Need for most accurate discrete approximations explains effectiveness of statistical methods based on heavy-tailed distributions
© Springer International Publishing AG 2016. In many practical situations, it is effective to use statistical methods based on Gaussian distributions, and, more generally, distribution for which tails are light – in the sense that as the value increases, the corresponding probability density tends t...
Saved in:
Main Authors: | Sriboonchitta S., Kreinovich V., Kosheleva O., Nguyen H. |
---|---|
格式: | Book Series |
出版: |
2017
|
在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85006024590&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42604 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
相似書籍
-
Need for most accurate discrete approximations explains effectiveness of statistical methods based on heavy-tailed distributions
由: Songsak Sriboonchitta, et al.
出版: (2018) -
Tail probability approximations for Student's t-statistics
由: Zhou, W., et al.
出版: (2014) -
Invariance explains multiplicative and exponential skedactic functions
由: Kreinovich V., et al.
出版: (2017) -
DISTORTION RISK MEASURES FOR HEAVY-TAILED DISTRIBUTIONS
由: LIU XIAODAN
出版: (2021) -
APPROXIMATE TAIL DISTRIBUTION OF CREDIT-RISK PORTFOLIO
由: WU JIAXUAN
出版: (2021)