Search Results - subject:"Distribution function"

Rates of almost sure convergence of plug-in estimates for distortion risk measures

Zähle, Henryk - In: Metrika 74 (2011) 2, pp. 267-285

Persistent link: https://www.econbiz.de/10009324800

Terminal wealth problem under uncertainty: how to choose the right asset mix in case of dependent random payments

Ahcan, Ales; Darkiewicz-Moniuszko, Grzegorz; … - In: International Journal of Sustainable Economy 3 (2011) 3, pp. 294-311

approximating sequence adequately describes the distribution function of terminal wealth, thus also making solutions accurate in …

Persistent link: https://www.econbiz.de/10009352660

Scaling properties of the Baxter–Wu model

Velonakis, I.N.; Martinos, S.S. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 20, pp. 3369-3384

We use a recently developed cluster algorithm for the Baxter–Wu model to study characteristic features of its behavior. Magnetic scaling properties of the model are investigated for second-order phase transitions. We improve significantly the accuracy of Monte Carlo simulation results and we...

Persistent link: https://www.econbiz.de/10010590231

Diffusional Monte Carlo model of liquid-phase sintering

Luque, A.; Aldazabal, J.; Martínez-Esnaola, J.M.; … - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 11, pp. 2564-2580

Liquid-phase sintering (LPS) is a consolidation process for metallic and ceramic powders. At given temperature conditions, the process occurs with constant amount of liquid phase. However, the evolution of solid-particle shape is observed, namely, the rounding of particles and the growth of big...

Persistent link: https://www.econbiz.de/10011050509

Verification of the scaling relation within MPDFT by analyzing PDFs for energy dissipation rates out of 40963 DNS

Arimitsu, N.; Arimitsu, T. - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 2, pp. 161-176

The PDFs for energy dissipation rates, extracted by Kaneda and Ishihara from their 40963 DNS for fully developed turbulence, are analyzed within the framework of multifractal probability density function theory (MPDFT) to a high accuracy. MPDFT is a statistical mechanical ensemble theory for...

Persistent link: https://www.econbiz.de/10011061253

Theoretical and analytical Radial Distribution Function for non-polar mixtures

Zhao, Yueqiang; Wu, Zhengming; Liu, Weiwei - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 15, pp. 2812-2818

The theoretical and analytical Radial Distribution Function (RDF) for non-polar mixtures is presented, and the …

Persistent link: https://www.econbiz.de/10011063282

A class of probability distribution functions preserving the packing dimension

Li, Jinjun - In: Statistics & Probability Letters 81 (2011) 12, pp. 1782-1791

Necessary and sufficient conditions for packing dimension preservation under transformations which are distribution functions of random variables with Q˜-representation are given.

Persistent link: https://www.econbiz.de/10011039799

Smoothed L-estimation of regression function

Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - 2002

traditionally done using an empirical conditional distribution function, we propose to use instead a smoothed conditional … distribution function. We show that this smoothed L-estimation approach provides computational as well as statistical finite sample …

Persistent link: https://www.econbiz.de/10010310509

Smoothed L-estimation of regression function

Tamine, Julien; Čížek, Pavel; Härdle, Wolfgang - Sonderforschungsbereich 373, Quantifikation und … - 2002

Persistent link: https://www.econbiz.de/10010983558

Minimax invariant estimator of a continuous distribution function under a general loss function

Stępień-Baran, Agnieszka - In: Metrika 72 (2010) 1, pp. 37-49

Persistent link: https://www.econbiz.de/10008486682