Search Results - subject:"Distribution function"

A Test for Conditional Symmetry in Time Series Models

Bai, Jushan; Ng, Serena - Department of Economics, Boston College - 1998

The assumption of conditional symmetry is often invoked to validate adaptive estimation and consistent estimation of ARCH/GARCH models by quasi maximum likelihood. Imposing conditional symmetry can increase the efficiency of bootstraps if the symmetry assumption is valid. This paper proposes a...

Persistent link: https://www.econbiz.de/10004970573

Calibration methods for estimating quantiles

Rueda, M.; Martínez-Puertas, S.; Martínez-Puertas, H.; … - In: Metrika 66 (2007) 3, pp. 355-371

Persistent link: https://www.econbiz.de/10005375928

Characterization of Normal Distribution Related to Two Samples Based on Regression

Kasturiratna, Dhanuja; Nguyen, Truc; Gupta, Arjun - In: Metrika 65 (2007) 1, pp. 43-52

Persistent link: https://www.econbiz.de/10005376006

Minimax estimation of a cumulative distribution function by converting to a parametric problem

Jokiel-Rokita, Alicja; Magiera, Ryszard - In: Metrika 66 (2007) 1, pp. 61-73

Persistent link: https://www.econbiz.de/10005376065

A compound beta distribution with applications in finance

Nadarajah, Saralees; Gupta, Arjun K. - In: Statistical methods & applications : SMA ; journal of … 16 (2007) 1, pp. 69-83

Persistent link: https://www.econbiz.de/10003489176

Two generalized beta distributions

Nadarajah, Saralees; Kotz, Samuel - In: Applied economics 39 (2007) 13/15, pp. 1743-1751

Persistent link: https://www.econbiz.de/10003535137

A conditional distribution model for limited stock index returns

Friedmann, Ralph; Sanddorf-Köhle, Walter G. - In: Journal of economic dynamics & control 31 (2007) 3, pp. 721-740

Persistent link: https://www.econbiz.de/10003421384

Cumulative distribution curves of daily clearness index in a southern tropical climate

Tiba, Chigueru; Siqueira, Adalberto N.; Fraidenraich, Naum - In: Renewable Energy 32 (2007) 13, pp. 2161-2172

Most previous works, involving the analysis of the statistical properties of solar radiation, have considered places situated in the Northern Hemisphere, generally at latitudes above 30°. In this work, the cumulative distribution curves for 23 sites located in the Southern Hemisphere, in the...

Persistent link: https://www.econbiz.de/10011044110

First-order Chapman–Enskog velocity distribution function in a granular gas

Montanero, José María; Santos, Andrés; Garzó, Vicente - In: Physica A: Statistical Mechanics and its Applications 376 (2007) C, pp. 75-93

A method is devised to measure the first-order Chapman–Enskog (CE) velocity distribution function associated with the …, in the linear response regime, the deviation of the velocity distribution function from that of the homogeneous cooling … Boltzmann framework. This is further confirmed by an analysis of the first-order CE velocity distribution function and its three …

Persistent link: https://www.econbiz.de/10011063122

Probability Distribution Functions of Succession Quotas in the Case of Markov Dependent Trials

Antzoulakos, Demetrios; Philippou, Andreas - In: Annals of the Institute of Statistical Mathematics 49 (1997) 3, pp. 531-539

Persistent link: https://www.econbiz.de/10005184610