Results 61 to 70 of about 1,241,953 (192)
Rayleigh-Ritz variation method and connected-moments polynomial approach
We show that the connected-moments polynomial approach proposed recently is equivalent to the well known Rayleigh-Ritz variation method in the Krylov space.
Bartashevich +15 more
core +1 more source
Cylindrical couette flow in the transition regime by the method of moments [PDF]
This paper was presented at the 4th Micro and Nano Flows Conference (MNF2014), which was held at University College, London, UK. The conference was organised by Brunel University and supported by the Italian Union of Thermofluiddynamics, IPEM, the ...
4th Micro and Nano Flows Conference (MNF2014) +2 more
core
Intermittent process analysis with scattering moments
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and modulus ...
Bacry, Emmanuel +3 more
core +3 more sources
Closed-form estimators for the inverse Nakagami distribution
The inverse Nakagami distribution due to Louzada et al. (2018) does not have closed-form maximum likelihood estimators. Closed-form estimators by adapting the method of moments are proposed in this note.
VICTOR NAWA, SARALEES NADARAJAH
doaj +1 more source
Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments
This paper discusses different classes of loss models in non-life insurance settings. It then overviews the class of Tukey transform loss models that have not yet been widely considered in non-life insurance modelling, but offer opportunities to produce ...
Gareth W. Peters +2 more
doaj +1 more source
Moments of the generalized hyperbolic distribution [PDF]
In this paper we demonstrate a recursive method for obtaining the moments of the generalized hyperbolic distribution. The method is readily programmable for numerical evaluation of moments.
Dong, Christine +3 more
core +1 more source
Apparent multifractality of self-similar L\'evy processes
Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable.
Zamparo, Marco
core +1 more source
Generalized Method of Moments Estimator Based On Semiparametric Quantile Regression Imputation [PDF]
In this article, we consider an imputation method to handle missing response values based on semiparametric quantile regression estimation. In the proposed method, the missing response values are generated using the estimated conditional quantile ...
Chen, Senniang, Yu, Cindy L
core +3 more sources
In this paper, the hybrid AMCBFM-Maehly method is presented to fast simulate the electromagnetic scattering from one-dimensional rough surface over a frequency band.
Anqi Wang +4 more
doaj +1 more source

