Search Results - subject:"Distribution function"

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

A note on kernel density estimators with optimal bandwidths

Hjort, Nils Lid; Walker, Stephen G. - In: Statistics & Probability Letters 54 (2001) 2, pp. 153-159

We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth … lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the …

Persistent link: https://www.econbiz.de/10005319124

Sum of positive Lyapunov exponents for Kuramoto–Sivashinsky equation

Shibata, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 299 (2001) 3, pp. 405-411

The sum of positive Lyapunov exponents expresses the entropy loss of the systems under study. The sum of positive Lyapunov exponents for Kuramoto–Sivashinsky equation is studied. Its time series behaves like the on–off intermittency. They have laminar and burst parts alternately. It is...

Persistent link: https://www.econbiz.de/10010589200

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

Moment-Based Approximations of Distributions Using Mixtures: Theory and Applications

Lindsay, Bruce; Pilla, Ramani; Basak, Prasanta - In: Annals of the Institute of Statistical Mathematics 52 (2000) 2, pp. 215-230

Persistent link: https://www.econbiz.de/10005760217

Fluctuation of mean Lyapunov exponent for Kuramoto–Sivashinsky equation

Shibata, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 285 (2000) 3, pp. 325-331

exponent is given by the probability distribution function of its time coarse grained quantity, local Lyapunov exponent. The … functional form of the probability distribution function is obtained. Its form is different from the one obtained from the large …

Persistent link: https://www.econbiz.de/10010588684

Kinetic equation with a self-consistent gravitational field and its application to the theory of relic radiation

Akhiezer, A.I.; Peletminskii, S.V. - In: Physica A: Statistical Mechanics and its Applications 284 (2000) 1, pp. 161-171

The kinetic equation for the relativistically invariant distribution function of particles (and also stars or galaxies …

Persistent link: https://www.econbiz.de/10010874951

Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach

Lin, Shinn-Juh; Yang, Jian - Finance Discipline Group, Business School - 1999

This paper proposes a class of test procedures for a structural change with an unknown change point. In particular, we consider a general financial time series model with conditional heteroskedasticity. The test statistics are constructed via the empirical distribution approach and aim at...

Persistent link: https://www.econbiz.de/10005073659