The following pages link to (Q3951375):
Displayed 32 items.
- A general class of scale-shape mixtures of skew-normal distributions: properties and estimation (Q154852) (← links)
- Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution (Q447973) (← links)
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- Stock returns and hyperbolic distributions (Q699418) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
- Test of fit for a Laplace distribution against heavier tailed alternatives (Q962346) (← links)
- Particle filtering approximations for a Gaussian-generalized inverse Gaussian model (Q1004258) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- Efficient risk simulations for linear asset portfolios in the \(t\)-copula model (Q1041011) (← links)
- Asymmetric Laplace laws and modeling financial data (Q1600523) (← links)
- Non-Gaussian scenarios for the heat equation with singular initial conditions (Q1613656) (← links)
- A Gaussian-generalized inverse Gaussian finite-dimensional filter. (Q1613659) (← links)
- Lévy process-driven asymmetric heteroscedastic option pricing model and empirical analysis (Q1727182) (← links)
- Likelihood-based risk estimation for variance-gamma models (Q1742843) (← links)
- Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data (Q1799870) (← links)
- Improved estimation of clutter properties in speckled imagery. (Q1852892) (← links)
- Some properties of the multivariate generalized hyperbolic laws (Q2023836) (← links)
- Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions (Q2029226) (← links)
- Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation (Q2163888) (← links)
- On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
- Some Stein-type inequalities for multivariate elliptical distributions and applications (Q2343629) (← links)
- Portfolio value at risk based on independent component analysis (Q2372954) (← links)
- On normal variance-mean mixtures (Q2374585) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- The Use of Inequalities of Camp-Meidell Type in Nonparametric Statistical Process Monitoring (Q2787311) (← links)
- Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior (Q4991068) (← links)
- Nonlinear regression using order statistics from the multivariate generalized hyperbolic distributions (Q5082612) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
- Selected singular-generalized-hyperbolic distributions with applications to order statistics and reliability (Q5866054) (← links)
- On the \(f\)-divergences between hyperboloid and Poincaré distributions (Q6178839) (← links)
- Controlling the flexibility of non-Gaussian processes through shrinkage priors (Q6203348) (← links)