Search Results - subject:"Distribution Function"

Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices

Janczura, Joanna; Weron, Rafał - In: AStA Advances in Statistical Analysis 97 (2013) 3, pp. 239-270

–Smirnov supremum-distance statistic and the concept of the weighted empirical distribution function. The motivation for this research …

Persistent link: https://www.econbiz.de/10010998854

Simplification of joint confidence regions for the parameters of the Pareto distribution

Zhang, Jin - In: Computational Statistics 28 (2013) 4, pp. 1453-1462

The Pareto distribution is an important distribution in statistics, which has been widely used in economics to model the distribution of incomes. Separate interval estimations for parameters of the Pareto distribution have been well established in the literature. For a type-II right censored...

Persistent link: https://www.econbiz.de/10010998544

Wigner distribution functions for complex dynamical systems: A path integral approach

Sels, Dries; Brosens, Fons; Magnus, Wim - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 2, pp. 326-335

propagator for the Wigner distribution function of a single system. For general quadratic Lagrangians, only the classical phase …

Persistent link: https://www.econbiz.de/10010591687

Joint cumulative distribution functions for Dempster–Shafer belief structures using copulas

Yager, Ronald R. - In: Fuzzy optimization and decision making : a journal of … 12 (2013) 4, pp. 393-414

Persistent link: https://www.econbiz.de/10010232672

A study on Lucas’ “Expectations and the neutrality of money”, [Part] II

Ōtaki, Masayuki - In: Theoretical economics letters 3 (2013) 3, pp. 168-170

Persistent link: https://www.econbiz.de/10010239689

Is the Pareto-Lévy law a good representation of income distribution?

Dagsvik, John K.; Jia, Zhiyang; Vatne, Bjørn Helge; … - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 719-737

Persistent link: https://www.econbiz.de/10009724094

Multivariate VaRs for operational risk capital computation : a vine structure approach

Guégan, Dominique; Hassani, Bertrand K. - In: International journal of risk assessment and management … 17 (2013) 2, pp. 148-170

Persistent link: https://www.econbiz.de/10010385914

Risk measures in optimization problems via empirical estimates

Kaňková, Vlasta - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 162-177

Persistent link: https://www.econbiz.de/10010341116

Can CDFC and MLRP conditions be both satisfied for a given distribution?

Loisel, Patrice - In: Czech economic review : acta Universitatis Carolinae … 7 (2013) 3, pp. 135-145

Persistent link: https://www.econbiz.de/10010341119

Forecasting financial returns under non-elliptical distributions with applications to portfolio allocation and risk management

Polak, Pawel - 2013

Persistent link: https://www.econbiz.de/10011497848