A formula for hidden regular variation behavior for symmetric stable distributions
نویسندگان
چکیده
منابع مشابه
a framework for identifying and prioritizing factors affecting customers’ online shopping behavior in iran
the purpose of this study is identifying effective factors which make customers shop online in iran and investigating the importance of discovered factors in online customers’ decision. in the identifying phase, to discover the factors affecting online shopping behavior of customers in iran, the derived reference model summarizing antecedents of online shopping proposed by change et al. was us...
15 صفحه اولGeneralization of symmetric -stable Lévy distributions for q>1
The α-stable distributions introduced by Lévy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study sequences of long-range dependent random variables whose distributions have asymptotic power law decay, and which are called (q, α)-stable distributions. These sequences...
متن کاملCharacterizations and Examples of Hidden Regular Variation
Random vectors on the positive orthant whose distributions possess hidden regular variation are a subclass of those whose distributions are multivariate regularly varying. The concept is an elaboration of the coefficient of tail dependence of Ledford and Tawn(1996, 1997). We provide characterizations and examples of such distribution in terms of mixture models and product models.
متن کاملa new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولRegular Symmetric Arrays For Non-Symmetric Functions1
A new class of non-totally symmetric functions which can be represented as simple regular symmetric arrays without redundancy is identified. Regular circuits are becoming crucialy important for deep submicron technologies, which needs new layout approaches to fully utilized their potential. The new class of functions contains the classes of totally symmetric and totally symmetric with mixed pol...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Extremes
سال: 2020
ISSN: 1386-1999,1572-915X
DOI: 10.1007/s10687-020-00381-4