On mergers of distributions and distributions with exponential tails
From MaRDI portal
Publication:1896142
DOI10.1016/0167-9473(91)90114-HzbMATH Open0825.62372MaRDI QIDQ1896142FDOQ1896142
Authors: Yanyan Li
Publication date: 17 August 1995
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Recommendations
- Merging asymptotic expansions for semistable random variables
- Two Probabilistic Results on Merging
- On a class of distributions with simple exponential tails
- scientific article; zbMATH DE number 1995735
- scientific article; zbMATH DE number 4145014
- On the distribution of the sum of independent and non-identically extended exponential random variables
- scientific article; zbMATH DE number 3898074
- scientific article; zbMATH DE number 4030594
Cites Work
- Statistical analysis of finite mixture distributions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Robust Statistics
- Models for non-Gaussian variation, with applications to turbulence
- Maximum entropy and conditional probability
- Title not available (Why is that?)
- Title not available (Why is that?)
- MAXIMUM ENTROPY REVISITED
Cited In (5)
- Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations
- Multivariate distribution models with generalized hyperbolic margins
- Some properties of the multivariate generalized hyperbolic laws
- Two Probabilistic Results on Merging
- Merging with a set of probability measures: A characterization
This page was built for publication: On mergers of distributions and distributions with exponential tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1896142)