5 citations · 9 across the 5 of their papers we have counts for
7 papers
A Note on the Moments of Special Mixture Distributions, with Applications for Control Charts
Balázs Dobi, András Zempléni
Control charts can be applied in a wide range of areas, this paper focuses on generalisations suitable for healthcare applications. We concentrate on the effect of using mixture di…
how well can sensitivity and sojourn time be estimated
Ayman Hijazy, András Zempléni
Chronic disease progression models are governed by three main parameters: sensitivity, preclinical intensity, and sojourn time. The estimation of these parameters helps in optimizi…
Trend detection in GEV models
László Németh, Zuzana Hübnerová, András Zempléni
In recent environmental studies extreme events have a great impact. The yearly and monthly maxima of environment related indices can be analysed by the tools of extreme value theor…
Mathematical modelling European temperature data: spatial differences in global warming
Csilla Hajas, András Zempléni
This paper shows an analysis of the gridded European precipitation data. We combine simple linear regression with data mining tools like clustering, and evaluate the strength of th…
Regression estimator for the tail index
László Németh, András Zempléni
Estimating the tail index parameter is one of the primal objectives in extreme value theory. For heavy-tailed distributions the Hill estimator is the most popular way to estimate t…
Generalised block bootstrap and its use in meteorology
László Varga, András Zempléni
In an earlier paper Rakonczai et al. (2014), we have emphasized the effective sample size for autocorrelated data. The simulations were based on the block bootstrap methodology. Ho…
Weighted bootstrap in GARCH models
László Varga, András Zempléni
GARCH models are useful tools in the investigation of phenomena, where volatility changes are prominent features, like most financial data. The parameter estimation via quasi maxim…