Search Results - "Shi, Daoji"

Fisher information for a multivariate extreme value distribution by Shi, Daoji

“…SUMMARY Explicit algebraic formulae for the Fisher information matrix of the multivariate extreme value distribution with generalised extreme value margins and…”
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A Case Study on Relationship between Mortgage Payment and Income Using Quantile Regression by Yueli Han, Daoji Shi

“…Compared to ordinary linear regression, quantile regression not only reveals more regional information, but also makes parameter estimates more robust. This…”
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The Variances of VaR for the Poisson-Gumbel Compound Extreme Value Distribution and for the Poisson-Generalized Pareto Compound Peaks over Threshold Distribution by Yueli Han, Daoji Shi

“…In this paper, we compared the variances of value at risk (VaR) of loss distribution models: one based on the Poisson-Gumbel compound extreme value…”
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Fisher information for downton's bivariate exponential distribution by Shi, Daoji, Lai, C.D.

“…Downton's bivariate exponential distribution, a special case of Kibble's bivariate gamma distribution, has an important application in lifetime analysis…”
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Moment estimation for multivariate extreme value distribution in a nested logistic model by Shi, Daoji, Zhou, Shengsheng

“…This paper considers multivariate extreme value distribution in a nested logistic model. The dependence structure for this model is discussed. We find a useful…”
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The Application of Quantile Regression in the Analysis of Influential Factors of Uric Acid by Yueli Han, Daoji Shi, Xiaoyan Zhang

“…Because only one set of parameter estimates can be obtained using ordinary least squares regression, it is impossible to analyze the effect of different body…”
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Symmetrical Bernstein Copula and the Empirical Analysis of Foreign Exchange by Jing Liu, Daoji Shi, Xinrong Wu

“…This paper studies the foreign exchange data whose dependence structure is approximate symmetry, such as Euro/Pound (euro/pound) and Dollar/Pound (/pound). It…”
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Estimation of Poisson-Generalized Pareto Compound Extreme Value Distribution by Probability-Weighted Moments and Empirical Analysis by 刘晶 史道济 吴新荣

“…This paper puts forward a Poisson-generalized Pareto （Poisson-GP） distribution. This new form of compound extreme value distribution expands the existing…”
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Moment estimation for multivariate extreme value distribution by Daoji, Shi

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MULTIVARIATE EXTREME VALUE DISTRIBUTION AND ITS FISHER INFORMATION MATRIX by 史道济

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The Research of the Trend between the Annual Maximum Sea Level and Southern Oscillation Index by Guan, Jing, Shi, Daoji, He, Yuanyuan

“…El Nino-Southern Oscillation is the strongest sea-weather interaction phenomena, which causes global climate change, and makes significant impact on sea level…”
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Copula Quantile Regression and Measurement of Risk in Finance by Guan, Jing, Shi, Daoji, He, Yuanyuan

“…Quantile regression is a basic tool for estimating conditional quantiles of a response variable Y given a vector of regressors X. It can be used to measure the…”
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Pollution level and human health risk assessment of some pesticides and polychlorinated biphenyls in Nantong of Southeast China by Wang, Na, Yi, Li, Shi, Lili, Kong, Deyang, Cai, Daoji, Wang, Donghua, Shan, Zhengjun

“…Food consumption is one of the key exposure routes of humans to contaminants. This article evaluated the residue levels of 51 pesticides and 16 polychlorinated…”
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