Results 81 to 90 of about 5,999 (179)

Polynomially Adjusted Saddlepoint Density Approximations

International Journal of Statistics and Probability, 2014
Improved density approximations are obtained by applying certain moment based polynomial adjustments to the saddlepoint approximation. The proposed technique relies on the saddlepoint approximation to the distribution function of a continuous random variable as well. Additionally, a hybrid density estimate is being introduced.
Serge B. Provost, Susan Z. Sheng
openaire   +2 more sources

Surface Property and Braking Reliability Analyses of YSZ Thermal Barrier-Coated Brake Disc of Kilometer-Deep Well Hoist

Lubricants
A significant amount of heat is generated during the braking process of a kilometer-deep well hoist, which causes a large temperature rise and then thermal deformation and cracks in the brake disc.
Wanzi Yan, Hao Lu, Yu Tang, Zhencai Zhu, Fengbin Ren   +4 more
doaj   +1 more source

On composite systems of dilute and dense couplings

, 2008
Composite systems, where couplings are of two types, a combination of strong dilute and weak dense couplings of Ising spins, are examined through the replica method.
Barra A, D Saad, de Almeida J R L, Giardina I, Hase M O Mendes J F F, J R Raymond, Mattis D C, Monasson R, Mottishaw P, Mézard M, Ostilli M, Parisi G, Raymond J, Talagrand M, Viana L, Wong K   +15 more
core   +1 more source

Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance [PDF]

This paper overviews maximum likelihood and Gaussian methods of estimating continuous time models used in finance. Since the exact likelihood can be constructed only in special cases, much attention has been devoted to the development of methods designed
Jun Yu, Peter C. B. Phillips
core   +4 more sources

Time-Dependent Reliability Analysis Based on Quantile Function and Fourth-Order Moment Saddle-Point Approximation Under Small Sample Conditions

Machines
Time-dependent reliability analysis (TRA) is essential for the life-cycle risk assessment of engineering systems. However, existing TRA methods often require extensive statistical data or computationally expensive surrogate models, which limit their ...
Zhaozhan Li, Zhaowang Li, Jufang Jia, Xiangdong He   +3 more
doaj   +1 more source

Hypergeometric Functions of Matrix Arguments and Linear Statistics of Multi-Spiked Hermitian Matrix Models

, 2014
This paper derives central limit theorems (CLTs) for general linear spectral statistics (LSS) of three important multi-spiked Hermitian random matrix ensembles.
Chen, Yang, Mckay, Matthew R., Passemier, Damien   +2 more
core   +2 more sources

Posterior probability intervals in Bayesian wavelet estimation [PDF]

, 2017
We use saddlepoint approximation to derive credible intervals for Bayesian wavelet regression estimates.
Davison, A. C., Hinkley, D. V., Semadeni, C.   +2 more
core  

Saddlepoint approximations to option prices

The Annals of Applied Probability, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rogers, L. C. G., Zane, O.
openaire   +3 more sources

Incorporating family disease history and controlling case-control imbalance for population-based genetic association studies. [PDF]

Bioinformatics, 2022
Zhuang Y, Wolford BN, Nam K, Bi W, Zhou W, Willer CJ, Mukherjee B, Lee S.   +7 more
europepmc   +1 more source

On the Problem of Inference for Inequality Measures for Heavy-Tailed Distributions [PDF]

The received wisdom about inference problems for inequality measures is that these are caused by the presence of extremes in samples drawn from heavy-tailed distributions.
Schluter, C.
core