The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
This paper analyzes weekly closing price data of the S&P 500 stock index and electrical insulation element lifetimes data based on generalized extreme value distribution. A new estimation method, modified maximum spacings (MSP) method, is proposed and obtained by using interior penalty function algorithm. The standard error of the proposed method is calculated through Bootstrap method. The asymptotic...
This paper studies the applications of extreme value theory on analysis for closing price data of the Dow-Jones industrial index and Danish fire insurance claims data. The generalized extreme value (GEV) distribution is considered in analyzing the real data, and the hypothesis testing problem for the shape parameter of GEV distribution is investigated based on a new test statistic—the $$L_q$$...
This paper studies the application of extreme value statistics (EVS) theory on analysis for stock data, based on interior penalty function algorithm and Bootstrap methods. The generalized Pareto distribution (GPD) models are considered in analyzing the closing price data of Shanghai stock market. The maximum likelihood estimates (MLEs) are obtained by using the interior penalty function algorithm...
This paper extends the simple fuzzy linear regression model to multiple fuzzy linear regression model in which response variable is fuzzy variable and part of the covariates are crisp variables. The least squares methods based on DK-metric and the idea of stepwise regression are applied in parameter estimation. The significance test of the regression coefficients...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.