Generalized Pareto Curves: Theory and Applications

Generalized Double Pareto Shrinkage.

We propose a generalized double Pareto prior for Bayesian shrinkage estimation and inferences in linear models. The prior can be obtained via a scale mixture of Laplace or normal distributions, forming a bridge between the Laplace and Normal-Jeffreys' priors. While it has a spike at zero like the Laplace density, it also has a Student's t-like tail behavior. Bayesian computation is straightforw...

Exploring Heavy Tails Pareto and Generalized Pareto Distributions

This vignette is designed to give a short overview about Pareto Distributions and Generalized Pareto Distributions (GPD). We will work with the SPC.we data of our quantmod vignette. Therefore we have to reproduce the SPC.we data in exactly the same way as described the quantmod vignette. In financial data analysis stock indices as the S&P 500 index are typically analyzed by using the returns of...

Exploring Heavy Tails Pareto and Generalized Pareto Distributions

This vignette is designed to give a short overview about Pareto Distributions and Generalized Pareto Distributions (GPD). We will work with the SPC.we data of our quantmod vignette. Therefore we have to reproduce the SPC.we data in exactly the same way as described the quantmod vignette. In financial data analysis stock indices as the S&P 500 index are typically analyzed by using the returns of...

A generalized target theory and its applications

Different radiobiological models have been proposed to estimate the cell-killing effects, which are very important in radiotherapy and radiation risk assessment. However, most applied models have their own scopes of application. In this work, by generalizing the relationship between "hit" and "survival" in traditional target theory with Yager negation operator in Fuzzy mathematics, we propose a...

Generalized Locally Toeplitz Sequences: Theory and Applications