搜索结果: 1-6 共查到“Gram-Charlier”相关记录6条 . 查询时间(0.049 秒)
Estimation of the Success Probability of Random Sampling by the Gram-Charlier Approximation
public-key cryptography lattice techniques
2018/11/19
The lattice basis reduction algorithm is a method for solving the Shortest Vector Problem (SVP) on lattices. There are many variants of the lattice basis reduction algorithm such as LLL, BKZ, and RSR....
动态时变高阶矩是金融收益率的一个重要特征。本文对比研究了主流的Generalized-t分布(GT)和Gram Charlier Expansion分布(GCE)在GJRGARCH模型下对动态高阶矩的拟合能力和Value-at-Risk的预测能力。基于2005-2014美国标普500股指和中国沪深300股指日收益率的实证结果显示,收益率的条件高阶矩存在显著的时变性和持续性,其中偏度参数的持续性参数...
Determining source cumulants in femtoscopy with Gram-Charlier and Edgeworth series
Determining source cumulants femtoscopy Gram-Charlier Edgeworth series
2010/12/27
Lowest-order cumulants provide important information on the shape of the emission source in femtoscopy. For the simple case of noninteracting identical particles, we show how the fourth-order source c...
Determining source cumulants in femtoscopy with Gram-Charlier and Edgeworth series
femtoscopy Edgeworth series correlations interferometry
2011/1/6
Lowest-order cumulants provide important information on the shape of the emission source in femtoscopy. For the simple case of noninteracting identical particles, we show how the fourth-order source c...
The alchemy of probability distributions: beyond Gram-Charlier expansions, and a skew-kurtotic-normal distribution from a rank transmutation map
alchemy probability distributions rank transmutation map
2010/10/29
Motivated by the need for parametric families of rich and yet tractable distributions in financial mathematics, both in pricing and risk management settings, but also considering wider statistical app...
行程时间可靠性近年来成为交通领域重点关注的问题,但现有方法在反映当前行程时间的尖峰厚尾特征方面已表现出与实际情况的较大差异,因此本文针对这一弱点,结合数据收集的难易,设计了一种新颖的栅格行程时间预测方法,可以全面考虑车辆的行驶和等待时间,然后引入了可以反映更多行程时间信息的Gram-Charlier分布函数,作为行程时间可靠性的研究手段,同时对分布参数给出了两种计算方法.仿真结果表明,本文提出的方...