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 (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 ...

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 ...

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 ...

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 ...

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 ...

Abstract Wind energy has been explored as a viable alternative to fossil fuels in many small island developing states such as those in the Caribbean for a long time. Central to evaluating the feasibility of ...