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 …
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
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 …
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 …
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
Ce travail propose un modele hybride pour modéliser des donnéesa deux queues lourdes.
Le modele proposé est une distributiona trois composantes pondérées: une distribution …
Le modele proposé est une distributiona trois composantes pondérées: une distribution …
Unsupervised threshold determination for hybrid models
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 …
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 …
highly right skewed data modeling. We consider a G-GPD model that links a Gaussian …