Search Results - subject:"cauchy distribution"

OLS limit theory for drifting sequences of parameters on the explosive side of unity

Magdalinos, Tassos; Petrova, Katerina - 2024

A limit theory is developed for the least squares estimator for mildly and purely explosive autoregressions under drifting sequences of parameters with autoregressive roots ρn satisfying ρn Ç ρ ∈ (-É, -1] ∪ [1, É) and n (

Persistent link: https://www.econbiz.de/10015054281

OLS limit theory for drifting sequences of parameters on the explosive side of unity

Magdalinos, Tassos; Petrova, Katerina - 2024

Persistent link: https://www.econbiz.de/10015051928

Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution

Ebner, Bruno; Eid, Lena; Klar, Bernhard - In: Statistical Papers 65 (2022) 1, pp. 45-78

We introduce a new characterization of the Cauchy distribution and propose a class of goodness-of-fit tests for the …

Persistent link: https://www.econbiz.de/10015179567

Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution

Ebner, Bruno; Eid, Lena; Klar, Bernhard - In: Statistical Papers 65 (2022) 1, pp. 45-78

We introduce a new characterization of the Cauchy distribution and propose a class of goodness-of-fit tests for the …

Persistent link: https://www.econbiz.de/10015407833

A deterministic model for the inventory policy of countries for procurement of vaccines

Pınarbaşı, Aysun; Vizvári, Béla - In: Central European journal of operations research 31 (2023) 4, pp. 1029-1041

Persistent link: https://www.econbiz.de/10014392994

The distribution of returns

Harris, David - In: Journal of mathematical finance 7 (2017) 3, pp. 769-804

Persistent link: https://www.econbiz.de/10011752551

Existence of Nash equilibrium for chance-constrained games

Vikas Vikram Singh; Jouini, Oualid; Lisser, Abdel - In: Operations research letters 44 (2016) 5, pp. 640-644

Persistent link: https://www.econbiz.de/10011596590

Extreme dependence models based on event magnitude

Padoan, Simone A. - In: Journal of Multivariate Analysis 122 (2013) C, pp. 1-19

By considering pointwise maxima of independent stationary random processes with dependent Cauchy marginals, we define a new process whose univariate limit distributions are Fréchet and the bivariate distributions interpolate between independence and complete dependence. The limiting dependence...

Persistent link: https://www.econbiz.de/10011042085

On multivariate truncated generalized Cauchy distribution

Ateya, Saieed; Madhagi, Elham - In: Statistical Papers 54 (2013) 3, pp. 879-897

In this paper, a multivariate form of truncated generalized Cauchy distribution (TGCD), which is denoted by (MVTGCD … introduced and analyzed using three models. The first model is the bivariate Cauchy distribution, the second is the truncated … bivariate Cauchy distribution and the third is the bivariate truncated generalized Cauchy distribution. A comparison is carried …

Persistent link: https://www.econbiz.de/10010998560

An intermediate distribution between Gaussian and Cauchy distributions

Liu, Tong; Zhang, Ping; Dai, Wu-Sheng; Xie, Mi - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 22, pp. 5411-5421

In this paper, we construct an intermediate distribution linking the Gaussian and the Cauchy distribution. We provide …

Persistent link: https://www.econbiz.de/10010590688