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Analysis of extremal behavior of meteorological series
The paper deals with the problem of multivariate quantiles estimation. The method suggested by Joe et al. (1992), which is based on an approximation of tails of extreme value distributions, was applied to estimate bivariate...
BB - Aplikovaná statistika, operační výzkum
- 2006 •
- D
Rok uplatnění
D - Stať ve sborníku
Modeling multivariate extremes of precipitation series in northern Moravia
Four trivariate models were considered to model tail dependence among daily precipitation amounts measured at different meteorological stations. The models were applied level. Inspite of the fact that one of the su...
BB - Aplikovaná statistika, operační výzkum
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Multivariate Tail Coefficients: Properties and Estimation
Multivariate tail coefficients are an important tool when investigating for multivariate tail coefficients. This paper contributes to this research area by (i) providing a thorough study of properties of existing <...
Statistics and probability
- 2020 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Simulations of the Extreme Losses in Non-Life Insurance
Modelling of loss distributions in non-life insurance is one of the problem areas, where obtaining a good fit to the extreme tails of a distributional model is of major importance. It is a thesis of this p...
BB - Aplikovaná statistika, operační výzkum
- 2005 •
- D
Rok uplatnění
D - Stať ve sborníku
GARCH models, tail indexes and error distributions: An empirical investigation
greatly for GARCH models with normal conditional distributions, which underestimate the tail risk. By contrast, the GARCH models with Student's t conditional distributions generalized autoregressive condi...
AH - Ekonomie
- 2016 •
- Jx •
- Link
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Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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Multivariate Stochastic Dominance: A Parametric Approach
This paper proposes parameterized multivariate stochastic dominance (PMSD) rules under different distributional assumptions for a class of non-satiable risk symmetric and Student's t distributions. Methodologically, th...
Economics and Business
- 2020 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Renyi entropy based design of heavy tailed distribution for return of financial assets
. To contribute to the solution of this problem, we derive a new heavy tail distribution using to model the heavy tail property of financial assets is verified on a range for modeling the returns of financ...
Other natural sciences
- 2024 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Multivariate model for distribution of incomes in the Czech Republic
Basic themes of document: distribution of incomes; multivariate normal distribution; finite mixture of distributions; EM algorithm......
BB - Aplikovaná statistika, operační výzkum
- 2015 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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A multivariate mixture model for incomes of the Czech households in 2006-2010
Main topics of the document: multivariate normal distribution; income distribution; finite mixture...
BB - Aplikovaná statistika, operační výzkum
- 2014 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Heavy-Tailed Probability Distributions: Some Examples of Their Appearance
We provide two examples of the appearance of heavy-tailed distributions in social sciences applications. Among these distributions are the laws of Pareto and Lotka and some new ones. The examples are illustrated through the...
Statistics and probability
- 2023 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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