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8.182  Articles
1 of 819 pages  |  10  records  |  more records»
AbstractOrientation: Value-at-risk (VAR) and other risk management tools, such as expected shortfall (conditional VAR), are heavily reliant on a suitable set of underlying distributional conjecture. Thus, distinguishing the underlying distribution that be... see more

It has been well documented that the empirical distribution of daily logarithmic returns from financial market variables is characterized by excess kurtosis and skewness. In order to capture such properties in financial data, heavy-tailed and asymmetric d... see more

Standard control charts with control limits determined by the mean and standard error ofthe mean are constructed based on the assumption that the distribution of the qualitycharacteristic being monitored follows a normal distribution. However, this assump... see more

Actuaries are often in search of nding an adequate loss model in the scenario of actuarial and financial risk management problems. In this work, we propose a new approach to obtain a new class of loss distributions. A special sub-model of the proposed fam... see more

The definition of noise models suitable for hyperspectral data is slightly different depending on whether whiskbroomor push-broom are dealt with. Focussing on the latter type (e.g., VIRS-200) the noise is intrinsically non-stationaryin the raw digital cou... see more

Standard control charts with control limits determined by the mean and standard error ofthe mean are constructed based on the assumption that the distribution of the qualitycharacteristic being monitored follows a normal distribution. However, this assump... see more

Distribusi ekor tebal adalah salah satu kajian penting dalam pemodelan statistik. Suatu distribusi dikatakan memiliki sifat ekor tebal jika memenuhi kriteria yang telah dirumuskan berdasarkan teori distribusi ekor tebal. Dalam artikel ini, penulis melakuk... see more

Distribusi ekor tebal adalah salah satu kajian penting dalam pemodelan statistik. Suatu distribusi dikatakan memiliki sifat ekor tebal jika memenuhi kriteria yang telah dirumuskan berdasarkan teori distribusi ekor tebal. Dalam artikel ini, penulis melakuk... see more

1 of 819 pages  |  10  records  |  more records»