High frequency financial data is characterized by non-normality: asymmetric, leptokurtic and fat-tailed behaviour. The normal distribution is therefore inadequate in capturing these characteristics. To this end, vario...
In this paper,the problem of inverse quadratic optimal control over fnite time-horizon for discrete-time linear systems is considered.Our goal is to recover the corresponding quadratic objective function using noisy o...
Mixture models have become more popular in modelling compared to standard distributions. The mixing distributions play a role in capturing the variability of the random variable in the conditional distribution. Studie...
Exponentiated Generalized Weibull distribution is a probability distribution which generalizes the Weibull distribution introducing two more shapes parameters to best adjust the non-monotonic shape. The parameters of ...
The NSF (11271155,11001105,11071126,10926156 and 11071269) of China;the Specialized Research Fund (20110061110003 and 20090061120037) for the Doctoral Program of Higher Education;the General Humanities and Social Science Research Projects (11YJAZH125) Sponsored by Ministry of Education;the Science and Technology Development Program (201201082) of Jilin Province
In this paper, the estimation of parameters based on a progressively typeI interval censored sample from a Pareto distribution is studied. Different methods of estimation are discussed, which include mid-point approxi...
Supported by the National Natural Science Foundation of China (No. 10571073);Specialized Research Fund for the Doctoral Program of Higher Education (No. 20070183023);Program for New Century Excellent Talents in University, Scientific Research Fund of Jilin University (No. 200810024)
A problem that frequently occurs in biological experiments with laboratory animals is that some subjects are less susceptible to the treatment group than others. Finite mixture models have traditionally been used to d...