On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jkss.2015.10.003 / rank
Normal rank
 
Property / arXiv ID
 
Property / arXiv ID: 1506.06232 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic behavior of tails of scale mixtures of normal distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4167332 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Normal Variance-Mean Mixtures and z Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4134750 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general result on infinite divisibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3214142 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Volatility forecasting using threshold heteroskedastic models of the intra-day range / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4244321 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur la distribution limite du terme maximum d'une série aléatoire / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5829358 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4881149 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5584436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4275389 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5615180 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4315010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Hyperbolic Laws as Limit Distributions for Random Sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3091938 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Separating mixtures of probability distributions with the grid method of moments and the grid maximal likelihood method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2723273 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4955637 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3327567 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical distributions of stock returns: between the stretched exponential and the power law? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable distributions for asset returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling asset returns with alternative stable distributions<sup>*</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: PORTFOLIO THEORY FOR "FAT TAILS" / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weibull, RRSB or extreme-value theorists? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5804568 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3717907 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JKSS.2015.10.003 / rank
 
Normal rank

Latest revision as of 13:29, 9 December 2024

scientific article
Language Label Description Also known as
English
On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws
scientific article

    Statements

    On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (English)
    0 references
    0 references
    0 references
    0 references
    26 May 2016
    0 references
    Weibull distribution
    0 references
    scale-location mixture of normal laws
    0 references
    variance-mean normal mixture
    0 references
    random sum
    0 references
    stable distribution
    0 references
    exponential distribution
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers