Generating generalized inverse Gaussian random variates
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Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 41077 (Why is no real title available?)
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- scientific article; zbMATH DE number 2002843 (Why is no real title available?)
- A one-table method for sampling from continuous and discrete distributions
- A rejection technique for sampling from T -concave distributions
- A simple algorithm for generating random variates with a log-concave density
- A simple universal generator for continuous and discrete univariate T-concave distributions
- Automatic sampling with the ratio-of-uniforms method
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- First hitting time models for the generalized inverse Gaussian distribution
- Generating generalized inverse Gaussian random variates by fast inversion
- Hyperbolic distributions in finance
- Random variate generation by numerical inversion when only the density is known
- Simulation and Monte Carlo
- Statistical properties of the generalized inverse Gaussian distribution
- The Simulation of Generalized Inverse Gaussian and Hyperbolic Random Variables
- The inverse Gaussian distribution. Statistical theory and applications
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- Bayesian forecast of the basic reproduction number during the COVID-19 epidemic in Morocco and Italy
- Universal methods for generating random variables with a given characteristic function
- Generating inverse Gaussian random variates by approximation
- Slepian noise approach for Gaussian and Laplace moving average processes
- Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
- Achieving shrinkage in a time-varying parameter model framework
- Generation of Inverse Gaussian Variates with Given Sample Mean and Dispersion
- A skew factor analysis model based on the normal mean-variance mixture of Birnbaum-Saunders distribution
- Vector autoregression models with skewness and heavy tails
- Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral
- Bayesian uncertainty decomposition for hydrological projections
- Bayesian inference for nonlinear stochastic SIR epidemic model
- Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
- The Modified-Half-Normal distribution: Properties and an efficient sampling scheme
- Generating generalized inverse Gaussian random variates by fast inversion
- Quantile regression in random effects meta-analysis model
- Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data
- Point process simulation of generalised hyperbolic Lévy processes
- Bayesian elastic net based on empirical likelihood
- Generalized Bayesian MARS: tools for stochastic computer model emulation
- Information measures and geometry of the hyperbolic exponential families of Poincaré and hyperboloid distributions
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