The Multivariate Laplace Model and its Extensions
The multivariate asymmetric slash Laplace distribution and its applications
... The multivariate asymmetric slash Laplace distribution and its applications We have introduced a multivariate asymmetric-slash Laplace distribution, a flexible dis- tribution that can ...
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The Multivariate Mixed Proportional Hazard Model: Applications and Extensions
... estimate its parameters along with (the parameters of) and using Maximum Likelihood Estimation, where the likelihood contribution of an individual spell integrates over ...
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A Univariate, Bivariate and Multivariate Extensions for the Inverse Rayleigh Model with Properties and Applications to the Univariate Version
... of its fundamental statistical properties such as some stochastic properties, ordinary and incomplete moments, moments generating functions, residual life and reversed residual life functions, order statistics, ...
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Constant Size Ciphertext HIBE in the Augmented Selective-ID Model and its Extensions
... sID model (denoted the s + -ID model) and the components of the identities are from Z p , where p is a suitable large ...security model and the components of the identities are from Z ∗ p ...-ID ...
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Sequential-BEKK Multivariate GARCH Model and Its Application in the Stock Market
... Sequential-BEKK model using multistep Maximum likelihood estimation procedures to ...BEKK model, we found that our model performs moderately for both in-sample forecast and out-of-sample ...the ...
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Multivariate stress–strength reliability model and its evaluation for coherent structures
... The multivariate setup considered in the paper offers more realistic applications to real-life reliability studies than univariate models, because components of X i s and Ys are now considered individually, and ...
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THE BLACK-SCHOLES MODEL AND EXTENSIONS
... Definition 2.7. A universe is a class that contains as its elements all the entities that one wishes to consider for a given situation. The concept of a universe allows us to specify and isolate certain conditions ...
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Bayesian Analysis of Gamma Model with Laplace Approximation
... Research Scholar, Department of Statistics & Operations Research, Aligarh Muslim University, Aligarh, Uttar Pradesh, India 1 Professor, Department of Statistics & Operations Research, Aligarh Muslim University, Aligarh, ...
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A generalized Esscher transformed Laplace distribution and its application
... transformed Laplace distribution, Marshall-Olkin generalized Esscher transformed Laplace distribution, Maximum likelihood method of estimation, Moment method of estimation Introduction Many generalizations ...
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Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models
... of multivariate stable Paretian ...for multivariate distributions is found quite simple to implement and perform well, we generalize the stable Paretian distributions in two important ...and ...
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Extensions of Bertrand's Differentiated Products Model
... Bertrand's model is one of the classical models of differentiated duopoly and is a forerunner of the Nash ...this model demand for each firm increases in the competitor's price while decreasing in ...
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On light dilaton extensions of the Standard Model
... particular its lightest mode, known as the radion/dilaton, we have to consider a scalar perturbation of the background, and this leads to a contribution in the metric of the form ds 2 ∼ e − 2(A + F) ...
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Extensions of the Standard Model (part 2)
... (eg. 2-‐loop fermionic and bosonic correc5ons for the calcula5on of m W ) On each of the input parameters there is some uncertainty, hence we derive a confidence interval where the observed quantity should have ...
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The total marital fertility rate and its extensions
... that its outcome is dominated by the high fertility at young ages and short union durations which it fails to take into ...against model re-specification (if our empirical findings can be generalized to ...
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Rossby and drift wave turbulence and zonal flows : The Charney–Hasegawa–Mima model and its extensions
... the model has demonstrated the well-known drift wave – zonal flow feedback ...simple model could provide a basis for equivalent studies in more sophisticated plasma and geophysical fluid dynamics models in ...
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A product autoregressive model with log-Laplace marginal distribution
... a Laplace distribution. The log-Laplace models appeared in the statistical, economic as well as science literature over the past seventy ...between Laplace distribu- tion and log-Laplace ...
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Robust mixture regression model fitting by Laplace distribution
... of its tractability. It can model complex distributions depending on the choice of its appropriate ...to model various random phenomena; therefore, many science fields adopt this kind of ...
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A multivariate model of stalking behaviours
... the model that is summarised in Figure 2 is that it facilitates inferences about what sorts of activities may be missing from the present ...at its most intense, an offence of sexual assault or rape, as ...
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A Doubly Nonlocal Laplace Operator and Its Connection to the Classical Laplacian
... through its neighbors y, as well as by the forces acting on y through y’s ...to model a broader range of phenomena, such as seen in nonlinear elasticity, viscoelasticity, and viscoplasticity (for bond-based ...
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Laplace deconvolution and its application to Dynamic Contrast Enhanced imaging
... of Laplace deconvolution with noisy discrete ...and its permeability and is widely used in medical assessment of brain flows or cancerous ...of Laplace deconvolution based on noisy data which appears ...
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