A new unsupervised threshold determination for hybrid models

N Debbabi, M Kratz - 2014 IEEE International Conference on …, 2014 - ieeexplore.ieee.org
A Gauss-GPD hybrid model that links a Gaussian distribution to a Generalized Pareto
Distribution (GPD) is considered for asymmetric heavy tailed data. The paper proposes a …

A self-calibrating method for heavy tailed data modelling. application in neuroscience and finance

N Debbabi, M Kratz, M Mboup - arXiv preprint arXiv:1612.03974, 2016 - arxiv.org
Modelling non-homogeneous and multi-component data is a problem that challenges
scientific researchers in several fields. In general, it is not possible to find a simple and …

The composite skewed-t generalized Pareto distribution

IO Ajayi, I Ismail - AIP Conference Proceedings, 2024 - pubs.aip.org
The use of composite models in fitting data sets with heterogeneous properties has recently
received widespread attention in the literature. In this article, a new composite model …

[PDF][PDF] Distribution hybride pour la modélisation de donnéesa deux queues lourdes: Application sur les données neuronales

N Debbabi, S El Asmi, M Mboup - Groupe d'Etudes du Traitement du Signal …, 2015 - gretsi.fr
Ce travail propose un modele hybride pour modéliser des donnéesa deux queues lourdes.
Le modele proposé est une distributiona trois composantes pondérées: une distribution …

Unsupervised threshold determination for hybrid models

N Debbabi, M Kratz, M Mboup - 2013 - inria.hal.science
A hybrid Gauss-Pareto model is considered for asymmetric heavy tailed data. The paper
presents an unsupervised itera-tive algorithm to find successively the parameters of the …

A hybrid distribution for highly right skewed data

N Debbabi, M Kratz, S El Asmi - 2015 5th International …, 2015 - ieeexplore.ieee.org
A non-uniform weighted two-components distribution is proposed in the present study for
highly right skewed data modeling. We consider a G-GPD model that links a Gaussian …

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