نتایج جستجو برای: multivariate generalized hyperbolic distribution
تعداد نتایج: 891812 فیلتر نتایج به سال:
Based on the probability generating function of stuttering Poisson distribution (SPD), this paper considers some equivalent propositions of SPD. From this, we show that some distributions in the application of non-life insurance actuarial science are SPD, such as negative binomial distribution, compound Poisson distribution etc.. By weakening condition of equivalent propositions of SPD, we defi...
Exact distributions of generalized Chi-square and Fisher statistics are used to derive confidence intervals and significance tests for inferring on one or two scaling parameters, respectively, under non-standard assumptions w.r.t. the multivariate sample distribution. The latter may have convex or radially concave density level sets and heavy or light distribution centers and tails. Independent...
This paper provides a survey of three families of flexible parametric probability density functions (the skewed generalized t, the exponential generalized beta of the second kind, and the inverse hyperbolic sine distributions) which can be used in modeling a wide variety of econometric problems. A figure, which can facilitate model selection, summarizing the admissible combinations of skewness ...
In this paper we consider the discretization the Shallow Water equations by means of Residual Distribution (RD) schemes, and review the conditions allowing the exact preservation of some exact steady solutions. These conditions are shown to be related to both the type of spatial approximation and to the quadrature used to evaluate the cell residual. Numerical examples are shown to validate the ...
modeling dependence structure in financial economics is of paramount importance when estimating portfolio’s value at risk, since risk of an asset in addition to its own behavior is also dependent on the behavior of other assets in the portfolio. application of joint distribution copula is one of the methods for incorporation dependence at lower and upper tail of returns’ distribution in financi...
introduction: this paper used generalized gamma (gg) distribution to find the predictive factors of overall survival (os) after haematopoietic stem cell transplant (hsct) in acute myeloid leukemia patients. methods: discrimination among the exponential, weibull, gg, log-logistic, and lognormal distributions was done using maximum likelihood and akaike information criteria. results: the 5-year ...
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