A method to generate multivariate data with moments arbitrary close to the desired moments
نویسنده
چکیده
We show how it is possible to generate multivariate data which have moments arbitrary close to the desired ones. They are generated as linear combinations of variables with known theoretical moments. It is shown how to derive the weights of the linear combinations in both the univariate and the multivariate setting. The use in bootstrapping is discussed and examplified with an Monte Carlo simulation where the importance of the ability of generating data with control of higher moments is shown.
منابع مشابه
Construction of multivariate biorthogonal wavelets with arbitrary vanishing moments
We present a concrete method to build discrete biorthogonal systems such that the wavelet filters have any number of vanishing moments. Several algorithms are proposed to construct multivariate biorthogonal wavelets with any general dilation matrix and arbitrary order of vanishing moments. Examples are provided to illustrate the general theory and the advantages of the algorithms. §
متن کاملCVaR Reduced Fuzzy Variables and Their Second Order Moments
Based on credibilistic value-at-risk (CVaR) of regularfuzzy variable, we introduce a new CVaR reduction method fortype-2 fuzzy variables. The reduced fuzzy variables arecharacterized by parametric possibility distributions. We establishsome useful analytical expressions for mean values and secondorder moments of common reduced fuzzy variables. The convex properties of second order moments with ...
متن کاملLow flow frequency analysis by L-moments method (Case study: Iranian Central Plateau River Basin)
Knowledge about low flow statistics is essential for effective water resource planning and management in ungauged orpoorly gauged catchment areas, especially in arid and semi-arid regions such as Iran. We employed a data set of 20 riverflow time-series from the Iranian Central Plateau River Basin, Iran to evaluate the low-flow series using several frequencyanalysis methods and compared the resu...
متن کاملThe Welfare Cost of Inflation: Theory with an Application of Generalized Method of Moments (GMM) to Ira
متن کامل
The effectiveness of the narrative therapy emphasizing on innovative moments on resilience in girls with non-suicidal self-harm
The aim of this study was to evaluate the effectiveness of narrative therapy with emphasis on innovative moments on resilience in adolescent girls with non-suicidal self-harm. This research is a quasi-experimental type and a post-test pre-test design with an experimental and control group. The statistical population included all female students with non-suicidal self-harm in the secondary schoo...
متن کامل