The following pages link to Quantile mechanics (Q3503193):
Displaying 14 items.
- The bivariate normal copula function is regularly varying (Q643238) (← links)
- Some new results for the transmuted generalized gamma distribution (Q1736363) (← links)
- RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES (Q4563748) (← links)
- An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student’s <i>t</i>-distribution (Q4638699) (← links)
- On Some Properties of the Beta Normal Distribution (Q4648658) (← links)
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback (Q4683036) (← links)
- A statistical application of the quantile mechanics approach: MTM estimators for the parameters of <i>t</i> and gamma distributions (Q4911098) (← links)
- A PDE method for estimation of implied volatility (Q4991029) (← links)
- (Q5011437) (← links)
- The parametric and additive partial linear regressions based on the generalized odd log-logistic log-normal distribution (Q5079912) (← links)
- A simple formula based on quantiles for the moments of beta generalized distributions (Q5218925) (← links)
- CLOSED FORM EXPRESSION OF THE QUANTILE FUNCTION OF MAXWELL-BOLTZMANN DISTRIBUTION (Q5237633) (← links)
- Efficient and Accurate Parallel Inversion of the Gamma Distribution (Q5251926) (← links)
- Decomposing the growth of top wealth shares (Q6536568) (← links)
