{"entities":{"Q3064890":{"pageid":3075606,"ns":120,"title":"Item:Q3064890","lastrevid":85627331,"modified":"2026-06-03T10:31:26Z","type":"item","id":"Q3064890","labels":{"en":{"language":"en","value":"An EM algorithm for multivariate NIG distribution and its application to value-at-risk"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5829520"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3064890$72F4BE34-7A95-48A4-A7D5-E99EFD434CB9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"76e63e17068fd12c99958e967132b6df8e4a1fbd","datavalue":{"value":"1202.62139","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3064890$58168641-DA6B-482F-8517-024B2B774239","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f95de53acd1d27152beaa8f53f13574d9272a360","datavalue":{"value":{"entity-type":"item","numeric-id":218803,"id":"Q218803"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3064890$A5B8BF04-D527-473C-B25E-443A18D910BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fc94f0b85b379000b17336efb13bc34edc85abfb","datavalue":{"value":{"entity-type":"item","numeric-id":2513333,"id":"Q2513333"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3064890$3A3F443D-52DE-4BA3-AB9A-CF92855851A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b90f1e2d3c9db74210e3d2fa4709a91a17510452","datavalue":{"value":{"entity-type":"item","numeric-id":3064889,"id":"Q3064889"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3064890$81B27956-E927-473F-854F-137B0549EAA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d3c027cf6ca0ea1a041cb181bb305501837ff78f","datavalue":{"value":{"entity-type":"item","numeric-id":2259721,"id":"Q2259721"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3064890$B093A851-7465-4CF8-B797-84365F1F7913","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"70c068d94055831ce053d48d1465bcd83ed50969","datavalue":{"value":{"time":"+2010-12-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3064890$023AB22A-7184-47C3-940A-62E6FCF0B4F6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"05fe357da566e08b01d8055eb6aeab9dc5f63ec2","datavalue":{"value":"http://ijims.ms.tku.edu.tw/mss/M21/M21N3/o21n33/index.html","type":"string"},"datatype":"url"},"type":"statement","id":"Q3064890$8D93E025-828A-4D0F-88F3-77FBB4E6EF54","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3064890$2823A62D-4B0F-4E4B-A2B9-F05C24B38902","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3064890$AE3183B6-0645-49FA-A974-AB17147257AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"793e07fc7774d64d96d1288dd2fd18143d8cfb3c","datavalue":{"value":"62H12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3064890$B1ABF919-EB87-4DD7-A6DF-20D2FA970E62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e91f303795c91a4b05320ceb841642d986dc5c77","datavalue":{"value":"62F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3064890$01009453-1190-4239-B3D3-FC77F44270DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"dd617f9d0fec58a219ee24586cc73ce6577bed23","datavalue":{"value":"65C60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3064890$E4B5B688-AC83-49DA-9CF6-72F3AFF276F3","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"83b214fa5f8b6819e6b28108e96e34a9f62e7a9e","datavalue":{"value":"5829520","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3064890$7AF8A42B-9BF1-4656-BAB2-D2D4477DFCB1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a77876be7d2436d113232115bc22e4bb4abf9db2","datavalue":{"value":"multivariate normal-inverse Gaussian distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q3064890$7D5BC198-9525-47C7-BFF3-B394BB73B4B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e6bd8768bef4e832f96736fc80a17ca4c6f61f40","datavalue":{"value":"EM algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q3064890$97165D02-915D-4067-ABD0-C4B8101902AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9effbd77275abc34efef0c019cc670fa9c4fd521","datavalue":{"value":"value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q3064890$72951283-A5E7-4C8D-B0AE-7A00CC42B821","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3064890$44BF19FD-C292-4F0D-84CF-2759664944D9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"00866735b68c9cd347a7c4b90573cd9b6f987f76","datavalue":{"value":{"entity-type":"item","numeric-id":1613039,"id":"Q1613039"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7b610059c8668a84842ec794d2519b04582ad7ad","datavalue":{"value":{"amount":"+0.8436647057533264","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3064890$287FB4E1-B88B-4104-BC08-8D54ADF5DB41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8a4960b1e2d81bbfbf4a517d6cb5c2ad747be98c","datavalue":{"value":{"entity-type":"item","numeric-id":1017106,"id":"Q1017106"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7415076f4b2a0dd2f268d597a2d314c650656169","datavalue":{"value":{"amount":"+0.817660391330719","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3064890$62638797-9C0A-4423-8E74-8A36780B62EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"90e03b8eb8a36377a5b11f03f95d05cbeed8e330","datavalue":{"value":{"entity-type":"item","numeric-id":1742843,"id":"Q1742843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eb7de5820fd5f27fd5b1b3e93c1e0a17ceb901bc","datavalue":{"value":{"amount":"+0.7779979705810547","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3064890$8DA6D7DC-2EA9-4D02-B9E5-D3E3A2A67169","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6e8a932741913f07655cfb0aa9b2d2bb249f57cd","datavalue":{"value":{"entity-type":"item","numeric-id":3566440,"id":"Q3566440"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"582841ac5fe6eb5a055b1191cb474b2237533abf","datavalue":{"value":{"amount":"+0.7685844302177429","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3064890$40D2A489-FCFC-4893-B1CC-DF0A4661EC13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f28346b407d6aa472089371cb5c22877b926b277","datavalue":{"value":{"entity-type":"item","numeric-id":5487828,"id":"Q5487828"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"10d418be41de09d63236aa7457bee3ea714c5d33","datavalue":{"value":{"amount":"+0.7657412886619568","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3064890$9EE2C5E7-390B-4D06-AFFA-4940B7B78E22","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"An EM algorithm for multivariate NIG distribution and its application to value-at-risk","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/An_EM_algorithm_for_multivariate_NIG_distribution_and_its_application_to_value-at-risk"}}}}}