Keywords: دم سنگین; 62F12; 62F15; 62J07; Heavy tail; High-dimensional data; Posterior consistency; Shrinkage estimation; Sparsity; Variable selection;
مقالات ISI دم سنگین (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: دم سنگین; Gas transport; Fractional-derivative model; Heavy tail; Numerical simulation; Parameter sensitivity;
Keywords: دم سنگین; Communication pattern; Memory length; Heavy tail;
Estimating conditional means with heavy tails
Keywords: دم سنگین; Asymptotic normality; Conditional mean; Extreme value theory; Heavy tail;
Keywords: دم سنگین; Asymptotic estimate; Ruin probability; Dependent insurance and financial risk; Heavy tail
Keywords: دم سنگین; Fractional diffusion; Heavy tail; Asymptotic-preserving scheme; Micro–macro decomposition
Keywords: دم سنگین; primary; 60K35; 82B43; Random matrices; Heavy tail; Sparse; Eigenvalue distribution;
Keywords: دم سنگین; Point process; Vague convergence; Multivariate regular variation; Mixing condition; Stationary process; Heavy tail; Exponential AR(2) process; Finance; Stochastic volatility
Keywords: دم سنگین; primary, 60E05; secondary, 62F10, 62H05, 62P05Benford’s law; Beta distribution; Discrete Pareto; Ecology; First digit law; Heavy tail; Maximum likelihood estimation; Power law; Truncated geometric; Truncated Pareto
Keywords: دم سنگین; High quantile; HPD interval; Heavy tail
Linear double autoregression
Keywords: دم سنگین; C15; C22; Conditional quantile estimation; Goodness-of-fit test; Heavy tail; Nonlinear time series model; Stationary solution;
Haezendonck-Goovaerts risk measure with a heavy tailed loss
Keywords: دم سنگین; Empirical process; Fixed level; Haezendonck-Goovaerts risk measure; Heavy tail; Intermediate level;
Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime
Keywords: دم سنگین; C13; C14; C16; D81; Proportional-hazard premium; Distortion risk measure; Distortion parameter; Extreme value; Heavy tail; Risk aversion index; Lévy-stable distribution;
On functional limits of short- and long-memory linear processes with GARCH(1,1) noises
Keywords: دم سنگین; primary, 60F17; secondary, 62M10GARCH(1,1); Heavy tail; Linear process; Long memory; Rosenblatt process; Short memory
A new class of models for heavy tailed distributions in finance and insurance risk
Keywords: دم سنگین; Generalized Pareto distribution; Log phase-type distribution; Heavy tail; Data fitting; Extreme value theory;
Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
Keywords: دم سنگین; C13; C14; C16; D81; Proportional-hazard premium; Proportional-hazard transform; Distortion risk measure; Distortion parameter; Extreme value; Heavy tail; Risk aversion index;
Anomalous diffusion modeling by fractal and fractional derivatives
Keywords: دم سنگین; Heavy tail; Anomalous diffusion; Fractal derivative; Fractional derivative; Power law
A robust periodogram for high-resolution spectral analysis
Keywords: دم سنگین; Frequency estimation; Harmonic; Heavy tail; Least absolute deviations; Non-Gaussian; Nonlinear; Outlier; Periodogram; Regression; Robust; Sinusoid; Spectrum
Asymmetry Effect of Particle Size Distribution on Content Uniformity and Over-Potency Risk in Low-Dose Solid Drugs
Keywords: دم سنگین; content uniformity; particle size; low-dose drugs; Monte-Carlo; over potency; log- skew-normal distribution; heavy tail;
The general principle for precise large deviations of heavy-tailed random sums
Keywords: دم سنگین; Consistently varying tail; Heavy tail; Precise large deviation; Random sums
On the tails of extreme event distributions in hydrology
Keywords: دم سنگین; Heavy tail; Extreme values theory; Return period events; Classes of distributions; Asymptotic behaviour; Quantiles
Goodness-of-fit tests for a heavy tailed distribution
Keywords: دم سنگین; primary 62G30; 62G32; secondary 62G10Bahadur efficiency; Heavy tail; Tail index
Simulated annealing for Lévy-driven jump-diffusions
Keywords: دم سنگین; 60E07; 60F10Non-Gaussian stable Lévy process; Jump-diffusion; Heavy tail; Metastability; Extreme events; First exit time; Large deviations; Simulated annealing; Cooling rate
Precise large deviations for negatively associated random variables with consistently varying tails
Keywords: دم سنگین; 60F10; 60F05; 60G50; Precise large deviations; Heavy tail; Consistently varying tail; Negative association; Matuszewska index;
A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory*
Keywords: دم سنگین; Dependent step; heavy tail; negative drift random walk; tail balance condition; ultimate ruin probability
Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations
Keywords: دم سنگین; C13; Data tilting; GARCH models; Heavy tail; Tail empirical process; Value-at-risk;