Search Results - subject:"Distribution Function"

da Cruz, Wellington - In: Physica A: Statistical Mechanics and its Applications 313 (2002) 3, pp. 446-452

We consider the fractal von Neumann entropy associated with the fractal distribution function and we obtain for some …

Persistent link: https://www.econbiz.de/10010590988

Non-normality of asset returns in the assessment of risk-adjusted performance : Three empirical tests of the Leland alternative asset pricing model

Reid, Sean F. - 2002

Persistent link: https://www.econbiz.de/10003777077

Three essays on empirical asset pricing

Zhang, Xiaoyan - 2002

Persistent link: https://www.econbiz.de/10003777584

On distributions of exceedances associated with order statistics and record values for arbitrary distributions

Bairamov, Ismihan; Kotz, Samuel - In: Statistical Papers 42 (2001) 2, pp. 171-185

Persistent link: https://www.econbiz.de/10005391190

KS entropy and mean Lyapunov exponent for coupled map lattices

Shibata, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 292 (2001) 1, pp. 182-192

The statistics of Kolmogorov–Sinai (KS) entropy for a coupled map lattice model are analyzed from the viewpoint of the thermodynamic formalism. It is shown that the fluctuation of KS entropy for a coupled map lattice model satisfies the large deviation statistics. Also, the probability density...

Persistent link: https://www.econbiz.de/10010871922

Fluctuation of mean Lyapunov exponent for turbulence

Shibata, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 292 (2001) 1, pp. 175-181

. The probability distribution function for the finite-time-average Lyapunov exponent is given. Its functional form is the …

Persistent link: https://www.econbiz.de/10010872785

Invariance of the relativistic one-particle distribution function

Debbasch, F.; Rivet, J.P.; van Leeuwen, W.A. - In: Physica A: Statistical Mechanics and its Applications 301 (2001) 1, pp. 181-195

The one-particle distribution function is of importance both in non-relativistic and relativistic statistical physics …

Persistent link: https://www.econbiz.de/10010874315

Estimating the Distribution Function of a Stationary Process Involving Measurement Errors

Ioannides, D.A.; Papanastassiou, D.P. - In: Statistical Inference for Stochastic Processes 4 (2001) 2, pp. 181-198

Persistent link: https://www.econbiz.de/10005616068

Goodness-Of-Fit Tests for the Exponential and the Normal Distribution Based on the Integrated Distribution Function

Klar, Bernhard - In: Annals of the Institute of Statistical Mathematics 53 (2001) 2, pp. 338-353

Persistent link: https://www.econbiz.de/10005616441

Living Standards and Economic Vulnerability in Turkey between 1987 and 1994

Yemtsov, Ruslan - Institute for the Study of Labor (IZA) - 2001

Until recently, poverty was a relatively unexplored field of studies in Turkey. This is one of the first attempts outside Turkey to use household survey data from two nationally representative surveys conducted in 1987 and 1994 to get a picture of poverty and its main driving forces. The 1994...

Persistent link: https://www.econbiz.de/10005703713