Search Results - subject:"density Function"

Systemic real and financial risks : measurement, forecasting, and stress testing

De Nicolò, Gianni; Lucchetta, Marcella - 2012

Persistent link: https://www.econbiz.de/10009572513

Online Variable Kernel Estimator: Application to Microarray Data Analysis

Lakhdar, Yissam; Sbai, El Hassan - In: International Journal of Operations Research and … 8 (2017) 1, pp. 58-92

probability density function from the new arrival data. The performance of the online variable kernel estimator (OVKE) depends on …In this work, the authors propose a novel method called online variable kernel estimation of the probability density … function (pdf). This new online estimator combines the characteristics and properties of two estimators namely nearest …

Persistent link: https://www.econbiz.de/10012046926

Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits

Feng, Runhuan; Jing, Xiaochen - In: Insurance / Mathematics & economics 72 (2017), pp. 36-48

Persistent link: https://www.econbiz.de/10011691495

Euromind-D : a density estimate of monthly gross domestic product for the Euro Area

Proietti, Tommaso; Marczak, Martyna; Mazzi, Gian Luigi - In: Journal of applied econometrics 32 (2017) 3, pp. 683-703

Persistent link: https://www.econbiz.de/10011694793

What we can learn about the behaviour of firms from the average monthly frequency of price-changes : an application to the UK CPI data

Dixon, Huw; Tian, Kun - In: Oxford bulletin of economics and statistics 79 (2017) 6, pp. 907-932

Persistent link: https://www.econbiz.de/10011772117

A statistical equilibrium approach to the distribution of profit rates

Scharfenaker, Ellis; Semieniuk, Gregor - In: Metroeconomica : international review of economics 68 (2017) 3, pp. 465-499

Persistent link: https://www.econbiz.de/10011772676

Lower confidence bounds for system reliability from binary failure data using bootstrapping

Leemis, Lawrence M. - In: Computational probability applications, (pp. 217-237). 2017

Persistent link: https://www.econbiz.de/10011595103

The conditional density estimate as a method of empiric analysis and forecast of economic phenomena in the framework of probability modeling

Tanku, Altin; Ceca, Kliti - 2017

Persistent link: https://www.econbiz.de/10011814864

Tales from the unit interval : backtesting, forecasting and modeling

Nielsen, Thor Pajhede - 2017

Persistent link: https://www.econbiz.de/10011654061

Why cannot we have a strongly consistent family of skew normal (and higher order) distributions

Thongchai Dumrongpokaphan; Kreinovich, Vladik - In: Robustness in econometrics, (pp. 69-77). 2017

Persistent link: https://www.econbiz.de/10011800956