We study two Bayesian (Reference Intrinsic and Jeffreys prior), frequentist (MLE PWM) approaches the nonparametric Hill estimator for Pareto related distributions. Three of these are compared in a simulation all four to investigate how much equity risk capital banks subject Basel II banking regulations must hold. The Reference approach, which is invariant under one-to-one transformations data p...

The assignment of multiobjective human resources is a very important phase of the decisionmaking process, especially with respect to research and development projects where performance strongly depends on human resources capabilities. Unfortunately, the input data or related parameters are frequently imprecise / fuzzy owing to incomplete or unobtainable information, which can be represented as ...

This paper presents an approach to the generalization of grayscale morphology to color images. Attaining such a generalization is strongly related to the issues of multivariate ranking and to the Pareto sets of multiobjective optimization. Some ranking schemes for multivariate data are recalled. For color morphology, the most important underlying ranking scheme is reduced ordering (also referre...

The Generalized Pareto Distribution is a very useful tool for modeling in many areas of economics, finance and insurance. The Generalized Pareto Distribution is commonly used for extreme value problems. Especially, the values which exceed the finite threshold, is the focus in extreme value problems like in insurance sector. The Generalized Pareto Distribution is well approach for modeling the s...

In two-sided matching markets, the concept of stability proposed by Gale and Shapley (1962) is one of the most important solution concepts. In this paper, we consider a problem related to the stability of a matching in a two-sided matching market with indifferences (i.e., ties). The introduction of ties into preference lists dramatically changes the properties of stable matchings. For example, ...

In this paper, we extend TOPSIS (Technique for Order Preference by Similarity Ideal Solution) for solving Large Scale Multiple Objective Programming problems involving fuzzy parameters. These fuzzy parameters are characterized as fuzzy numbers. For such problems, the α-Pareto optimality is introduced by extending the ordinary Pareto optimality on the basis of the α-Level sets of fuzzy numbers. ...

Performance evaluation of vision algorithms is a necessary step during a research process. It may supports inter and intra technique comparisons. A fair evaluation process requires of a methodology. Disparity estimation evaluation involves multiple aspects. However, conventional approaches rely on the use of a single value as an indicator of comparative performance. In this paper a non-linear q...