Results 31 to 40 of about 3,027,054 (295)
Estimation of the parameters of multivariate stable distributions [PDF]
Communications in Statistics - Simulation and Computation, 2020 In this paper, we begin our discussion with some of the well-known methods available in the literature for the estimation of the parameters of a univariate/multivariate stable distribution. Based on the available methods, a new hybrid method is proposed for the estimation of the parameters of a univariate stable distribution.
Aastha M. Sathe, Neelesh S. Upadhye
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The Emergence of the Normal Distribution in Deterministic Chaotic Maps
EntropyThe central limit theorem states that, in the limits of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to attain a stable distribution.
Damián H. Zanette, Inés Samengo
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IEEE Access, 2022 IoT networks are more and more present nowadays. Some IoT protocols share the same bandwidth leading to interference on neighboring networks and decrease of overall coverage.
Romain Chevillon +3 more
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Quantifying Deviations from Gaussianity with Application to Flight Delay Distributions
EntropyWe propose a novel approach for quantifying deviations from Gaussianity by leveraging the Jensen–Shannon distance. Using stable distributions as a flexible framework, we analyze the effects of skewness and heavy tails in synthetic sequences.
Felipe Olivares, Massimiliano Zanin
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Subordinated affine structure models for commodity future prices
Cogent Economics & Finance, 2018 To date the existence of jumps in different sectors of the financial market is certain and the commodity market is no exception. While there are various models in literature on how to capture these jumps, we restrict ourselves to using subordinated ...
M. Kateregga, S. Mataramvura, D. Taylor
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Lacunary Series and Stable Distributions [PDF]
, 2015 By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the iterated logarithm in a randomized form. In this paper we give criteria for a sequence $(X_n)$ of random variables to have a subsequence $(X_{n_k})$ whose weighted partial ...
Berkes, István, Tichy, Robert
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Children with sickle cell anemia (SCA) in low‐income settings are at risk of severe malnutrition, but optimal nutritional management has not been established. We evaluated an intensified ready‐to‐use therapeutic food (RUTF) regimen in children with persistent severe malnutrition after initial treatment and assessed whether early ...
Safiya Gambo +9 more
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Parameter Estimation Using Surrogates with Applications to Stable Distributions
Data Science in ScienceIn this article, we present an empirical-based parameter estimation method called Search via Simulation. Using a hierarchical simulation procedure, surrogate data is propagated and selected based on its ability to mimic the inherent behavior of the ...
Suja M. Aboukhamseen, Ahmad R. Soltani
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Tail risk analysis of the S&P/OIC COMCEC 50 index
Borsa Istanbul Review, 2015 The S&P/OIC COMCEC 50 Sharia index is a joint index created by the organization of the Islamic conference (OIC) member states' stock exchanges forum and S&P indices. It is a Sharia-compliant benchmark of the 50 leading companies from OIC-members.
Mahmoud Bekri, Young Shin (Aaron) Kim
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Stable age by region distributions [PDF]
Demography, 1970 Abstract If the pattern of fertility, mortality and interregional migration exhibited by the United States population during 1950–60 were to continue in the future, the proportions of persons in the various age groups and regions would fluctuate from decade to decade.
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