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  • Search: subject:"Identically distributed"
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Subject
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Autocorrelation 3 Theorie 3 Theory 3 Central limit theorem 2 Independent and identically distributed variables 2 MATLAB 2 Universal generating function 2 ARCH model 1 ARCH-Modell 1 ARL 1 Almost sure convergence 1 Ausreißer 1 Autokorrelation 1 Average run length 1 Barlow-Proschan index 1 Bernstein polynomial 1 Block minima method 1 Börsenkurs 1 CUSUM chart 1 Capacity 1 Capital income 1 Complex domestic refrigeration system 1 Dependent non-identically distributed errors 1 EWMA chart 1 Erwartungsbildung 1 Estimation 1 Estimation theory 1 Exchange rates 1 Exchangeable distribution 1 Expectation formation 1 Expected cost 1 Expected lifetime 1 Exponential distribution 1 Extreme value theory 1 Fat-tail 1 Financial volatility 1 Forecasting model 1 Generalized Pareto distribution 1 Generalized extreme value 1 Generalized order statistics 1
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Online availability
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Undetermined 13
Type of publication
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Article 15
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Aufsatz im Buch 1 Book section 1 research-article 1
Language
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Undetermined 8 English 7
Author
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Da Silva, Sergio 2 Figueiredo, Annibal 2 Gleria, Iram 2 Kumar, Akshay 2 Matsushita, Raul 2 Ram, Mangey 2 Rychlik, Tomasz 2 Singh, Sukhraj 2 Balakrishnan, N. 1 Chen, Zengjing 1 Cramer, Erhard 1 Gajek, Leslaw 1 Goyal, Nupur 1 Gupta, Arjun 1 Hu, Feng 1 Hu, Tien-Chung 1 Makatjane, Katleho 1 Moroke, Ntebogang Dinah 1 Munapo, Elias 1 Naaz, Sadiya 1 Nguyen, Diem 1 Nguyen, Truc 1 Prajapati, D. R. 1 Prajapati, D.R. 1 Preve, Daniel 1 Rosalsky, Andrew 1 Tyagi, Subhi 1 Wang, Yining 1 Willcocks, Geoff 1
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Published in...
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Annals of the Institute of Statistical Mathematics 2 International journal of quality & reliability management 2 Physica A: Statistical Mechanics and its Applications 2 Handbook of research on emerging theories, models, and applications of financial econometrics 1 International journal of productivity and quality management : IJPQM 1 Journal of Multivariate Analysis 1 Journal of banking & finance 1 Journal of financial engineering 1 Metrika 1 Statistics & Probability Letters 1 The Journal of Real Estate Finance and Economics 1 The TQM Journal 1
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Source
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RePEc 8 ECONIS (ZBW) 6 Other ZBW resources 1
Showing 11 - 15 of 15
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Characterizations of negative multinomial distributions based on conditional distributions
Nguyen, Truc; Gupta, Arjun; Nguyen, Diem; Wang, Yining - In: Metrika 66 (2007) 3, pp. 315-322
Persistent link: https://www.econbiz.de/10005155884
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Nonidentically distributed variables and nonlinear autocorrelation
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; Da … - In: Physica A: Statistical Mechanics and its Applications 363 (2006) 2, pp. 171-180
that an identically distributed process with autocorrelations can be obtained from an independent, yet nonidentically …
Persistent link: https://www.econbiz.de/10010589814
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Financial volatility and independent and identically distributed variables
Figueiredo, Annibal; Gleria, Iram; Matsushita, Raul; Da … - In: Physica A: Statistical Mechanics and its Applications 346 (2005) 3, pp. 484-498
variables that are independent and identically distributed. These variables together with an extra exponential law are able to …
Persistent link: https://www.econbiz.de/10010589378
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Stability of Order Statistics under Dependence
Rychlik, Tomasz - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 877-894
Persistent link: https://www.econbiz.de/10005616348
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Projection Method for Moment Bounds on Order Statistics from Restricted Families, : II. Independent Case
Gajek, Leslaw; Rychlik, Tomasz - In: Journal of Multivariate Analysis 64 (1998) 2, pp. 156-182
The method of projection, proposed in Part I, is applied to derive sharp moment bounds for the expectations of order statistics based onindependentsamples from restricted families of distributions. Three families are considered: life distributions with decreasing failure density, decreasing...
Persistent link: https://www.econbiz.de/10005221557
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