On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Computation of Modified Bessel Functions and Their Ratios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4167332 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3951375 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Chen-Rubin conjecture in a continuous setting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for linear combinations of gamma random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for the difference between median and mean of gamma and Poisson distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Medians of Gamma Distributions and an Equation of Ramanujan / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2738734 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hyperbolic distributions in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2782356 / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTION PRICING WITH VG–LIKE MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variance-gamma approximation via Stein's method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inequalities for modified Bessel functions and their integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stein characterisation of the generalized hyperbolic distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for modified Struve functions of the first kind and their ratios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for modified Bessel functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2723273 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymmetric Laplace laws and modeling financial data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some inequalities for modified Bessel functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Variance Gamma Process and Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A BESSEL FUNCTION DISTRIBUTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of the product of correlated normal random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3579593 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new type of sharp bounds for ratios of modified Bessel functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Hyperbolic Diffusion Processes with Applications in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of the generalized hyperbolic distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for ratios of modified Bessel functions and associated Turán-type inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fitting the variance-gamma model to financial data / rank
 
Normal rank
Property / cites work
 
Property / cites work: On an Inequality for Modified Bessel Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean, median, mode II / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stein type lemma for the multivariate generalized hyperbolic distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unimodality of infinitely divisible distribution functions of class L / rank
 
Normal rank
Property / cites work
 
Property / cites work: On normal variance-mean mixtures / rank
 
Normal rank

Latest revision as of 22:42, 23 July 2024

scientific article
Language Label Description Also known as
English
On bounds for the mode and median of the generalized hyperbolic and related distributions
scientific article

    Statements

    On bounds for the mode and median of the generalized hyperbolic and related distributions (English)
    0 references
    0 references
    0 references
    23 October 2020
    0 references
    0 references
    generalized hyperbolic distribution
    0 references
    variance-gamma distribution
    0 references
    McKay type I distribution
    0 references
    mode
    0 references
    median
    0 references
    inequality
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references