Search Results - subject:"distribution function"

Nonparametric Estimation of the Dependence Function in Bivariate Extreme Value Distributions

Jiménez, Javier Rojo; Villa-Diharce, Enrique; Flores, … - In: Journal of Multivariate Analysis 76 (2001) 2, pp. 159-191

The paper considers the problem of estimating the dependence function of a bivariate extreme survival function with standard exponential marginals. Nonparametric estimators for the dependence function are proposed and their strong uniform convergence under suitable conditions is demonstrated....

Persistent link: https://www.econbiz.de/10005153220

Sum of positive Lyapunov exponents for Kuramoto–Sivashinsky equation

Shibata, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 299 (2001) 3, pp. 405-411

The sum of positive Lyapunov exponents expresses the entropy loss of the systems under study. The sum of positive Lyapunov exponents for Kuramoto–Sivashinsky equation is studied. Its time series behaves like the on–off intermittency. They have laminar and burst parts alternately. It is...

Persistent link: https://www.econbiz.de/10010589200

A note on kernel density estimators with optimal bandwidths

Hjort, Nils Lid; Walker, Stephen G. - In: Statistics & Probability Letters 54 (2001) 2, pp. 153-159

We show that the cumulative distribution function corresponding to a kernel density estimator with optimal bandwidth … lies outside any confidence interval, around the empirical distribution function, with probability tending to 1 as the …

Persistent link: https://www.econbiz.de/10005319124

Kinetic equation with a self-consistent gravitational field and its application to the theory of relic radiation

Akhiezer, A.I.; Peletminskii, S.V. - In: Physica A: Statistical Mechanics and its Applications 284 (2000) 1, pp. 161-171

The kinetic equation for the relativistically invariant distribution function of particles (and also stars or galaxies …

Persistent link: https://www.econbiz.de/10010874951

Moment-Based Approximations of Distributions Using Mixtures: Theory and Applications

Lindsay, Bruce; Pilla, Ramani; Basak, Prasanta - In: Annals of the Institute of Statistical Mathematics 52 (2000) 2, pp. 215-230

Persistent link: https://www.econbiz.de/10005760217

Fluctuation of mean Lyapunov exponent for Kuramoto–Sivashinsky equation

Shibata, Hiroshi - In: Physica A: Statistical Mechanics and its Applications 285 (2000) 3, pp. 325-331

exponent is given by the probability distribution function of its time coarse grained quantity, local Lyapunov exponent. The … functional form of the probability distribution function is obtained. Its form is different from the one obtained from the large …

Persistent link: https://www.econbiz.de/10010588684

Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach

Lin, Shinn-Juh; Yang, Jian - Finance Discipline Group, Business School - 1999

This paper proposes a class of test procedures for a structural change with an unknown change point. In particular, we consider a general financial time series model with conditional heteroskedasticity. The test statistics are constructed via the empirical distribution approach and aim at...

Persistent link: https://www.econbiz.de/10005073659

The posterior predictive p-value for the problem of goodness of fit

Horra, Julián; Rodríguez-Bernal, María - In: TEST: An Official Journal of the Spanish Society of … 8 (1999) 1, pp. 117-128

Persistent link: https://www.econbiz.de/10005613279

Local variational description for a dense gas

Romero-Salazar, L.; Mayorga, M.; Velasco, R.M. - In: Physica A: Statistical Mechanics and its Applications 269 (1999) 2, pp. 211-221

We present the study of a dense gas at a hydrodynamical level of description. We start from the entropy functional obtained at a mesoscopic regime (L. Romero-Salazae et al.; Physica A 237 (1997) 150.) (MEF1) and we apply the Maximum Entropy Formalism where the restrictions are now the...

Persistent link: https://www.econbiz.de/10010664796

Dynamic simulation of the centripetal packing of mono-sized spheres

Liu, L.F; Zhang, Z.P; Yu, A.B - In: Physica A: Statistical Mechanics and its Applications 268 (1999) 3, pp. 433-453

density, radial distribution function, coordination number distribution and homogeneity, are analyzed, with particular … overall mean coordination number of around 6.0 and a radial distribution function of clear split second peak. The centripetal … force affects the rate of densification and the mean coordination number but not packing density and radial distribution …

Persistent link: https://www.econbiz.de/10010664943