Pages that link to "Item:Q1347097"
From MaRDI portal
The following pages link to A generalization of the beta distribution with applications (Q1347097):
Displaying 50 items.
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- Generalized beta-generated distributions (Q434970) (← links)
- Weighted Dagum and related distributions (Q485474) (← links)
- Exponentiated Kumaraswamy-Dagum distribution with applications to income and lifetime data (Q499753) (← links)
- On generating T-X family of distributions using quantile functions (Q499767) (← links)
- Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Some developments on the log-Dagum distribution (Q734475) (← links)
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- The type I distribution of the ratio of independent ``Weibullized'' generalized beta-prime variables (Q840979) (← links)
- Beta Bessel distributions (Q885628) (← links)
- Determination of embedded distributions (Q956929) (← links)
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution (Q993721) (← links)
- Heavy-tailed longitudinal data modeling using copulas (Q998301) (← links)
- Product and quotient of correlated beta variables (Q1027476) (← links)
- The existence of population inequality measures (Q1127374) (← links)
- An ordered family of Lorenz curves (Q1298475) (← links)
- A comparison of semi-parametric and partially adaptive estimators of the censored regression model with possibly skewed and leptokurtic error distributions (Q1350556) (← links)
- Dagum vs. Singh--Maddala income distributions (Q1391612) (← links)
- An application and comparison of some flexible parametric and semi-parametric qualitative response models (Q1392154) (← links)
- Estimation of Lorenz curves: A Bayesian nonparametric approach. (Q1398963) (← links)
- Bayesian nonparametric regression models for modeling and predicting healthcare claims (Q1622503) (← links)
- Maximum likelihood estimates for positive valued dynamic score models; the DySco package (Q1623506) (← links)
- A Bayesian approach to extended models for exceedance (Q1705548) (← links)
- Approximate Bayesian computation for Lorenz curves from grouped data (Q1729340) (← links)
- Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
- Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
- Tails of Lorenz curves (Q1867734) (← links)
- A characterization of the dilation order and its applications (Q1962769) (← links)
- Second-order stochastic dominance for decomposable multiparametric families with applications to order statistics (Q1987673) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Parametric models for distributions when interest is in extremes with an application to daily temperature (Q2028588) (← links)
- Bucket plot: a visual tool for skewness and kurtosis comparisons (Q2083417) (← links)
- From a stochastic model of economic exchange to measures of inequality (Q2141869) (← links)
- The extended matrix-variate beta probability distribution on symmetric matrices (Q2195951) (← links)
- Distributions of powers of the central beta matrix variates and applications (Q2220296) (← links)
- Stochastic dominance relations for generalised parametric distributions obtained through composition (Q2221222) (← links)
- A detailed comparison of value at risk estimates (Q2227451) (← links)
- A generalized mixed model for skewed distributions applied to small area estimation (Q2273167) (← links)
- Estimation and inference for area-wise spatial income distributions from grouped data (Q2305299) (← links)
- Independence properties of the truncated multivariate elliptical distributions (Q2307409) (← links)
- The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution (Q2322628) (← links)
- Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors (Q2428740) (← links)
- Partially adaptive robust estimation of regression models and applications (Q2572820) (← links)
- Optimal annuity demand for general expected utility agents (Q2665842) (← links)
- Efficient dependency models: simulating dependent random variables (Q2672394) (← links)
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models (Q2697030) (← links)
- A generalized polynomial-logistic distribution and applications (Q2817174) (← links)
- Lower convex order bound approximations for sums of log-skew normal random variables (Q2862429) (← links)
- Models for stock returns (Q2873015) (← links)
