Resultats globals: 2 registres trobats en 0.02 segons.
Articles, 2 registres trobats
Articles 2 registres trobats  
1.
14 p, 847.9 KB Tail risk measures using flexible parametric distributions / Sarabia, José María (Universidad de Cantabria. Departamento de Economía) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Chuliá, Helena (Universitat de Barcelona. Departament d'Econometria) ; Prieto, Faustino (Universidad de Cantabria. Departamento de Economía)
We propose a new type of risk measure for non-negative random variables that focuses on the tail of the distribution. The measure is inspired in general parametric distributions that are well-known in the statistical analysis of the size of income. [...]
2019 - 10.2436/20.8080.02.86
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 223-236  
2.
46 p, 2.2 MB Construction of multivariate distributions : a review of some recent results / Sarabia, José María (Universidad de Cantabria. Departamento de Economía) ; Gómez-Déniz, Emilio (Universidad de las Palmas de Gran Canaria)
The construction of multivariate distributions is an active field of research in theoretical and applied statistics. In this paper some recent developments in this field are reviewed. Specifically, we study and review the following set of methods: (a) Construction of multivariate distributions based on order statistics, (b) Methods based on mixtures, (c) Conditionally specified distributions, (d) Multivariate skew distributions, (e) Distributions based on the method of the variables in common and (f) Other methods, which include multivariate weighted distributions, vines and multivariate Zipf distributions.
2008
SORT : statistics and operations research transactions, Vol. 32, Núm. 1 (January-June 2008) , p. 3-36  

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