Search Results - subject:"distribution function"

Milonas, Nikolaos T.; Rompotis, Gerasimos G. - In: Managerial finance 39 (2013) 9, pp. 863-882

Persistent link: https://www.econbiz.de/10009780537

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

Dagsvik, John K.; Jia, Zhiyang; Vatne, Bjørn Helge; … - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 719-737

Persistent link: https://www.econbiz.de/10009724094

Simplification of joint confidence regions for the parameters of the Pareto distribution

Zhang, Jin - In: Computational Statistics 28 (2013) 4, pp. 1453-1462

The Pareto distribution is an important distribution in statistics, which has been widely used in economics to model the distribution of incomes. Separate interval estimations for parameters of the Pareto distribution have been well established in the literature. For a type-II right censored...

Persistent link: https://www.econbiz.de/10010998544

Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices

Janczura, Joanna; Weron, Rafał - In: AStA Advances in Statistical Analysis 97 (2013) 3, pp. 239-270

–Smirnov supremum-distance statistic and the concept of the weighted empirical distribution function. The motivation for this research …

Persistent link: https://www.econbiz.de/10010998854

A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models

Tsay, Wen-Jen; Huang, Cliff; Fu, Tsu-Tan; Ho, I.-Lin - In: Journal of Productivity Analysis 39 (2013) 3, pp. 259-269

This paper derives an analytic closed-form formula for the cumulative distribution function (cdf) of the composite …

Persistent link: https://www.econbiz.de/10010988894

A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series

Chen, Bin; Hong, Yongmiao - 2013

using a novel approach, which embeds the empirical distribution function in a spectral framework. Our tests check a large … empirical distribution function, our GCM test statistics follow a convenient asymptotic N (0; 1) distribution and enjoy the …

Persistent link: https://www.econbiz.de/10010892083

A note on generalized inverses

Embrechts, Paul; Hofert, Marius - In: Mathematical Methods of Operations Research 77 (2013) 3, pp. 423-432

Motivated by too restrictive or even incorrect statements about generalized inverses in the literature, properties about these functions are investigated and proven. Examples and counterexamples show the importance of generalized inverses in mathematical theory and its applications. Copyright...

Persistent link: https://www.econbiz.de/10010949972

A note on generalized inverses

Embrechts, Paul; Hofert, Marius - In: Computational Statistics 77 (2013) 3, pp. 423-432

Persistent link: https://www.econbiz.de/10010847535

Wigner distribution functions for complex dynamical systems: A path integral approach

Sels, Dries; Brosens, Fons; Magnus, Wim - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 2, pp. 326-335

propagator for the Wigner distribution function of a single system. For general quadratic Lagrangians, only the classical phase …

Persistent link: https://www.econbiz.de/10010591687

Risk Measures in Optimization Problems via Empirical Estimates

Kaňková, Vlasta - In: Czech Economic Review 7 (2013) 3, pp. 162-177

Economic and financial activities are often influenced simultaneously by a decision parameter and a random factor. Since mostly it is necessary to determine the decision parameter without knowledge of the realization of the random element, deterministic optimization problems depending on a...

Persistent link: https://www.econbiz.de/10010712646