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Fast unsupervised online drift detection using incremental Kolmogorov-Smirnov test
(Association for Computing Machinery - ACMSan Francisco, 2016-08)
Data stream research has grown rapidly over the last decade. Two major features distinguish data stream from batch learning: stream data are generated on the
y, possibly in a fast and variable rate; and the underlying ...
Um método de detecção de outliers para encontrar fraudes na cota para exercício da atividade parlamentarAn outlier detection method to search for fraud in the quota for parliamentary activity
(Universidade Federal do Rio Grande do NorteBrasilUFRNEstatística, 2020)
Classifying speech sonority functional data using a projected Kolmogorov-Smirnov approach
(Routledge Journals, Taylor & Francis LtdAbingdonInglaterra, 2007)
Suposição de normalidade e gestão de risco: uma aplicação do var paramétrico via teste de aderência
(2014)
Given the weaknesses of the parametric VaR (Value-at-Risk) calculated by normality assumptions, this paper develops a method of parametric VaR calculation considering ten different probability distributions. Specifically, ...
Pruebas de bondad de ajuste en distribuciones simétricas, ¿qué estadístico utilizar?
El uso de pruebas no paramétricas resulta recomendable cuando los datos a analizar no cumplen los supuestos de normalidad y homocedasticidad. Sin embargo, la suposición de la normalidad de los datos o el empleo de pruebas ...
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 ...