Heavy-tailed phase-type distributions: a unified approach
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DOI: 10.1007/s10687-022-00436-8
Abstract: A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable and conceptually… read more here.
Keywords: time; heavy tailed; phase type; type distributions ... See more keywords
Effect of shear on local boundary layers in turbulent convection
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DOI: 10.1017/jfm.2023.299
Abstract: Abstract In Rayleigh Bénard convection, for a range of Prandtl numbers $4.69 \leqslant Pr \leqslant 5.88$ and Rayleigh numbers $5.52\times 10^5 \leqslant Ra \leqslant 1.21\times 10^9$, we study the effect of shear by the inherent… read more here.
Keywords: boundary layers; convection; type distributions; effect shear ... See more keywords
Robust estimation of the extreme value index of Pareto-type distributions under random truncation with applications
Sign Up to like & getrecommendations! Published in 2021 at "Pakistan Journal of Statistics and Operation Research"
DOI: 10.18187/pjsor.v17i1.2735
Abstract: In this paper, we introduce a new robust estimator for the extreme value index of Pareto-type distributions under randomly right-truncated data and establish its consistency and asymptotic normality. Our considerations are based on the Lynden-Bell… read more here.
Keywords: pareto type; index pareto; value index; extreme value ... See more keywords