Tail Estimates
Mostrando 1-12 de 16 artigos, teses e dissertações.
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1. THE LEVERAGE EFFECT AND THE ASYMMETRY OF THE ERROR DISTRIBUTION IN GARCH-BASED MODELS: THE CASE OF BRAZILIAN MARKET RELATED SERIES
Traditional GARCH models fail to explain at least two of the stylized facts found in financial series: the asymmetry of the distribution of errors and the leverage effect. The leverage effect stems from the fact that losses have a greater influence on future volatilities than do gains. Asymmetry means that the distribution of losses has a heavier tail than t
Pesqui. Oper.. Publicado em: 2014-08
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2. Atratores para equações de reação-difusão em domínios arbitrários / Attractors for reaction-diffusion equations on arbitrary domains
Neste trabalho estudamos a dinâmica assintótica de uma classe de equações diferenciais de reação-difusão definidas em abertos de \ R POT. 3\ arbitrários, limitados ou não, com condições de fronteira de Dirichlet. Utilizando a técnica de estimativas de truncamento, como nos artigos de Prizzi e Rybakowski, mostramos a existência de atratores globa
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 18/04/2012
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3. Survivorship rates of adult Anolis mariarum (Squamata: Polychrotidae) in two populations with differing mean and asymptotic body sizes
We compared adult survivorships in two populations of the lizard Anolis mariarum with different mean and asymptotic body sizes to examine one prediction of age-specific mortality theory; that populations that experience higher adult mortality should exhibit earlier maturation and smaller adult body sizes. We used a maximum likelihood approach to evaluate dif
Papéis Avulsos de Zoologia (São Paulo). Publicado em: 2010
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4. Estudo comparativo de métodos geoestatísticos de estimativas e simulações estocásticas condicionais / Comparative study of geostatistical estimation methods and conditional stochastic simulations
Different geostatistical methods present themselves as the optimal solution to different realities according to the characteristics displayed by the data in analysis. Some of the most popular estimation methods include ordinary kriging and lognormal ordinary kriging, this last one involving the transformation of data from their original space to a Gaussian d
Publicado em: 2009
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5. Probabilidade da ruÃna no mercado de seguros: fundamentos teÃricos e alguns resultados de simulaÃÃo
In this work the theoretical basis for modeling the ruin of an insurance company is presented. We studied the classic CramÃr-Lundberg risk model, which uses an homogeneous Poisson process to model the number of claims that arrives to an insurance company during a given period t of time. Also, different types of probability distributions, that can be used to
Publicado em: 2008
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6. Application of a double-enrichment procedure for microsatellite isolation and the use of tailed primers for high throughput genotyping
The number of microsatellite loci and their allelic diversity contribute to increase accuracy and informativity of genetic estimates, however, the isolation of microsatellite loci is not only laborious but also quite expensive. We used (GATA)n and (GACA)n tetranucleotide probes and single- and double-enrichment hybridization to construct and screen a genomic
Genetics and Molecular Biology. Publicado em: 2007-03
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7. Construction of one priori for the parameters of the generalized extreme values model based in quantis with Gumbel distribution / ConstruÃÃo de uma Priori para os parÃmetros do Modelo de Valores Extremos Generalizado baseada em Quantis com DistribuiÃÃo Gumbel
The generalized extreme value distribution (GEV) plays a key role in studies related to physical measurements where it is applied to describe the behavior of the extreme values or rare event As these values are extracted from the upper (or lower) tail of the original distribution, a scarce amount of data is obtained in most cases This can be usually a proble
Publicado em: 2006
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8. Markets of risk and the theory of the extreme values: empirical study of cases / Mercados de risco e a teoria dos valores extremos: estudo empÃrico de casos
The objective of this work is to infer the behavior of extremes values of a continuous random variable, either extreme values in the down left tail of the probability density function (pdf), like the great daily losses in financial markets investments, or extreme values in the pdf upper right tail, like some great claim sizes in the insurance industry. The E
Publicado em: 2004
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9. An Experimental Evaluation of Genetic Correlation
Heritability and genetic correlations realized from both single-trait and antagonistic index selection were compared with paternal half-sib estimates. Primary attention was focused on the genetic correlation between six-week body weight and six-week tail length. Parameters realized from single-trait selection were in excellent agreement with paternal half-si
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10. Electron microscopy and structural model of human fibronectin receptor.
Highly-purified human fibronectin receptor (a heterodimer of two distinct subunits, alpha and beta) was studied using electron microscopy and a variety of preparative procedures. It was found that the receptor consists of a globular head approximately 80 by 120 A and two tails about 20 A thick and 180-200 A long. The whole complex is approximately 280 A long
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11. Isolation and Characterization of Transducing Bacteriophage BP1 for Bacterium anitratum (Achromobacter sp.)
A small transducing phage has been isolated against a strain of Bacterium anitratum. The particle has a head dimension of 450 A and a tail approximately 200 A long. The latent period is 16 min and the average burst size is 98. The intact particle has an absorption maximum and minimum at 260 and 237 mμ, respectively. The sedimentation coefficient (S20) is 46
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12. Isolation of genomic and cDNA clones encoding bovine poly(A) binding protein II.
cDNA clones for bovine poly(A) binding protein II (PAB II) were isolated. Their sequence predicts a protein of 32.8 kDa, revising earlier estimates of molecular mass. The protein contains one putative RNA-binding domain of the RNP type, an acidic N-terminal and a basic C-terminal domain. Analyses of authentic PAB II were in good agreement with all prediction