Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
نویسندگان
چکیده
منابع مشابه
Capturing the zero: A new class of zero-augmented distributions and multiplicative error processes
We propose a novel approach to model serially dependent positive-valued variables which realize a non-trivial proportion of zero outcomes. This is a typical phenomenon in financial time series observed at high frequencies, such as cumulated trading volumes. We introduce a flexible point-mass mixture distribution and develop a semiparametric specification test explicitly tailored for such distri...
متن کاملA New Class of Zero-Inflated Logarithmic Series Distribution
Through this paper we suggest an alternative form of the modified zero-inflated logarithmic series distribution of Kumar and Riyaz (Statistica, 2013) and study some of its important aspects. The method of maximum likelihood is employed for estimating the parameters of the distribution and certain test procedures are considered for testing the significance of the additional parameter of the model. ...
متن کاملSemiparametric Inference Based on a Class of Zero-Altered Distributions
In modeling count data collected from manufacturing processes, economic series, disease outbreaks and ecological surveys, there are usually a relatively large or small number of zeros compared to positive counts. Such low or high frequencies of zero counts often require the use of under or over dispersed probability models for the underlying data generating mechanism. The commonly used models s...
متن کاملTHE ZERO-DIVISOR GRAPH OF A MODULE
Let R be a commutative ring with identity and M an R-module. In this paper, we associate a graph to M, sayΓ(RM), such that when M=R, Γ(RM) coincide with the zero-divisor graph of R. Many well-known results by D.F. Anderson and P.S. Livingston have been generalized for Γ(RM). We Will show that Γ(RM) is connected withdiam Γ(RM)≤ 3 and if Γ(RM) contains a cycle, then Γ(RM)≤4. We will also show tha...
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 اولذخیره 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: SSRN Electronic Journal
سال: 2011
ISSN: 1556-5068
DOI: 10.2139/ssrn.1711810