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
Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications. [PDF]
J Appl Stat, 2020 Zhang Y, Kuen Kwok Y.
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Uncovering the mechanism for aggregation in repeat expanded RNA reveals a reentrant transition. [PDF]
Nat Commun, 2023 Kimchi O, King EM, Brenner MP.
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Energy Landscape of State-Specific Electronic Structure Theory. [PDF]
J Chem Theory Comput, 2022 Burton HGA.
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Evaluating the Anderson-Darling Distribution [PDF]
Except for n = 1, only the limit as n approaches infinity for the distribution of the Anderson-Darling test for uniformity has been found, and that in so complicated a form that published values for a few percentiles had to be determined by numerical ...
George Marsaglia, John Marsaglia
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Multivariate saddlepoint tail probability approximations
The Annals of Statistics, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Predicting rare events using neural networks and short-trajectory data. [PDF]
J Comput Phys, 2023 Strahan J, Finkel J, Dinner AR, Weare J.
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Terminal conditions as efficent instruments for numerical detection of the saddlepoint paths: a linear algebra non-robustness argument. [PDF]
In this paper, we address a criticism against the usual prescriptions on the introduction of terminal conditions as the principal numerical instruments for detecting the saddlepoint solutions of consistent expectations models. The argumentation is purely
Boucekkine, Raouf
core
The Vibrational and Thermodynamic Properties of CsPbI3 Polymorphs: An Improved Description Based on the SCAN meta-GGA Functional. [PDF]
J Phys Chem Lett, 2021 Kaczkowski J, Płowaś-Korus I.
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A Note on Calibration of Clinical Prediction Models with Copas Statistics. [PDF]
J Biostat Epidemiol, 2020 Koziol JA.
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