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Preprints of the Keldysh Institute of Applied Mathematics, 2015, 017, 25 pp.
(Mi ipmp1980)
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This article is cited in 4 scientific papers (total in 4 papers)
Identification accuracy of sample distribution functions for time series depending on distribution type, norm and sample length
A. A. Vlasyuk, Yu. N. Orlov
Abstract:
Statistical methods of sample distribution identification have been investigated for several types of general distributions — unimodal, bimodal and distributions with high dispersion. For various types of general distributions the optimal identification depends on norm and sample length. The optimal level of separation is determined as a result of statistical experiments.
Keywords:
time series, sample identification, distribution function, norm, sample length.
Citation:
A. A. Vlasyuk, Yu. N. Orlov, “Identification accuracy of sample distribution functions for time series depending on distribution type, norm and sample length”, Keldysh Institute preprints, 2015, 017, 25 pp.
Linking options:
https://www.mathnet.ru/eng/ipmp1980 https://www.mathnet.ru/eng/ipmp/y2015/p17
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Statistics & downloads: |
Abstract page: | 162 | Full-text PDF : | 89 | References: | 15 |
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