu S, Zhou L.
europepmc   +1 more source

Regional frequency analysis for mapping drought events in north-central Chile [PDF]

, 2011
Cornelis, Wim, Morales, Luis, Núñez, Jorge H, Schaefer, Mel G, Verbist, Koen, Wallis, Jim R   +5 more
core   +1 more source

Hybrid Approach to Delineation of Homogeneous Regions for Regional Precipitation Frequency Analysis

Journal of Hydrology and Hydromechanics, 2009
Gaál Ladislav, Szolgay Ján, Lapin Milan, Faško Pavol   +3 more
doaj   +1 more source

A comparative analysis of L-moments, maximum likelihood, and maximum product of spacing methods for the four-parameter kappa distribution in extreme value analysis. [PDF]

Sci Rep
Khan MSUR, Hussain Z, Sher S, Amjad M, Baig F, Ahmad I, Ullah H.   +6 more
europepmc   +1 more source

Moments of derivatives of quadratic Dirichlet <i>L</i>-functions with prime conductor. [PDF]

Res Number Theory
Best CG.
europepmc   +1 more source

Frustrated magnetism in 227 rare-earth iridium pyrochlores. [PDF]

Commun Chem
Klicpera M.
europepmc   +1 more source

Instantaneous and Cumulative Knee Joint Loading in Cycling With and Without Medial Knee Osteoarthritis. [PDF]

Scand J Med Sci Sports
Ebbecke J, Hansen L, Viellehner J, Edwards WB, Naeckel N, Potthast W.   +5 more
europepmc   +1 more source