Zobrazeno 1 - 10
of 104
pro vyhledávání: '"Zuoxiang Peng"'
Publikováno v:
Statistical Theory and Related Fields, Vol 7, Iss 1, Pp 1-29 (2023)
Let $ \{X_{n}: n\ge 1\} $ be a sequence of independent random variables with common general error distribution $ \hbox{GED} (v) $ with shape parameter v>0, and let $ M_{n,r} $ denote the r-th largest order statistics of $ X_{1}, X_{2}, \ldots, X_{n}
Externí odkaz:
https://doaj.org/article/433cc134ae7d4c01a3ca7b3fe18c647a
Publikováno v:
Risks, Vol 11, Iss 7, p 125 (2023)
Optimal reinsurance problems under the risk measures, such as Value-at-Risk (VaR) and Tail-Value-at-Risk (TVaR), have been studied in recent literature. However, losses based on VaR may be underestimated and TVaR allows us to account better for catas
Externí odkaz:
https://doaj.org/article/99db04e7cc3c4d8e80071f6dbb40bacb
Publikováno v:
Journal of Applied Mathematics, Vol 2012 (2012)
Using the modulus of smoothness, directional derivatives of multivariate Bernstein operators with weights are characterized. The obtained results partly generalize the corresponding ones for multivariate Bernstein operators without weights.
Externí odkaz:
https://doaj.org/article/135fd83a13834093ade760b9b9e69758
Publikováno v:
Journal of Inequalities and Applications, Vol 2010 (2010)
Let (Xn, n≥1) be a standardized nonstationary Gaussian sequence. Let Mn= max{Xk,1≤k≤n} denote the partial maximum and Sn=∑k−1nXk for the partial sum with σn= (Var Sn)1/2. In this paper, the almost sure convergence of (Mn, Sn/σn) is derive
Externí odkaz:
https://doaj.org/article/0dae5fe5f9734066873817e3f95a7a4e
Autor:
Bao Tao, Zuoxiang Peng
Publikováno v:
Journal of Inequalities and Applications, Vol 2010 (2010)
Let {Xn,n≥1} be a sequence of positive independent and identically distributed random variables with common Pareto-type distribution function F(x)=1−x−1/γlF(x) as γ>0, where lF(x) represents a slowly varying function at infinity. In this note
Externí odkaz:
https://doaj.org/article/38a3e056fee440f69b8d0ab6da61e0fe
Publikováno v:
Communications in Statistics - Theory and Methods. :1-13
Publikováno v:
Statistical Theory and Related Fields. 7:1-29
Publikováno v:
Risks; Volume 11; Issue 7; Pages: 125
Optimal reinsurance problems under the risk measures, such as Value-at-Risk (VaR) and Tail-Value-at-Risk (TVaR), have been studied in recent literature. However, losses based on VaR may be underestimated and TVaR allows us to account better for catas
Publikováno v:
Statistics. 56:479-497
Publikováno v:
Methodology and Computing in Applied Probability. 25