Pages that link to "Item:Q97355"

The following pages link to Properties and estimation of asymmetric exponential power distribution (Q97355):

Displaying 46 items.

• Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (Q75379) (← links)
• AEP (Q97356) (← links)
• An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
• Bayesian reference analysis for exponential power regression models (Q499755) (← links)
• Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (Q887248) (← links)
• On the non-existence of maximum likelihood estimates for the extended exponential power distribution and its generalizations (Q900929) (← links)
• Parameter estimation for the 4-parameter asymmetric exponential power distribution by the method of L-moments using R (Q1621375) (← links)
• EGARCH models with fat tails, skewness and leverage (Q1623534) (← links)
• Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
• Bayesian quantile regression using the skew exponential power distribution (Q1663095) (← links)
• Objective Bayesian analysis for exponential power regression models (Q1940902) (← links)
• The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach (Q1951226) (← links)
• Inferences from asymmetric multivariate exponential power distribution (Q2061771) (← links)
• Optimal forecasting accuracy using Lp-norm combination (Q2168554) (← links)
• Virtual historical simulation for estimating the conditional VaR of large portfolios (Q2190229) (← links)
• Model selection based on value-at-risk backtesting approach for GARCH-type models (Q2190298) (← links)
• Loss-based approach to two-piece location-scale distributions with applications to dependent data (Q2218635) (← links)
• On a transform for modeling skewness (Q2233664) (← links)
• A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
• NORTA for portfolio credit risk (Q2288893) (← links)
• Skewed link-based regression models for misclassified binary data (Q2314685) (← links)
• Asymmetric competition, risk, and return distribution (Q2419893) (← links)
• On the characteristic function for asymmetric Student \(t\) distributions (Q2451413) (← links)
• Estimation methods for expected shortfall (Q2879025) (← links)
• Volatility Modeling with a Generalized<i>t</i>Distribution (Q2968461) (← links)
• The Two-Piece Normal-Laplace Distribution (Q4648661) (← links)
• A robust regression methodology via M-estimation (Q5078400) (← links)
• Mosaic normality test (Q5079157) (← links)
• On the Characteristic Function for Asymmetric Exponential Power Distributions (Q5080155) (← links)
• Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations (Q5083339) (← links)
• A revised generalized F-test for testing the equality of group means under non-normality caused by skewness (Q5083810) (← links)
• On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* (Q5085599) (← links)
• Neyman's C(α) test for the shape parameter of the exponential power class (Q5086074) (← links)
• On entropy-based goodness-of-fit test for asymmetric Student-<i>t</i> and exponential power distributions (Q5106768) (← links)
• Graphical comparison of normality tests for unimodal distribution data (Q5107315) (← links)
• A generalized class of skew distributions and associated robust quantile regression models (Q5175764) (← links)
• Time‐series models with an EGB2 conditional distribution (Q5176863) (← links)
• Bayesian Analysis of the Censored Regression Model with an AEPD Error Term (Q5259105) (← links)
• CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
• An alternative skew exponential power distribution formulation (Q5866045) (← links)
• Visualizing Type II Error in Normality Tests (Q5882523) (← links)
• Bayesian analysis of some models that use the asymmetric exponential power distribution (Q5963725) (← links)
• Letter to the editor: On the use of improper priors for the shape parameters of asymmetric exponential power models (Q5963825) (← links)
• Letter to the Editor: ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’ (Q6064145) (← links)