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Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns
(2013-11-01)
Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for ...
Parametric VaR with goodness-of-fit tests based on EDF statistics for extreme returns
(2013-11-01)
Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for ...
Goodness-of-fit Tests Focus on Value-at-Risk EstimationGoodness-of-fit Tests Focus on Value-at-Risk Estimation
(Sociedade Brasileira de Econometria, 2006)
Sensitivity analysis in optimized parametric curve fitting
(EMERALD GROUP PUBLISHING LIMITED, 2015-03-02)
Purpose-Curve fitting from unordered noisy point samples is needed for surface reconstruction in many applications. In the literature, several approaches have been proposed to solve this problem. However, previous works ...
La relación entre la experiencia de servicio, el valor percibido y las intenciones de comportamiento en clientes de actividades dirigidas
Service experience, Perceived value, Behavioural intentions, Fitness centres, Group fitness class, Virtual fitness class. ABSTRACT: Understanding the importance of the customer perception during the experience in the fitness ...
Geometric goodness of fit measure to detect patterns in data point clouds
(2019)
The curse of dimensionality is a commonly encountered problem in statistics and data
analysis. Variable sensitivity analysis methods are a well studied and established set of
tools designed to overcome these sorts of ...
Corpo-fitness e Instagram: um corpo suficientemente bom?Body-fitness and Instagram: a good enough body?
(Universidade Federal de UberlândiaBrasilPrograma de Pós-graduação em Psicologia, 2018)
Random number generators for the generalized Birnbaum-Saunders distribution
(TAYLOR & FRANCIS LTD, 2008)
The generalized Birnbaum-Saunders distribution pertains to a class of lifetime models including both lighter and heavier tailed distributions. This model adapts well to lifetime data, even when outliers exist, and has other ...