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pro vyhledávání: '"Christian Palmes"'
Publikováno v:
The International Journal of Biostatistics. 18:19-38
The two one-sided t-tests (TOST) method is the most popular statistical equivalence test with many areas of application, i.e., in the pharmaceutical industry. Proper sample size calculation is needed in order to show equivalence with a certain power.
Publikováno v:
The international journal of biostatisticsReferences. 18(1)
The two one-sided
Publikováno v:
Journal of Nonparametric Statistics. 30:523-555
Let X be a d-dimensional Levy process. Given the low-frequency observations , , the dependence structure of the jumps of X is estimated. In general, the Levy measure ν describes the average jump be...
Publikováno v:
Journal of Computational Physics. 348:171-194
In this work, we provide a unified and comparative description of the most prominent phase field based two-phase flow models and present our numerical results of the application of Galerkin-based Isogeometric Analysis (IGA) to incompressible Navier
Autor:
Christian Palmes, Benedikt Funke
Publikováno v:
Statistics & Probability Letters. 121:90-98
Our paper investigates the nonparametric estimation of cumulative distribution functions of nonnegative valued random variables using convolution power kernels. Our proposed consistent estimator avoids boundary effects near the origin. We present its
Publikováno v:
Stochastic Analysis and Applications. 34:852-881
This article gives an exhaustive mathematical analysis of the Gumbel test for additive jump components based on extreme value theory. The Gumbel test was first introduced by Lee and Mykland in 2008 from an economical point of view. They consider a co
In the framework of jump detection in stochastic volatility models the Gumbel test based on extreme value theory has recently been introduced. Compared to other jump tests it possesses the advantages that the direction and location of jumps may also
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9a38eba9482a300812edf4a02dd1c5f7