Similar Search Results

Moments, shocks and spillovers in Markov switching VAR models

Dijk, Dick van; Kole, Erik - 2021

these analyses. We first derive first and second moments conditional on only a set of regime probabilities. Next, we propose … generalized impulse response functions of first and second moments to shocks originating from the regime process, the structural …

Persistent link: https://www.econbiz.de/10012621564

A review of Student's t distribution and its generalizations

Li, Rui; Nadarajah, Saralees - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1461-1490

Persistent link: https://www.econbiz.de/10012219612

A GMM skewness and kurtosis ratio test for higher moment dependence

Wong, Woon K. - In: Journal of financial econometrics 18 (2020) 2, pp. 307-332

Persistent link: https://www.econbiz.de/10012232960

Transient analysis of a two-heterogeneous servers queue with system disaster, server repair and customers' impatience

Sudhesh, R.; Savitha, P.; Dharmaraja, Selvamuthu - In: Top : transactions in operations research 25 (2017) 1, pp. 179-205

Persistent link: https://www.econbiz.de/10011725425

The construction of a quadratic predictor of the discounted renewal claims with dependence

Adékambi, Franck - In: Risk and decision analysis 8 (2020) 1/2, pp. 25-37

Persistent link: https://www.econbiz.de/10012431734

Marshall-Olkin Power Lomax distribution for modeling of wind speed data

Ul Haq, Muhammad Ahsan; Rao, G. Srinivasa; Albassam, … - In: Energy reports 6 (2020), pp. 1118-1123

Accurate collection of wind speed records is significant for numerous wind power applications. The present investigation aims to highlight the use of the Marshall-Olkin Power Lomax (MOPLx) distribution for wind speed data. We examine the actual wind speed records gathered from three stations...

Persistent link: https://www.econbiz.de/10012221028

The Gamma Kumaraswamy-G family of distributions : theory, inference and applications

Arshad, Rana Muhammad Imran; Tahir, Muhammad Hussain; … - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 17-40

of the main functions, moments, stochastic ordering and order statistics. The next part of the paper focuses on a …

Persistent link: https://www.econbiz.de/10012655729

Alternative approach to moments of order statistics from one-parameter Weibull distribution

Rai, Piyush Kant; Sirohi, Anu - In: Statistics in transition : an international journal of … 21 (2020) 1, pp. 169-178

analysis and reliability theory. Sometimes it is very difficult to compute moments of such distributions due to various reasons … for e.g. analytical issues, multi parameter cases etc. This study presents the computation of the moments and the expected … in connection to survival function is used to obtain these moments and expected values. In addition the characteristic …

Persistent link: https://www.econbiz.de/10012183576

A new quasi Sujatha distribution

Shanker, Rama; Shukla, Kamlesh Kumar - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 53-71

distribution. Its moments and momentsbased measures are derived and discussed. Statistical properties, including the hazard rate …-strength reliability are also analysed. The method of moments and the method of maximum likelihood estimations is discussed for estimating …

Persistent link: https://www.econbiz.de/10012291640

Power size biased two-parameter Akash distribution

Alhyasat, Khaldoon; Kamarulzaman, Ibrahim; Al-Omari, … - In: Statistics in transition : an international journal of … 21 (2020) 3, pp. 73-91

(PSBTPAD). Several statistical properties of PSBTPAD distribution are proved. These properties include the following: moments …

Persistent link: https://www.econbiz.de/10012291642