On Elliptical Possibility Distributions

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Multi-Tail Elliptical Distributions

In this paper we present a new type of multivariate distributions for asset returns which we call the multi-tail elliptical distributions. Multi-tail elliptical distribution can be thought to be an extension of the elliptical distributions that allow for varying tail parameters. We present a two-step random mechanism leading to this new type of distributions. In particular, this mechanism is de...

متن کامل

Bayesian Statistical Inference on Elliptical Matrix Distributions

In this paper we are concerned with Bayesian statistical inference for a class of elliptical distributions with parameters + and 7. Under a noninformative prior distribution, we obtain the posterior distribution, posterior mean, and generalized maximim likelihood estimators of + and 7. Under the entropy loss and quadratic loss, the best Bayesian estimators of 7 are derived as well. Some applica...

متن کامل

A probabilistic view on possibility distributions

In this work we shall give a probabilistic interpretation of possibilistic expected value, variance, covariance and correlation. 1 Probability and possibility In probability theory, the dependency between two random variables can be characterized through their joint probability density function. Namely, if X and Y are two random variables with probability density functions fX(x) and fY (y), res...

متن کامل

Possibility distributions: a normative view

In this paper we will summarize some normative properties of possibility distributions. 1 Probability and Possibility In 2001 Carlsson and Fullér [1] introduced the possibilistic mean value, variance and covariance of fuzzy numbers. In 2003 Fullér and Majlender [4] introduced the notations of crisp weighted possibilistic mean value, variance and covariance of fuzzy numbers, which are consistent...

متن کامل

On the residual dependence index of elliptical distributions

The residual dependence index of bivariate Gaussian distributions is determined by the correlation coefficient. This tail index is of certain statistical importance when extremes and related rare events of bivariate samples with asymptotic independent components are being modeled. In this paper we calculate the partial residual dependence indices of a multivariate elliptical random vector assum...

متن کامل

ذخیره 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: IEEE Transactions on Fuzzy Systems

سال: 2020

ISSN: 1063-6706,1941-0034

DOI: 10.1109/tfuzz.2019.2920803