Results 11 to 20 of about 137,194 (317)
Applied Sciences, 2023 A crucial area of study in data mining is outlier detection, particularly in the areas of network security, credit card fraud detection, industrial flaw detection, etc.
Yuehua Huang +4 more
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Small area quantile estimation based on distribution function using linear mixed models
Economics and Business Review, 2021 In economic studies researchers are often interested in the estimation of the distribution function or certain functions of the distribution function such as quantiles.
Stachurski Tomasz
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A New Generator of Probability Models: The Exponentiated Sine-G Family for Lifetime Studies
Entropy, 2021 In this article, we propose the exponentiated sine-generated family of distributions. Some important properties are demonstrated, such as the series representation of the probability density function, quantile function, moments, stress-strength ...
Mustapha Muhammad +6 more
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Study of a Modified Kumaraswamy Distribution
Mathematics, 2021 In this article, a structural modification of the Kumaraswamy distribution yields a new two-parameter distribution defined on (0,1), called the modified Kumaraswamy distribution.
Rashad A. R. Bantan +5 more
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Finance and Stochastics, 1999 The paper deals with construction of a hedging strategy which maximizes the probability of a successful hedge under the objective measure \(P\), given a constraint on the required cost. This concept of quantile hedging can be considered as a dynamic version of the well-known value at risk concept. First the authors consider the general case of complete
Hans FÃllmer, Peter Leukert
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Quantile Correlations and Quantile Autoregressive Modeling [PDF]
Journal of the American Statistical Association, 2012 In this paper, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation function (QACF) and the quantile partial autocorrelation function (QPACF).
Li, Y, Li, G, Tsai, CL
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Frontiers in Public Health, 2021 The degree of coupling and coordination between the pharmaceutical manufacturing industry and the medical service industry crucially requires improvement by promoting the development of the pharmaceutical manufacturing industry through industrial ...
Meng Hu, Chunhai Tao, Hao Zhou
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Economies, 2020 This paper examines the predictive power of time-varying risk aversion over payoffs to the carry trade strategy via the cross-quantilogram methodology.
Riza Demirer +3 more
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Journal of the American Statistical Association, 2005 This article studies the estimation of conditional quantiles of counts. Given the discreteness of the data, some smoothness must be artificially imposed on the problem. We show that it is possible to smooth the data in a way that allows inference to be performed using standard quantile regression techniques.
Machado, Jose A F +1 more
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Quantile-quantile plots, period 3.
, 2022 Quantile-quantile plots, period 3.
Francisco Cribari-Neto (7578743) +2 more
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