Simulating heavy tailed processes using delayed hazard rate twisting. (English) Zbl 1390.65033
MSC:
65C60
90B22
Found 20 Documents (Results 1–20)
Testing for departure from exponentiality among distributions possessing increasing hazard rates. (English) Zbl 1128.62376
Stochastic comparisons of random variables. (Chinese. English summary) Zbl 1045.60016
MSC:
60E15
Limit theorems for asymptotically minimax estimation of a distribution with increasing failure rate under a random mixed censorship/truncation model. (English) Zbl 1075.62629
Some inequalities and bounds for weighted reliability measures. (English) Zbl 1028.60015
Reviewer: Moshe Shaked (Tucson)
Data sharpening for hazard rate estimation. (English) Zbl 1021.62023
MSC:
62G07
On preservation of some shifted and proportional orders by systems. (English) Zbl 1016.60022
Reviewer: Moshe Shaked (Tucson)
Almost-sure uniform error bounds of general smooth estimators of quantile density functions. (English) Zbl 1092.62522
Bayesian nonparametric estimation in a series system or a competing-risks model. (English) Zbl 1009.62090
Quantitative IT portfolio management. (English) Zbl 1027.91043
MSC:
91B28
Convertible bonds with market risk and credit risk. (English) Zbl 1029.91033
Chan, Raymond (ed.) et al., Applied probability. Proceedings of an IMS workshop, Institute of Mathematical Sciences at the Chinese Univ. of Hong Kong, China. Providence, RI: AMS, American Mathematical Society/ IP, International Press. AMS/IP Stud. Adv. Math. 26, 45-58 (2002).
Reviewer: Klaus Ehemann (Karlsruhe)
MSC:
91B28
91B30
Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition. (English) Zbl 0991.62029
Convergence rate for cross-validatory bandwidth in kernel hazard estimation from dependent samples. (English) Zbl 0988.62021
Renewal convergence rates for DHR and NWU lifetimes. (English) Zbl 0996.60022
Reviewer: Moshe Shaked (Tucson)
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