Buscar
Mostrando ítems 1-10 de 310
An example of a heavy tailed distribution.
(2011-10-13)
We study some properties of the distribution function of a random variable of the form
X = CD, where C and D are independent random variables. We assume that C is absolutely
continuous and limited to a nite interval, ...
Outliers, structural shifts and heavy-tailed distributions in state space time series models
(Pakistan Journal of Statistics, 2002-12)
In this work a general method is developed for handling outliers, structural shifts and heavy-tailed distributions in linear state space time series models. The basic tool we use for dealing with outliers and structural ...
URN Modeling for Heavy-Tailed Phenomena
(Instituto Tecnológico y de Estudios Superiores de Monterrey, 2003-12-01)
During the last decade, it was clear that the use of Poisson processes for modeling network
traffic underestimated certain important performance measures such as blocking or queueing delay, among others. Researches around ...
Bayesian heavy-tailed models and conflict resolution: A review
(Brazilian Statistical Association, 2012)
Likelihood-based inference for linear mixed-effects models using the generalized hyperbolic distribution
(John Wiley and Sons Inc, 2023)
In this paper, we develop statistical methodology for the analysis of data under nonnormal distributions, in the context of mixed effects models. Although the multivariate normal distribution is useful in many cases, it ...
Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties
(Elsevier IncSan DiegoEUA, 2014)
On estimation and influence diagnostics for the grubbs model under heavy-tailed distributions
(ELSEVIER SCIENCE BV, 2009)
On estimation and influence diagnostics for the grubbs model under heavy-tailed distributions
(ELSEVIER SCIENCE BV, 2009)