Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Dalal Lala Bouali"'
Publikováno v:
Anais da Academia Brasileira de Ciências, Vol 93, Iss 2 (2021)
Abstract In this paper, we introduce a new family of distributions whose probability density function is defined as a weighted sum of two probability density functions; one is defined as a warped version of the other. We focus our attention on a spec
Externí odkaz:
https://doaj.org/article/3519b1a01f3a4a04996453548ac328fa
Publikováno v:
PLoS ONE, Vol 16, Iss 5, p e0250790 (2021)
In recent years, the trigonometric families of continuous distributions have found a place of choice in the theory and practice of statistics, with the Sin-G family as leader. In this paper, we provide some contributions to the subject by introducing
Externí odkaz:
https://doaj.org/article/2130125e305a471dada1bf9d1eef732b
Publikováno v:
Journal of Statistical Theory and Practice. 15
In this paper, we use the extreme value index estimator, called the t-Hill, to derive a robust estimator of conditional tail expectation (CTE) in the case of heavy-tailed losses. The CTE is rapidly turning into the favored measure for statutory asses
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1099d1e809c572155b23c460e1dd8f0c
https://doi.org/10.1007/s42519-020-00153-0
https://doi.org/10.1007/s42519-020-00153-0