Abstract Based on the quantile regression, we extend Koenker and Xiao (2004) Ling McAleer (2004)’s works from finite-variance innovations to infinite-variance innovations. A robust t -ratio statistic test for unit-root a re-sampling method approximate critical values of are proposed in this paper. It is shown that limit distribution functional stable processes Brownian bridge. The finite sample...

A real time, kernel based, model-free tracking algorithm is proposed, which employs a weighted von Mises mixture as the target’s appearance model. The mixture weights, which are provided by a spatial kernel, along with the hue values are used in order to estimate the parameters of the weighted von Mises mixture model. The von Mises distribution is suitable for circular data and it is employed i...

Stock return modeling is essential for active investors and market players. Value risk analysis benefit from these simulations. Despite extensive study on stock price modeling, little understood about how internal external shocks affect returns. Therefore, this sought to fill gap. A sample of five international financial markets December 1, 2007, June 30, 2009 January 2020 31, 2021, the 2007-20...

In previous work (Peters and Poort, 1983), the stress distribution in axisymmetric models of restored teeth was analyzed by finite element analysis (FEA). To compare the tri-axial stress state at different sites, they calculated the Von Mises equivalent stress and used it as an indication for weak sites. However, the use of Von Mises' theory for material failure requires that the compressive an...

We discuss a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on U-statistics constructed from quadratic influence functions. The latter extend ordinary linear influence functions of the parameter of interest as defined in semiparametric theory, and represent second order derivatives of this parameter. For parameters for which the matching c...

Actuarial risks can be analyzed using heavy-tailed distributions, which provide adequate risk assessment. Key indicators, such as value-at-risk, tailed-value-at-risk (conditional tail expectation), tailed-variance, tailed-mean-variance, and mean excess loss function, are commonly used to evaluate exposure levels. In this study, we analyze actuarial these five calculated four different estimatio...

In this study, to power comparison test, different univariate normality testing procedures are compared by using new algorithm. Different and multivariate test also analyzed here. And review efficient algorithm for calculating the size corrected of which can be used compare efficiency test. Also randomness generated random numbers. For purpose, 1000 data sets with combinations sample n = 10, 20...

In this study, we propose a new three-parameter lifetime model based on the type-I half-logistic G family and unit-Gompertz model, which named unit Gompertz distribution. The key feature of such novel is that it adds tuning parameter to using in order make more flexible. Diagrams numerical results are used look at model’s mathematical statistical aspects. efficiency estimating distribution para...

PURPOSE The aim of the present study was to evaluate the effects of posts with different morphologies on stress distribution in an endodontically treated mandibular premolar by using finite element models (FEMs). MATERIALS AND METHODS A mandibular premolar was modeled using the ANSYS software program. Two models were created to represent circular and oval fiber posts in this tooth model. An o...

BACKGROUND One of the most effective ways for distal movement of molars to treat Class II malocclusion is using extraoral force through a headgear device. The purpose of this study was the comparison of stress distribution in maxillary first molar periodontium using straight pull headgear in vertical and horizontal tubes through finite element method. MATERIALS AND METHODS Based on the real g...