On Distribution Free Tests for Discrete Distributions and an Extension to Continuous Time

2012 ◽  
Author(s):  
Estate V. Khmaladze
Keyword(s):  
Continuous Time ◽  
Discrete Distributions ◽  
Distribution Free

Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Asymptotic Formula ◽  
Continuous Time ◽  
Heavy Tails ◽  
Tail Behavior ◽  
Renewal Model ◽  
Discounted Aggregate Claims ◽  
Aggregate Claims ◽  
Tail Asymptotic

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.

Adaptive Distribution-Free Tests

1973 ◽  
Vol 2 (4) ◽  
pp. 337-356
Author(s):  
Ronald Randles ◽  
Robert Hogg
Keyword(s):  
Distribution Free

Statistics Distribution-Free

1957 ◽  
Vol 2 (4) ◽  
pp. 102-103
Author(s):  
ALLEN L. EDWARDS
Keyword(s):  
Distribution Free

Hierarchical Bayesian continuous time dynamic modeling.

2018 ◽  
Vol 23 (4) ◽  
pp. 774-799 ◽  
Author(s):  
Charles C. Driver ◽  
Manuel C. Voelkle
Keyword(s):  
Dynamic Modeling ◽  
Continuous Time ◽  
Hierarchical Bayesian ◽  
Time Dynamic
Sign in / Sign up

Export Citation Format

Share Document