Search Results - subject:"Distribution Function"

A unified approach to validating univariate and multivariate conditional distribution models in time series

Chen, Bin; Hong, Yongmiao - In: Journal of Econometrics 178 (2014) P1, pp. 22-44

using a novel approach, which embeds the empirical distribution function in a spectral framework. Our tests check a large … empirical distribution function, our GCM test statistics follow a convenient asymptotic N(0,1) distribution and enjoy the …

Persistent link: https://www.econbiz.de/10011052256

Analysis of the distribution of the order parameter of synthetic seismicity generated by a simple spring–block system with asperities

Flores-Márquez, E.L.; Vargas, C.A.; Telesca, L.; … - In: Physica A: Statistical Mechanics and its Applications 393 (2014) C, pp. 508-512

By analyzing the synthetic seismicity generated by a simple spring–block system with asperities, the probability distribution of its order parameter is investigated. The spring–block system mimics the interaction between tectonic plates, whose asperities are given by sandpapers of different...

Persistent link: https://www.econbiz.de/10011057840

Beran-based approach for single-index models under censoring

Strzalkowska-Kominiak, Ewa; Cao, Ricardo - In: Computational Statistics 29 (2014) 5, pp. 1243-1261

Beran estimator for the conditional distribution function. This, likelihood-based method is also a useful and simple tool …

Persistent link: https://www.econbiz.de/10010949801

Multivariable theory of droplet nucleation in a single-component vapor

Alekseechkin, Nikolay V. - In: Physica A: Statistical Mechanics and its Applications 412 (2014) C, pp. 186-205

-dimensional (isothermal) classical nucleation theory. The calculated steady state distribution function of droplets shows their average …

Persistent link: https://www.econbiz.de/10011064559

Simulation of heat transfer enhancement by longitudinal vortex generators in dimple heat exchangers

Xia, H.H.; Tang, G.H.; Shi, Y.; Tao, W.Q. - In: Energy 74 (2014) C, pp. 27-36

A three-dimensional DDF-MRT-LBE (double distribution function multi-relaxation-time lattice Boltzmann equation) is …

Persistent link: https://www.econbiz.de/10010931361

Critical energy distribution function of the Baxter–Wu model

Velonakis, Ioannis N. - In: Physica A: Statistical Mechanics and its Applications 399 (2014) C, pp. 171-188

In this work we examine the critical finite-size scaling behavior of the energy probability distribution function and … magnetic field using the recently developed triangle-cluster algorithm, we calculate the energy distribution function … energy distribution function. Most of our conclusions seem applicable not only to the Baxter–Wu model but also to other Ising …

Persistent link: https://www.econbiz.de/10010744309

On the interpoint distances of Bernoulli vectors

Modarres, Reza - In: Statistics & Probability Letters 84 (2014) C, pp. 215-222

We consider the squared Euclidean interpoint distances (IDs) among multivariate Bernoulli observations and determine the mean, covariance and the distribution of the IDs within a single group or across two groups. We discuss testing the equality of two distribution functions when the number of...

Persistent link: https://www.econbiz.de/10010718800

A remark on the optimal transport between two probability measures sharing the same copula

Alfonsi, A.; Jourdain, B. - In: Statistics & Probability Letters 84 (2014) C, pp. 131-134

We study the optimal transport between two probability measures on Rn sharing the same copula C. We investigate the optimality of the image of the probability measure dC by the vectors of pseudo-inverses of marginal distributions.

Persistent link: https://www.econbiz.de/10010718813

A unified approach to validating univariate and multivariate conditional distribution models in time series

Chen, Bin; Hong, Yongmiao - In: Journal of econometrics 178 (2014) 1, pp. 22-44

Persistent link: https://www.econbiz.de/10010254990

Daily data is bad for beta : opacity and frequency-dependent betas

Gilbert, Thomas; Hrdlicka, Christopher; Kalodimos, Jonathan - In: Review of asset pricing studies 4 (2014) 1, pp. 78-117

Persistent link: https://www.econbiz.de/10010399878