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Specification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data
We consider goodness-of-fit methods for multivariate symmetric and asymmetric stable Paretian random vectors in arbitrary dimension. The methods are...
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Taylor’s power law and reduced-rank vector generalized linear models
Taylor’s power law (TPL) from empirical ecological theory has had many explanations proposed for its widespread observation in data. We show that the...
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Power and Morality
Different political systems as observed in the past and the guiding principles derived from them are discussed. These systems differ essentially in...
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Portmanteau test for the asymmetric power GARCH model when the power is unknown
It is now widely accepted that, to model the dynamics of daily financial returns, volatility models have to incorporate the so-called leverage...
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Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds
To recover the topology of a manifold in the presence of heavy tailed or exponentially decaying noise, one must understand the behavior of geometric...
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Qualitative Analysis Method for Evaluation of Risk and Failures in Wind Power Plants: A Case Study of Turkey
Due to rising worldwide energy demand and growing worries about environmental issues such as climate change and global warming, renewable energy...
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Estimation of the Weibull Tail Coefficient Through the Power Mean-of-Order-p
The Weibull tail coefficient (WTC) is the parameter \(\theta \)...
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Testing Poissonity of a large number of populations
This paper studies the problem of simultaneously testing that each of k samples, coming from k count variables, were all generated by Poisson laws....
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Fast simulation of tempered stable Ornstein–Uhlenbeck processes
Constructing Lévy-driven Ornstein–Uhlenbeck processes is a task closely related to the notion of self-decomposability. In particular, their...
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Structural properties of generalised Planck distributions
A family of generalised Planck (GP) laws is defined and its structural properties explored. Sometimes subject to parameter restrictions, a GP law is...
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The “infection Curve” I (t) is Replaced by the Inclined, Steep Eqb Density Function
Asymmetry dominates nature and its laws. Nothing to be observed and measured appears to have completely symmetrical properties.
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Correlation of powers of Hüsler–Reiss vectors and Brown–Resnick fields, and application to insured wind losses
Hüsler–Reiss vectors and Brown–Resnick fields are popular models in multivariate and spatial extreme-value theory, respectively, and are widely used...
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The Statistics of Circular Optimal Transport
Empirical optimal transport (OT) plans and distances provide effective tools to compare and statistically match probability measures defined on a...
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Non-regular Frameworks and the Mean-of-Order p Extreme Value Index Estimation
Most of the estimators of parameters of rare and large events, among which we distinguish the extreme value index (EVI) for maxima, one of the...
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Goodness-of-Fit Test for One-Sided Lévy Distribution Based on Stein’s Characterization
The aim of this work is to propose a new goodness-of-fit test for one-sided Lévy distribution based on recently developed Stein’s type...
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Data Privacy and Ethics in Data Analytics
Recent innovations performed on data analytics technologies within the last two decades have steered towards a new level of data-driven...
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Electrical Circuits of Ordinary Capacitors
Here, we give a brief review regarding traditional circuits of ordinary capacitors where current is described as a flow in the classical theory of...