Pages that link to "Item:Q4565416"
From MaRDI portal
The following pages link to Random variate generation for exponentially and polynomially tilted stable distributions (Q4565416):
Displayed 50 items.
- On simulation of tempered stable random variates (Q61358) (← links)
- Hierarchical Archimedean copulas through multivariate compound distributions (Q147461) (← links)
- On simulation and properties of the stable law (Q257653) (← links)
- Discussion of ``On simulation and properties of the stable law'' by L. Devroye and L. James (Q257654) (← links)
- Discussion of `On simulation and properties of the stable law' by Devroye and James (Q257657) (← links)
- Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective (Q309573) (← links)
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
- Bayesian nonparametric Plackett-Luce models for the analysis of preferences for college degree programmes (Q400670) (← links)
- Posterior analysis of rare variants in Gibbs-type species sampling models (Q406516) (← links)
- Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions (Q491385) (← links)
- Random variate generation and connected computational issues for the Poisson-Tweedie distribution (Q736657) (← links)
- Stick-breaking representation and computation for normalized generalized gamma processes (Q746052) (← links)
- The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay (Q828046) (← links)
- A note on a universal random variate generator for integer-valued random variables (Q892806) (← links)
- A note on nonparametric inference for species variety with Gibbs-type priors (Q902220) (← links)
- The tempered discrete Linnik distribution (Q1742842) (← links)
- Asymptotics for a Bayesian nonparametric estimator of species variety (Q1932228) (← links)
- Approximating predictive probabilities of Gibbs-type priors (Q2023853) (← links)
- Simulating space-time random fields with nonseparable Gneiting-type covariance functions (Q2029068) (← links)
- Exact simulation of normal tempered stable processes of OU type with applications (Q2080363) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes (Q2104006) (← links)
- Is infinity that far? A Bayesian nonparametric perspective of finite mixture models (Q2105188) (← links)
- Importance conditional sampling for Pitman-Yor mixtures (Q2141913) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
- A Berry-Esseen theorem for Pitman's \(\alpha\)-diversity (Q2192742) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Stochastic approximations to the Pitman-Yor process (Q2290710) (← links)
- Further examples of GGC and HCM densities (Q2435224) (← links)
- Finite time ruin probabilities for tempered stable insurance risk processes (Q2513603) (← links)
- Integer-valued Lévy processes and low latency financial econometrics (Q2873033) (← links)
- Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations (Q2905725) (← links)
- Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes (Q3094135) (← links)
- Estimation and simulation for multivariate tempered stable distributions (Q3390458) (← links)
- EM algorithm for symmetric stable mixture model (Q4563432) (← links)
- Sparse Graphs Using Exchangeable Random Measures (Q4603788) (← links)
- Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators (Q4997191) (← links)
- Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
- Elliptical tempered stable distribution (Q5001190) (← links)
- Bayesian bridge regression (Q5035746) (← links)
- The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula (Q5088046) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Universal methods for generating random variables with a given characteristic function (Q5220818) (← links)
- A stochastic representation and sampling algorithm for nested Archimedean copulas (Q5300812) (← links)
- Inference based on adaptive grid selection of probability transforms (Q5739688) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
- A Hierarchical Max-Infinitely Divisible Spatial Model for Extreme Precipitation (Q5857128) (← links)
- Normal Tempered Stable Processes and the Pricing of Energy Derivatives (Q5886359) (← links)
- Discussion of ``On simulation and properties of the stable law'' by L. Devroye and L. James (Q5965444) (← links)
- Discussion of ``On simulation and properties of the stable law'' by L. Devroye and L. James (Q5965445) (← links)