An overview of non-Gaussian state-space models for wind speed data
VELA Duca, TCO Fonseca, FLC Oliveira - Energy, 2023 - Elsevier
Over the years, several studies have investigated the stochastic phenomenon that generates
wind energy. Many studies have focused on descriptive analyses to verify the most …
wind energy. Many studies have focused on descriptive analyses to verify the most …
Research on the action mechanism of circular economy development and green finance based on entropy method and big data
Y Xiaofei - Journal of Enterprise Information Management, 2022 - emerald.com
Purpose By calculating the information entropy of the indicator and measuring the amount of
information in the data, this paper determines the weight of the indicator according to the …
information in the data, this paper determines the weight of the indicator according to the …
Main probabilistic characteristics of the digamma distribution and the method of estimating its parameters
AA Kudryavtsev, YN Nedolivko… - Moscow University …, 2022 - Springer
The paper considers a new digamma distribution generalizing the distributions from the
gamma and beta classes. The presentation of the digamma distribution as a fractional-scale …
gamma and beta classes. The presentation of the digamma distribution as a fractional-scale …
The estimators of the bent, shape and scale parameters of the gamma-exponential distribution and their asymptotic normality
A Kudryavtsev, O Shestakov - Mathematics, 2022 - mdpi.com
When modeling real phenomena, special cases of the generalized gamma distribution and
the generalized beta distribution of the second kind play an important role. The paper …
the generalized beta distribution of the second kind play an important role. The paper …
A refreshing take on the inverted Dirichlet via a mode parameterization with some statistical illustrations
Abstract The inverted Dirichlet (IDir) distribution is a popular choice for modeling multivariate
data with positive support; however, its conventional parameterization can be challenging to …
data with positive support; however, its conventional parameterization can be challenging to …
On the increasing convex order of relative spacings of order statistics
A Castaño-Martínez, G Pigueiras, MA Sordo - Mathematics, 2021 - mdpi.com
Relative spacings are relative differences between order statistics. In this context, we extend
previous results concerning the increasing convex order of relative spacings of two …
previous results concerning the increasing convex order of relative spacings of two …
Tsallis Log-Scale-Location Models. Moments, Gini Index and Some Stochastic Orders
In this article we give theoretical results for different stochastic orders of a log-scale-location
family which uses Tsallis statistics functions. These results describe the inequalities of …
family which uses Tsallis statistics functions. These results describe the inequalities of …
Estimation of Digamma Distribution Parameters for Random Sample Size
AA Kudryavtsev, OV Shestakov - Moscow University Computational …, 2023 - Springer
In this paper asymptotic theorems are proved for estimates of the characteristic index, the
scale parameter, and the shape and scale parameters for the remaining fixed parameters of …
scale parameter, and the shape and scale parameters for the remaining fixed parameters of …
Estimating home fire severity with statistical distributions
Y Park, I Song, S Lee, KH Nam, R Oh… - The Korean Journal of …, 2023 - koreascience.kr
This paper evaluates the performance of various distribution assumptions in regression
settings for estimating insurance loss. The gamma distribution is commonly used to handle …
settings for estimating insurance loss. The gamma distribution is commonly used to handle …
통계적분포를통한주택화재심도추정
박윤정, 송인아, 이소연, 남광현, 오로지, 안재윤 - 응용통계연구, 2023 - dbpia.co.kr
본 논문은 보험 손실 추정을 위한 회귀 설정에서 다양한 분포 가정의 성능을 실제 데이터를
사용하여 비교 분석합니다. 감마 분포는 일반적으로 보험의 손실 분포의 비대칭성을 처리하는 …
사용하여 비교 분석합니다. 감마 분포는 일반적으로 보험의 손실 분포의 비대칭성을 처리하는 …