100 search results - page 1 / 20 » Robust measures of tail weight |
CSDA
2006
13 years 7 months ago
2006
The kurtosis coefficient is often regarded as a measure of the tail heaviness of a distribution relative to that of the normal distribution. However, it also measures the peakedne...
ORL
2010
13 years 5 months ago
2010
: We compare capital requirements derived by tail conditional expectation (TCE) with those derived by tail conditional median (TCM) and find that there is no clear-cut relationship...
ICCV
2007
IEEE
14 years 9 months ago
2007
IEEE
We propose a pixel similarity-based algorithm enabling accurate rigid registration between single and multimodal images presenting gross dissimilarities due to noise, missing data...
BMCBI
2010
13 years 7 months ago
2010
Background: Protein structure comparison is a central issue in structural bioinformatics. The standard dissimilarity measure for protein structures is the root mean square deviati...
FS
2010
13 years 4 months ago
2010
Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...