Search Results - "Podgorski, Krzysztof"

Dyadic diagonalization of positive definite band matrices and efficient B-spline orthogonalization by Liu, Xijia, Nassar, Hiba, Podgórski, Krzysztof

“…A dyadic algorithm for diagonalizing an arbitrary positive definite band matrix, referred to as a band Gramian, is obtained to efficiently orthogonalize the…”
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Singular inverse Wishart distribution and its application to portfolio theory by Bodnar, Taras, Mazur, Stepan, Podgórski, Krzysztof

“…The inverse of the standard estimate of covariance matrix is frequently used in the portfolio theory to estimate the optimal portfolio weights. For this…”
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Spline-based methods for functional data on multivariate domains by Basna, Rani, Nassar, Hiba, Podgórski, Krzysztof

“…Functional data analysis is typically performed in two steps: first, functionally representing discrete observations, and then applying functional methods to…”
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Tangency portfolio weights for singular covariance matrix in small and large dimensions: Estimation and test theory by Bodnar, Taras, Mazur, Stepan, Podgórski, Krzysztof, Tyrcha, Joanna

“…In this paper we derive the finite-sample distribution of the estimated weights of the tangency portfolio when both the population and the sample covariance…”
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Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions by Kozubowski, Tomasz J., Podgórski, Krzysztof

“…We provide bibliographical connections and extensions of several representations of the classical Laplace distribution, discussed recently in the study of Ding…”
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Data driven orthogonal basis selection for functional data analysis by Basna, Rani, Nassar, Hiba, Podgórski, Krzysztof

“…Functional data analysis is typically performed in two steps: first, functionally representing discrete observations, and then applying functional methods,…”
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A generalized Sibuya distribution by Kozubowski, Tomasz J., Podgórski, Krzysztof

“…The Sibuya distribution arises as the distribution of the waiting time for the first success in Bernoulli trials, where the probabilities of success are…”
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Transmuted distributions and random extrema by Kozubowski, Tomasz J., Podgórski, Krzysztof

“…Recent years have seen an increased interest in the transmuted probability models, which arise from transforming a “base” distribution into its generalized…”
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Random spectral measure for non Gaussian moving averages by Baxevani, Anastassia, Podgórski, Krzysztof

“…We study the distribution of phases and amplitudes for the spectral representation of weighted moving averages of a general noise measure. The simple…”
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The Laplace multi-axial response model for fatigue analysis by Karlsson, Johan, Podgórski, Krzysztof, Rychlik, Igor

“…•Loads with transients caused by obstacles are modeled.•The model is a natural extension of the Gaussian load model.•The model can be used to simulate loads…”
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A model of significant wave height for reliability assessment of a ship by Podgórski, Krzysztof, Rychlik, Igor

“…Significant wave heights are modeled by means of a spatial–temporal random Gaussian field. Its dependent structure can be localized by introduction of time and…”
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Spatial size of waves by Podgórski, Krzysztof, Rychlik, Igor

“…Measures of three-dimensional spatial wave size are proposed and expressed in terms of properly defined characteristics: the crest-height, the length, and the…”
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Convolution-invariant subclasses of generalized hyperbolic distributions by Podgórski, Krzysztof, Wallin, Jonas

“…It is rigorously shown that the generalized Laplace distributions and the normal inverse Gaussian distributions are the only subclasses of the generalized…”
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Multivariate generalized Laplace distribution and related random fields by Kozubowski, Tomasz J., Podgórski, Krzysztof, Rychlik, Igor

“…Multivariate Laplace distribution is an important stochastic model that accounts for asymmetry and heavier than Gaussian tails, while still ensuring the…”
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Models for road surface roughness by Bogsjö, Klas, Podgórski, Krzysztof, Rychlik, Igor

“…This study focuses on the statistical description and analysis of road surface irregularities that are essential for heavy-vehicle fatigue assessment. Three…”
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AR(1) time series with autoregressive gamma variance for road topography modeling by Johannesson, Pär, Podgórski, Krzysztof, Rychlik, Igor, Shariati, Nima

“…A non-Gaussian time series with a generalized Laplace marginal distribution is used to model road topography. The model encompasses variability exhibited by a…”
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A Stochastic Theory of Longitudinal Dynamics and Energy Consumption of Road Vehicles by Romano, Luigi, Podgorski, Krzysztof, Emvin, Carl, Johannesson, Par, Fredriksson, Jonas, Bruzelius, Fredrik

“…Detailed longitudinal dynamics simulations may be used to predict the energy performance of road vehicles. However, including uncertainty in the operating…”
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Certain bivariate distributions and random processes connected with maxima and minima by Kozubowski, Tomasz J., Podgórski, Krzysztof

“…The minimum and the maximum of t independent, identically distributed random variables have F ̄ t and F t for their survival (minimum) and the distribution…”
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Maximizing leave-one-out likelihood for the location parameter of unbounded densities by Podgórski, Krzysztof, Wallin, Jonas

“…We propose simple estimation of the location parameter for a density that is unbounded at the mode. The estimator maximizes a modified likelihood in which the…”
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Third cumulant for multivariate aggregate claim models by Loperfido, Nicola, Mazur, Stepan, Podgórski, Krzysztof

“…The third cumulant for the aggregated multivariate claims is considered. A formula is presented for the general case when the aggregating variable is…”
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