Displaying similar documents to “The importance of being the upper bound in the bivariate family.”

Modelling stock returns with AR-GARCH processes.

Elzbieta Ferenstein, Miroslaw Gasowski (2004)

SORT

Similarity:

Financial returns are often modelled as autoregressive time series with random disturbances having conditional heteroscedastic variances, especially with GARCH type processes. GARCH processes have been intensely studied in financial and econometric literature as risk models of many financial time series. Analyzing two data sets of stock prices we try to fit AR(1) processes with GARCH or EGARCH errors to the log returns. Moreover, hyperbolic or generalized error distributions occur to...

Simple large sample estimators of scale and location parameters based on blocks of order statistics.

Peter Kubat (1982)

Trabajos de Estadística e Investigación Operativa

Similarity:

In this paper quite efficient large sample estimation procedures are derived for jointly estimating the parameters of the location-scale family of distributions. These estimators are linear combinations of the means of suitably chosen blocks of order statistics. For specific distributions, such as the extreme-value, normal, and logistic, little is to be gained by using more than three blocks. For these distributions we can obtain joint relative asymptotic efficiencies of 97-98% using...

Knowledge discovery in data using formal concept analysis and random projections

Cherukuri Aswani Kumar (2011)

International Journal of Applied Mathematics and Computer Science

Similarity:

In this paper our objective is to propose a random projections based formal concept analysis for knowledge discovery in data. We demonstrate the implementation of the proposed method on two real world healthcare datasets. Formal Concept Analysis (FCA) is a mathematical framework that offers a conceptual knowledge representation through hierarchical conceptual structures called concept lattices. However, during the design of a concept lattice, complexity plays a major role.

Weighting quantitative and qualitative variables in clustering methods.

Karina Gibert, Ulises Cortés (1997)

Mathware and Soft Computing

Similarity:

Description of individuals in ill-structured domains produces messy data matrices. In this context, automated classification requires the management of those kind of matrices. One of the features involved in clustering is the evaluation of distances between individuals. Then, a special function to calculate distances between individuals partially simultaneously described by qualitative and quantitative variables is required. In this paper properties and details of the metrics...

CAPS in Z(2,n)

Kurz, Sascha (2009)

Serdica Journal of Computing

Similarity:

We consider point sets in (Z^2,n) where no three points are on a line – also called caps or arcs. For the determination of caps with maximum cardinality and complete caps with minimum cardinality we provide integer linear programming formulations and identify some values for small n.