Heavy-tailed distribution

Results: 30



#Item
1Statistics / Mathematical analysis / Probability / Probability distributions / Actuarial science / Generalized extreme value distribution / Shape parameter / Heavy-tailed distribution / Extreme value theory / Poisson distribution / Log-normal distribution / Pareto distribution

Ecology, 86(5), 2005, pp. 1124–1134 q 2005 by the Ecological Society of America STATISTICS OF EXTREMES: MODELING ECOLOGICAL DISTURBANCES RICHARD W. KATZ,1,3 GRACE S. BRUSH,2

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Source URL: www.isse.ucar.edu

Language: English - Date: 2013-06-24 15:39:57
2Mathematical analysis / Statistics / Probability / Actuarial science / Probability distributions / Probability theory / Heavy-tailed distribution / Risk / Variance / Power law / Value at risk / Central limit theorem

Risk and Financing of Heavy-Tailed Losses Michael R. Powers Finance Department, Tsinghua SEM May 21, 2014

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Source URL: www.ccfz.ch

Language: English - Date: 2014-05-24 07:54:40
3Statistics / Mathematical analysis / Statistical theory / Probability distributions / Estimation theory / Statistical inference / Statistical tests / Confidence interval / Normal distribution / Distribution / Likelihood-ratio test / Maximum likelihood estimation

EXTENDED NEYMAN SMOOTH GOODNESS-OF-FIT TESTS, APPLIED TO COMPETING HEAVY-TAILED DISTRIBUTIONS J. Huston McCulloch and E. Richard Percy, Jr.* J. Econometrics Special Issue Submission: Sept. 14, 2010

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Source URL: www.econ.ohio-state.edu

Language: English - Date: 2012-01-12 12:02:15
4Statistics / Probability / Mathematical analysis / Probability distributions / Actuarial science / Estimation theory / Normal distribution / Log-normal distribution / Heavy-tailed distribution / Linear regression / Regression analysis / Hook

1 The Discretised Lognormal and Hooked Power Law Distributions for Complete Citation Data: Best Options for Modelling and Regression1 Mike Thelwall, Statistical Cybermetrics Research Group, University of Wolverhampton,

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Source URL: arxiv.org

Language: English - Date: 2016-01-04 20:17:28
5Statistics / Mathematical finance / Probability / Mathematical analysis / Kurtosis / Volatility / Laplace distribution / Heavy-tailed distribution / BlackScholes model / Normal distribution / Capital asset pricing model / Probability distribution

doi:S0927

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2007-12-06 11:00:14
6Probability distributions / Summary statistics / Stable distributions / Exponentials / Laplace distribution / Normal distribution / Order statistic / Kurtosis / QQ plot / Power law / Heavy-tailed distribution / Quantile

Operations Research Letters – 408 Operations Research Letters www.elsevier.com/locate/dsw

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2004-05-31 16:02:58
7Probability distributions / Exponentials / Infinitely divisible probability distributions / Statistical models / Actuarial science / Exponential distribution / Power law / Maximum likelihood estimation / Cumulative distribution function / KolmogorovSmirnov test / Heavy-tailed distribution

Inference, Models and Simulation for Complex Systems Lecture 3 Prof. Aaron Clauset 1

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Source URL: tuvalu.santafe.edu

Language: English - Date: 2011-09-22 11:32:56
8Actuarial science / Estimation theory / Multivariate statistics / Independence / Machine learning / Copula / Heavy-tailed distribution / Mixture model / Normal distribution / Quantile / Regression analysis / Maximum likelihood estimation

Scientific contributions with PhD students St´ephane Girard Inria Rhˆ one-Alpes & LJK (team MISTIS). 655, avenue de l’Europe, MontbonnotSaint-Ismier Cedex, France

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Source URL: mistis.inrialpes.fr

Language: English - Date: 2016-05-04 05:59:46
9Statistics / Mathematical analysis / Probability / Probability distributions / Actuarial science / Power laws / Normal distribution / Log-normal distribution / Pareto distribution / Exponentials / Heavy-tailed distribution / Central limit theorem

Dynamic Models for File Sizes and Double Pareto Distributions Michael Mitzenmacher∗ Harvard University Abstract

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Source URL: www.eecs.harvard.edu

Language: English - Date: 2002-02-01 14:41:53
10Statistics / Estimation theory / Nonparametric statistics / Statistical theory / Estimator / Density estimation / L-estimator / Asymptotic theory / Heavy-tailed distribution

Ann Inst Stat Math:301–327 DOIs10463Kernel estimators of mode under ψ-weak dependence Eunju Hwang · Dong Wan Shin

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Source URL: www.ism.ac.jp

Language: English - Date: 2016-03-28 21:34:01
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