ABSTRACT: We consider a problem from stock market modeling, precisely, choice of adequate distribution of modeling extremal behavior of stock market data. Generalized extreme value (GEV) distribution ...
This is a preview. Log in through your library . The Annals of Statistics publishes research papers of the highest quality reflecting the many facets of contemporary statistics. Primary emphasis is ...
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 37, No. 3 (Jul., 1975), pp. 452-455 (4 pages) ...
Abstract: A result for the equivalence of conditional independence graphs of ordered and unordered vector random variables from first-order Markov models is extended to arbitrary forests. The result ...
The Central Limit Theorem (CLT) says that the distribution of a sum of independent random variables from a given population converges to the normal distribution as the sample size increases, ...