Search Results - subject:"density function"

Two-warehouse inventory model for non-instantaneous deteriorating items with stock-dependent demand and inflation using particle swarm optimization

Tiwari, Sunil; Jaggi, Chandra K.; Bhunia, Asoke Kumar; … - 2017

Persistent link: https://www.econbiz.de/10011711770

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

Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits

Feng, Runhuan; Jing, Xiaochen - In: Insurance 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

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

Accumulation of education and regional income growth : limited human capital effects in Norway

Rattsø, Jørn; Stokke, Hildegunn Ekroll - 2011 - Date: February 1, 2011

Accumulation of education and geographic concentration of educated people in cities are expected to generate urban income growth. New economic geography predicts income divergence across regions. We investigate the dynamic process of accumulating tertiary education and regional income growth in...

Persistent link: https://www.econbiz.de/10011548140

Posterior consistency in conditional density estimation by covariate dependent mixtures

Norets, Andriy; Pelenis, Justinas - 2011

This paper considers Bayesian nonparametric estimation of conditional densities by countable mixtures of location-scale densities with covariate dependent mixing probabilities. The mixing probabilities are modeled in two ways. First, we consider finite covariate dependent mixture models, in...

Persistent link: https://www.econbiz.de/10009685479

Posterior consistency in conditional density estimation by covariate dependent mixtures

Norets, Andriy; Pelenis, Justinas - 2011

Persistent link: https://www.econbiz.de/10009504190

Is the Pareto-Lévy law a good representation of income distributions?

Dagsvik, John K.; Jia, Zhiyang; Vatne, Bjørn Helge; … - 2011

Mandelbrot (1960) proposed using the so-called Pareto-Lévy class of distributions as a framework for representing income distributions. We argue in this paper that the Pareto-Lévy distribution is an interesting candidate for representing income distribution because its parameters are easy to...

Persistent link: https://www.econbiz.de/10009407916

Multivariate skewed t-distribution with degrees of freedom vector and its application to financial modeling

Balaev, Balaev , Alexey - In: Applied Econometrics 23 (2011) 3, pp. 79-97

A modification of multivariate t-distribution with vector of degrees of freedom is suggested: multivariate t-distribution with vector of skewness parameters and vector of degrees of freedom is introduced. A special case of this distribution is already known multivariate skew t-distribution with...

Persistent link: https://www.econbiz.de/10009292419