Results 51 to 60 of about 315,996 (341)

Nonparametric Smoothing for Extremal Quantile Regression with Heavy Tailed Data

Revstat Statistical Journal, 2021
In several different fields, it is interested in analyzing the upper or lower tail quantile of the underlying distribution rather than mean or center quantile.
Takuma Yoshida
doaj   +1 more source

The quantile spectral density and comparison based tests for nonlinear time series [PDF]

, 2012
In this paper we consider tests for nonlinear time series, which are motivated by the notion of serial dependence. The proposed tests are based on comparisons with the quantile spectral density, which can be considered as a quantile version of the usual ...
Lee, Junbum, Rao, Suhasini Subba
core  

Quantile clocks

, 2011
Quantile clocks are defined as convolutions of subordinators $L$, with quantile functions of positive random variables. We show that quantile clocks can be chosen to be strictly increasing and continuous and discuss their practical modeling advantages as
James, Lancelot F., Zhang, Zhiyuan
core   +2 more sources

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source

Assessing Expected Shortfall in Risk Analysis Through Generalized Autoregressive Conditional Heteroskedasticity Modeling and the Application of the Gumbel Distribution

Axioms
In this study, the Gumbel distribution is utilized to construct exact analytical representations for two pivotal measures in financial risk evaluation: Value at Risk (VaR) and Conditional Value at Risk (CVaR).
Bingjie Wang, Yihui Zhang, Jia Li, Tao Liu   +3 more
doaj   +1 more source

Quantile-Quantile Methodology -- Detailed Results

, 2023
The linear quantile-quantile relationship provides an easy-to-implement yet effective tool for transformation to and testing for normality. Its good performance is verified in this report.
openaire   +2 more sources

Pyramid Quantile Regression [PDF]

Journal of Computational and Graphical Statistics, 2019
Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those conditional distributions is unknown and varies across the covariate space, so fitting the given quantile levels ...
T. Rodrigues, J.-L. Dortet-Bernadet, Y. Fan   +2 more
openaire   +4 more sources

Characterization of Nitinol Produced by Laser Powder Bed Fusion for Mechanical Metamaterial Applications

Advanced Engineering Materials, EarlyView.
Stabilization of L‐PBF Ni50.7Ti49.3 under low‐cycle loading was investigated. Recoverable strain after cycling was dependent on the amount of applied load. Recovery ratio was 53.4% and 35.1% at intermediate and high load, respectively. The maximum total strain reached 10.3% at a high load of 1200 MPa.
Ondřej Červinek, Jakub Hurník, Miroslav Šmíd, Ondřej Zobač, Melanie Todt, Daniel Koutný   +5 more
wiley   +1 more source

Differential Evolution Algorithm Based on Coupling-Coordination-Based Mutation Strategy

IEEE Access
The differential evolution (DE) algorithm is a heuristic, stochastic, parallel search algorithm. The mutation operation is an integral part of the DE algorithm, relating to the basis and difference among vectors.
Peiyuan Jin, Juxiang Huang, Quanxi Feng, Jianming Cen, Renjie Chu   +4 more
doaj   +1 more source

Modeling Length of Hospital Stay for Patients With COVID-19 in West Sumatra Using Quantile Regression Approach

Cauchy: Jurnal Matematika Murni dan Aplikasi, 2021
This study aims to construct the model for the length of hospital stay for patients with COVID-19 using quantile regression and Bayesian quantile approaches.
Ferra Yanuar, Athifa Salsabila Deva, Maiyastri Maiyastri, Hazmira Yozza, Aidinil Zetra   +4 more
doaj   +1 more source