The CUSUM Test with Observation-Adjusted Control Limits in Parameters Change Detection for the Extremely Heavy-Tailed Distributions Sequences

Documenti analoghi

• Aggregating Dependent Signals with Heavy-Tailed Combination Tests
  di: Gui, Lin, et al.
  Pubblicazione: (2023)
• Bayesian Estimation of Extreme Quantiles and the Exceedance Distribution for Paretian Tails
  di: Johnston, Douglas E.
  Pubblicazione: (2025)
• Weighted Parameter Estimators of the Generalized Extreme Value Distribution in the Presence of Missing Observations
  di: McVittie, James H., et al.
  Pubblicazione: (2025)
• Research Funding as a Decision Problem Under Heavy-Tailed Uncertainty
  di: Sorzano, Carlos Oscar S., et al.
  Pubblicazione: (2026)
• Approximating Heavy-Tailed Distributions with a Mixture of Bernstein Phase-Type and Hyperexponential Models
  di: Ziani, Abdelhakim, et al.
  Pubblicazione: (2025)