Hill Estimator
Mostrando 1-3 de 3 artigos, teses e dissertações.
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1. VALUE AT RISK A COMPARISON OF METHODS TO CHOOSE THE SAMPLE FRACTION IN TAIL INDEX ESTIMATION OF GENERALIZED EXTREME VALUE DISTRIBUTION / VALOR EM RISCO UMA COMPARAÇÃO ENTRE MÉTODOS DE ESCOLHA DA FRAÇÃO AMOSTRAL NA ESTIMAÇÃO DO ÍNDICE DE CAUDA DE DISTRIBUIÇÕES GEV
Value at Risk -VaR- is already part of the toolkit of financial analysts assessing market risk. In order to implement VaR it is needed to estimate low quantiles of the portfolio returns distribution. Traditional methodologies combine a normal conditional distribution together with ARCH type models to accomplish this goal. Albeit well succeed in evaluating ri
Publicado em: 2002
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2. Testing Heterozygote Excess and Deficiency
Currently used tests of Hardy-Weinberg proportions do not take into account the nature of the alternative hypothesis, which is generally a heterozygote deficiency. Different exact tests, appropriate for small sample size and large number of alleles, are proposed in this perspective, and their properties are evaluated by power comparisons. Some tests are foun
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3. Bayesian image reconstruction for emission tomography incorporating Good's roughness prior on massively parallel processors.
Since the introduction by Shepp and Vardi [Shepp, L. A. & Vardi, Y. (1982) IEEE Trans. Med. Imaging 1, 113-121] of the expectation-maximization algorithm for the generation of maximum-likelihood images in emission tomography, a number of investigators have applied the maximum-likelihood method to imaging problems. Though this approach is promising, it is now