JSTOR Daily

Estimation of a large quantile of the distribution of multi-day seasonal maximum rainfall: the value of stochastic simulation of long-duration sequences

ABSTRACT: The usefulness of time-series simulation of daily rainfall for estimating large quantiles of the distribution of 10 d seasonal maximum rainfall is questioned. The emphasis is on rare 10 d ...
InsuranceNewsNet

Research on Risk Management Published by Researchers at Tarleton State University (Asymmetric and Time-Varying Connectedness of FinTech with Equities, Bonds, and ...

By a News Reporter-Staff News Editor at CDC& FDA Daily-- Fresh data on risk management are presented in a new report. According to news reporting out of Stephenville, Texas, by NewsRx editors, ...
JSTOR Daily

Flexible Bayesian quantile curve fitting with shape restrictions under the Dirichlet process mixture of the generalized asymmetric Laplace distribution

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 49, No. 3 (September/septembre 2021), pp. 698-730 (33 pages) We propose a flexible Bayesian semiparametric quantile ...
Risk

Extremiles, quantiles and expectiles in the tails

Quantiles and expectiles analyze the regression model not only at the mean but also in the tails. Financial losses, medical insurance, auction bids, insurance claims and toxicity limits are all areas ...
Simon Fraser University

Analysis of Accelerated Life Test Data

is 1000 times the reciprocal absolute temperature. The lognormal (base e) distribution is also available. The following SAS statements fit the Arrhenius-lognormal model, and they display the fitted ...