Tag: Statistics and Risk Management

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On Sharp and Highly Manageable Asymptotic Approximations for Instances of the Meijer G Function

2015, PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), Coelho,CA;Marques,FJ;Alberto,RP

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Algebraic Structure for Interaction on Mixed Models

2015, JOURNAL OF INTERDISCIPLINARY MATHEMATICS, Ramos,P;Fernandes,C;Mexia,JT

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On a Spread Model for Portfolio Credit Risk Modeling

2015, PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), Esquivel,ML;Guerreiro,GR;Fernandes,JM;Silva,AF

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Assessing drought cycles in SPI time series using a Fourier analysis

2015, NATURAL HAZARDS AND EARTH SYSTEM SCIENCES, Moreira,EE;Martins,DS;Pereira,LS

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On the distribution of linear combinations of independent Gumbel random variables

2015, STATISTICS AND COMPUTING, Marques,FJ;Coelho,CA;de Carvalho,M

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The exact and near-exact distributions of the main likelihood ratio test statistics used in the complex multivariate normal setting

2015, TEST, Coelho,CA;Arnold,BC;Marques,FJ

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On neutrality with multiple private and public goods

2015, MATHEMATICAL SOCIAL SCIENCES, Faias,M;Moreno Garcia,E;Wooders,M

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Sample Partitioning Estimation for Ergodic Diffusions

2015, COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, Ramos,LP;Mota,PP;Mexia,JT

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A new partially reduced-bias mean-of-order p class of extreme value index estimators

2015, COMPUTATIONAL STATISTICS & DATA ANALYSIS, Gomes,MI;Brilhante,MF;Caeiro,F;Pestana,D

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Revisiting the Maximum Likelihood Estimation of a Positive Extreme Value Index

2015, JOURNAL OF STATISTICAL THEORY AND PRACTICE, Caeiro,F;Ivette Gomes,MI

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