Copula Distribution; EM Algorithm; Kendall Tau Upper; Lower Tail - Articles

The Structural Difference of Shanghai Stock Index before and after 2008: A Copula Based Analysis (Articles)

Chuan Wu, Ke Huang, Xue Tian, Weikang Geng, H. J. Cai

Technology and Investment Vol.3 No.4，November 28, 2012

DOI: 10.4236/ti.2012.34035 3,460 Downloads 5,650 Views Citations
Inference and Properties of Mixture Two Extreme Lower Bound Distributions (Articles)

Fathy H. Riad

Engineering Vol.9 No.6，June 21, 2017

DOI: 10.4236/eng.2017.96032 1,068 Downloads 1,811 Views Citations
A Finite Mixture of Generalised Inverse Gaussian with Indexes -1/2 and -3/2 as Mixing Distribution for Normal Variance Mean Mixture with Application (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Open Journal of Statistics Vol.11 No.6，December 10, 2021

DOI: 10.4236/ojs.2021.116056 169 Downloads 832 Views Citations
A Special Weight for Inverse Gaussian Mixing Distribution in Normal Variance Mean Mixture with Application (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Open Journal of Statistics Vol.11 No.6，December 10, 2021

DOI: 10.4236/ojs.2021.116057 175 Downloads 820 Views Citations
Value at Risk and Expected Shortfall for Normal Weighted Inverse Gaussian Distributions (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Journal of Mathematical Finance Vol.12 No.1，January 11, 2022

DOI: 10.4236/jmf.2022.121002 264 Downloads 1,224 Views Citations
Value at Risk and Expected Shortfall for Normal Variance Mean Mixtures of Finite Weighted Inverse Gaussian Distributions (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Journal of Mathematical Finance Vol.12 No.1，February 16, 2022

DOI: 10.4236/jmf.2022.121010 238 Downloads 1,134 Views Citations
A Normal Weighted Inverse Gaussian Distribution for Skewed and Heavy-Tailed Data (Articles)

Calvin B. Maina, Patrick G. O. Weke, Carolyne A. Ogutu, Joseph A. M. Ottieno

Applied Mathematics Vol.13 No.2，February 21, 2022

DOI: 10.4236/am.2022.132013 208 Downloads 983 Views Citations
Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula (Articles)

Guohua Sun, Hongliu Su, Guoqiang Tang

Applied Mathematics Vol.4 No.7，July 11, 2013

DOI: 10.4236/am.2013.47145 4,613 Downloads 6,538 Views Citations
Calculation of compact amplitude-integrated EEG tracing and upper and lower margins using raw EEG data (Articles)

Dandan Zhang, Haiyan Ding

Health Vol.5 No.5，May 27, 2013

DOI: 10.4236/health.2013.55116 8,089 Downloads 12,030 Views Citations
LPM Density Functions for the Computation of the SD Efficient Set (Articles)

Fred Viole, David Nawrocki

Journal of Mathematical Finance Vol.6 No.1，February 26, 2016

DOI: 10.4236/jmf.2016.61012 2,762 Downloads 4,453 Views Citations
This article belongs to the Special Issue on Stochastic Dominance
On Efficient Monitoring of Process Dispersion using Interquartile Range (Articles)

Shabbir Ahmad, Zhengyan Lin, Saddam Akber Abbasi, Muhammad Riaz

Open Journal of Applied Sciences Vol.2 No.4B，January 10, 2013

DOI: 10.4236/ojapps.2012.24B010 4,872 Downloads 7,152 Views Citations
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR (Articles)

Chuancun Yin, Dan Zhu

Journal of Financial Risk Management Vol.7 No.1，March 6, 2018

DOI: 10.4236/jfrm.2018.71002 1,422 Downloads 2,481 Views Citations
Generalized Electromagnetic Pollution Monitoring Using WSN (Articles)

Sara Nouh, Nada Elgaml, Nora Ali, Ahmed Khattab, Ramez Daoud, Hassanein Amer

Wireless Sensor Network Vol.8 No.6，June 9, 2016

DOI: 10.4236/wsn.2016.86009 3,748 Downloads 4,854 Views Citations
A Comment on “A major Change in the Stratigraphy of the Santorini Volcano in Greece” (Articles)

Timothy H. Druitt

International Journal of Geosciences Vol.8 No.9，September 19, 2017

DOI: 10.4236/ijg.2017.89063 1,137 Downloads 2,424 Views Citations
Stock Type Prediction Based on Multiple Machine Learning Methods (Articles)

Zhonger Zhu, Wansheng Wang

Journal of Intelligent Learning Systems and Applications Vol.16 No.3，August 28, 2024

DOI: 10.4236/jilsa.2024.163013 70 Downloads 324 Views Citations
Bivariate Analysis of Pollutants Monthly Maxima in Mexico City Using Extreme Value Distributions and Copula (Articles)

Juan A. Vazquez-Morales, Eliane R. Rodrigues, Hortensia J. Reyes-Cervantes

Journal of Environmental Protection Vol.15 No.7，July 23, 2024

DOI: 10.4236/jep.2024.157046 93 Downloads 1,032 Views Citations
Measuring Tail Dependence for Aggregate Collateral Losses Using Bivariate Compound Shot-Noise Cox Process (Articles)

Jiwook Jang, Genyuan Fu

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A300 5,343 Downloads 8,493 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Application of Mixture Models for Analyzing Reliability Data: A Case Study (Articles)

Sabba Ruhi

Open Access Library Journal Vol.2 No.9，September 9, 2015

DOI: 10.4236/oalib.1101815 992 Downloads 2,050 Views Citations
Predicting Precipitation Events Using Gaussian Mixture Model (Articles)

Haitian Ling, Kunping Zhu

Journal of Data Analysis and Information Processing Vol.5 No.4，October 10, 2017

DOI: 10.4236/jdaip.2017.54010 1,303 Downloads 3,348 Views Citations
Botulinum Toxin A in the Treatment of Oropharyngeal or Esophageal Dysphagia (Articles)

Caroline Beutner, Katharina Bartsch, Harald Schwörer, Rainer Laskawi, Saskia Rohrbach

Int'l J. of Otolaryngology and Head & Neck Surgery Vol.2 No.6，November 8, 2013

DOI: 10.4236/ijohns.2013.26053 4,455 Downloads 6,448 Views Citations

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