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Showing 1 to 5 of 5 for “"Cauchy distribution"”.
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The Truncated Cauchy Distribution: Estimation of Parameters and Application to Stock Returns
… and estimation of the parameters of a truncated Cauchy distribution. It is known that when a number of distributions with infinite support are truncated to a finite interval that the maximum likelihood estimator of the scale parameter fails to exist with positive probability. In particular, …
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Miery závislosti pre náhodné veličiny s nekonečnými rozptylmi
… vari- ance, with emphasis on the class of stable distributions, which are characterized by their heavy tails. The introduction summarizes the theory of characteristic functions and stable distributions, which is necessary for the main objective of this work-namely, the presen- tation of …
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Investigating the performance of process-observation-error-estimator and robust estimators in surplus production model: a simulation study
… process-observation-error-estimator with normal distribution (POE_N), observation-error-estimator with normal distribution (OE_N), and process-error-estimator with normal distribution (PE_N). The estimators with fat-tailed distributions including Student's t distribution and Cauchy distribution …
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BEYOND LOCAL NEIGHBORHOODS: LEVERAGING INFORMATIVE NODES FOR IMPROVED GRAPH NEURAL NETWORKS PERFORMANCE
… graph structures. Our second approach, \textit{Cauchy-smoothing GCN (CauchyGCN)}, utilizes the default graph structure but regards more informative nodes as those closely embedded in the embedding space. CauchyGCN develops a new layer-wise message-passing scheme that follows the properties of …
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Ensemble estimation and analysis of network parameters: strengthening the GIC modelling chain
… are analysed and found to be approximately Cauchy-distributed. Each individual estimate resulting from a single pair of time instances being solved is not the true state of the system, but a possible state. Taking the ensemble as a whole though gives the most probable parameter estimate, …