Pages that link to "Item:Q1347097"

The following pages link to A generalization of the beta distribution with applications (Q1347097):

Displaying 35 items.

• Dynamic density forecasts for multivariate asset returns (Q3101653) (← links)
• Extension and verification of the asymmetric autoregressive conditional duration models (Q3174924) (← links)
• Estimating risk-neutral density with parametric models in interest rate markets (Q3182649) (← links)
• Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases (Q3458127) (← links)
• Robust estimation with flexible parametric distributions: estimation of utility stock betas (Q3564808) (← links)
• Multitude of beta distributions with applications (Q3592339) (← links)
• An<i>F</i>₁Beta Distribution with Bathtub Failure Rate Function (Q3598666) (← links)
• Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
• Partially adaptive estimation of nonlinear models via a normal mixture (Q4246595) (← links)
• A REPARAMETERISATION METHOD FOR EMBEDDED MODELS (Q4449021) (← links)
• Pair Copula Constructions for Insurance Experience Rating (Q4690933) (← links)
• A Comparison of Partially Adaptive and Reweighted Least Squares Estimation (Q4805308) (← links)
• Some results on non-central beta distributions (Q4965725) (← links)
• Market price of risk estimation: Does distribution matter? (Q5039786) (← links)
• Skewed type III generalized logistic distribution (Q5077944) (← links)
• A new generalized Weibull distribution in income economic inequality curves (Q5078289) (← links)
• The parametric and additive partial linear regressions based on the generalized odd log-logistic log-normal distribution (Q5079912) (← links)
• The new robust two-sample test for randomly right-censored data (Q5107396) (← links)
• Forecasting trade durations via ACD models with mixture distributions (Q5120735) (← links)
• The Generalized Johnson Quantile-Parameterized Distribution System (Q5121286) (← links)
• A variance stabilizing transformation for the Gini concentration ratio (Q5123744) (← links)
• A copula regression model for estimating firm efficiency in the insurance industry (Q5124917) (← links)
• Discrimination among bivariate beta-generated distributions (Q5147567) (← links)
• Time‐series models with an EGB2 conditional distribution (Q5176863) (← links)
• Modelling failures times with dependent renewal type models via exchangeability (Q5228865) (← links)
• Heteroscedasticity and Distributional Assumptions in the Censored Regression Model (Q5265828) (← links)
• Discretizing a compound distribution with application to categorical modelling (Q5283168) (← links)
• OPTIMAL BONUS-MALUS SYSTEMS USING FINITE MIXTURE MODELS (Q5419646) (← links)
• Regression analysis of variates observed on (0, 1): percentages, proportions and fractions (Q5694517) (← links)
• Comparing Credibility Estimates of Health Insurance Claims Costs (Q5716005) (← links)
• Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures (Q5867490) (← links)
• Score-driven models for realized volatility (Q6090596) (← links)
• Bayesian spatial homogeneity pursuit of functional data: an application to the U.S. income distribution (Q6122038) (← links)
• A kinetic description of the body size distribution of species (Q6157832) (← links)
• Optimal approximation by one Gaussian function to probability density functions (Q6498085) (← links)