Results 41 to 50 of about 76,904 (164)
Optimal subsampling for functional quantile regression
Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator is first derived.
Qian Yan, Hanyu Li, Chengmei Niu
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Uncertainty orders on the sublinear expectation space
In this paper, we introduce some definitions of uncertainty orders for random vectors in a sublinear expectation space. We all know that, under some continuity conditions, each sublinear expectation 𝔼 has a robust representation as the supremum of a ...
Tian Dejian, Jiang Long
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New Odd Generalized Exponentiated Exponential-G Family of Distributions
In the last decades, many researchers have developed new methods for generating families of distributions. These generators are obtained by adding one or more extra shape parameter(s) to the baseline distribution to achieve more flexibility for ...
Abideen Babatunde Odeyale +3 more
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Unified estimators of smooth quantile and quantile density functions
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheng, Cheng, Parzen, Emanuel
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Exploration of solar irradiance can greatly assist in understanding how renewable energy can be better harnessed. It helps in establishing the solar irradiance climate in a particular region for effective and efficient harvesting of solar energy ...
Daniel Maposa +2 more
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Bivariate Quantile Functions and their Applications to Reliability Modelling
In this paper we propose a new definition of bivariate quantile function suited for reliability modelling and illustrate its applications. The bivariate hazard and mean residual quantile functions are defined and their properties are studied. Examples of
Balakrishnapillai Vineshkumar +1 more
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Extreme Events Analysis Using LH-Moments Method and Quantile Function Family
A direct way to estimate the likelihood and magnitude of extreme events is frequency analysis. This analysis is based on historical data and assumptions of stationarity, and is carried out with the help of probability distributions and different methods ...
Cristian Gabriel Anghel +2 more
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Stochastic Generator of a New Family of Lifetime Distributions with Illustration
In this article, a new family of lifetime distributions is introduced to help researchers model different types of data sets. Furthermore, the maximum likelihood method was used in estimating the model's parameters.
Amjad Al-Nasser, Ahmad Hanandeh
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A Review and Some Complements on Quantile Risk Measures and Their Domain
In the present paper, we study quantile risk measures and their domain. Our starting point is that, for a probability measure Q on the open unit interval and a wide class L Q of random variables, we define the quantile risk measure ϱ Q as
Sebastian Fuchs +2 more
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Quantile Function Expansion Using Regularly Varying Functions [PDF]
We present a simple result that allows us to evaluate the asymptotic order of the remainder of a partial asymptotic expansion of the quantile function $h(u)$ as $u\to 0^+$ or $1^-$. This is focussed on important univariate distributions when $h(\cdot)$ has no simple closed form, with a view to assessing asymptotic rate of decay to zero of tail ...
Thomas Fung, Eugene Seneta
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