The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters
From MaRDI portal
Publication:1292779
DOI10.1016/S0167-7152(98)00265-XzbMATH Open0930.62013MaRDI QIDQ1292779FDOQ1292779
Authors: Yuichi Nagahara
Publication date: 13 February 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Recommendations
- On the characteristic function of Pearson type IV distributions
- A CLOSED‐FORM EXPRESSION FOR THE PEARSON TYPE IV DISTRIBUTION FUNCTION
- Conditional VaR estimation using Pearson's type IV distribution
- scientific article; zbMATH DE number 5717423
- scientific article; zbMATH DE number 5232090
- On the characteristic function of the multivariate Pearson type II distribution
- scientific article; zbMATH DE number 4005337
- Maximum-likelihood estimation of the parameters of a four-parameter class of probability distributions
Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Double exponential formulas for numerical integration
- Title not available (Why is that?)
- Some problems arising in approximating to probability distributions, using moments
- AN APPROXIMATION TO THE DISTRIBUTION OF NON-CENTRAL t
- The Mills ratio and the probability integral for a Pearson Type IV distribution
- Bounds for the pearson type IV tail probabilities
- Approximation of Pearson Type IV Tail Probabilities
- On secant approximations to cumulative distribution functions
Cited In (14)
- Statistical analysis of video frame size distribution originating from scalable video codec (SVC)
- On the characteristic function of Pearson type IV distributions
- A method of calculating the downside risk by multivariate nonnormal distributions
- A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation
- The metalog distributions
- Fat tails and asymmetry in financial volatility models.
- Nearly Gaussian distributions and application
- Computational Examples of a New Method for Distribution Selection in the Pearson System
- Comparison of the alternative parameter estimators of Pearson distributions by robustness criteria
- Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support
- A Novel Asymmetric Distribution with Power Tails
- A CLOSED‐FORM EXPRESSION FOR THE PEARSON TYPE IV DISTRIBUTION FUNCTION
- GS-distributions: a new family of distributions for continuous unimodal variables
- Non‐Gaussian Filter and Smoother Based on the Pearson Distribution System
This page was built for publication: The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1292779)