Results 31 to 40 of about 5,003,510 (291)
Aerospace, 2023 To study the influence of the tilt-back design of a vertical tail on its aerodynamic stealth characteristics, an optimization method based on a quantitative weight coefficient and a two-particle search algorithm is presented.
Zeyang Zhou, Jun Huang
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Inferring heavy tails of flood distributions through hydrograph recession analysis [PDF]
Hydrology and Earth System Sciences, 2023 Floods are often disastrous due to underestimation of the magnitude of rare events. Underestimation commonly happens when the magnitudes of floods follow a heavy-tailed distribution, but this behavior is not recognized and thus neglected for flood hazard
H.-J. Wang +6 more
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Semiparametric lower bounds for tail index estimation [PDF]
Journal of Statistical Planning and Inference, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Beirlant, J. +2 more
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An Integrated Functional Weissman Estimator for Conditional Extreme Quantiles
Revstat Statistical Journal, 2019 It is well-known that estimating extreme quantiles, namely, quantiles lying beyond the range of the available data, is a nontrivial problem that involves the analysis of tail behavior through the estimation of the extreme-value index.
Laurent Gardes , Gilles Stupfler
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Biotropika: Journal of Tropical Biology, 2017 Morphological index could be used to evaluate type and function of livestock. The aim of this study was applying morphological index to assess the type and function of Sapudi fat tail sheep.
A. M Abdurrahman, Setiasih Setiasih
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The Impact of industry's features on financial risk contagion of Companies Listed in Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2020 The correlation between market movements and returns is an important issue in risk management and investment portfolio strategies. Investors who try to diversify their assets in regional markets pay special attention to communications between financial ...
Mohammad Ghadamyari +1 more
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Stochastic tail index model for high frequency financial data with Bayesian analysis
Journal of Econometrics, 2018 This paper proposes a new dynamic model called Stochastic Tail Index (STI) model to analyze time-varying tail index for financial asset using high frequency return data.
Guangyu Mao, Zhengjun Zhang
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On posterior consistency of tail index for Bayesian kernel mixture models [PDF]
Bernoulli, 2015 Asymptotic theory of tail index estimation has been studied extensively in the frequentist literature on extreme values, but rarely in the Bayesian context.
Cheng Li, Lizhen Lin, D. Dunson
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EconometricsThe Pareto distribution has been widely used to model income distribution and inequality. The tail index and the Gini index are typically computed by iteration using Maximum Likelihood and are usually interpreted in terms of the Lorenz curve.
Eugene Pinsky, Qifu Wen
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Estimation of the Tail Index of Pareto-Type Distributions Using Regularisation
Journal of Mathematics, 2022 In this paper, we introduce reduced-bias estimators for the estimation of the tail index of Pareto-type distributions. This is achieved through the use of a regularised weighted least squares with an exponential regression model for log-spacings of top ...
E. Ocran +3 more
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