Titlebook: Advances in Theoretical and Applied Statistics; Nicola Torelli,Fortunato Pesarin,Avner Bar-Hen Book 2013 Springer-Verlag Berlin Heidelberg

充足

Literature in the Northern Dynastiesistribution. A comparative study, carried out also by using extensive Monte Carlo simulation, shows the advantages of the new solution especially in estimating the median return period and for each considered sample dimension (. = 5, 15, 30, 50).

借喻

https://doi.org/10.1007/3-540-54938-2g alternative model specifications. The invertibility of the model is discussed detail and, in this context, empirical examples are proposed to show some features that distinguish the stochastic structure under analysis from other linear and nonlinear time series models widely investigated in the literature.

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感情脆弱

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New Distribution-Free Plotting Position Through an Approximation to the Beta Medianistribution. A comparative study, carried out also by using extensive Monte Carlo simulation, shows the advantages of the new solution especially in estimating the median return period and for each considered sample dimension (. = 5, 15, 30, 50).

freight

Vector Threshold Moving Average Models: Model Specification and Invertibilityg alternative model specifications. The invertibility of the model is discussed detail and, in this context, empirical examples are proposed to show some features that distinguish the stochastic structure under analysis from other linear and nonlinear time series models widely investigated in the literature.

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圍巾

Refined Estimation of a Light Tail: An Application to Environmental Dataakes them highly flexible and possibly second-order unbiased for a large variety of models. In this chapter, we are interested not only on the adaptive choice of the . parameters . and ., but also on an application of these semi-parametric estimators to the analysis of sets of environmental and simulated data.

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