scientific article; zbMATH DE number 3680911

MaRDI QIDQ3876816zbMATH OpenFDO

Authors Bent Jørgensen

Publication date 1980

zbMATH Keywords

diffusion processesdistribution of first hitting timeexponential familygeneralized inverse Gaussian distributionmaximum likelihood estimatorsnormal approximation

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03) Point estimation (62F10) Reliability, availability, maintenance, inspection in operations research (90B25)

Cited in

(11)

• Particle filtering approximations for a Gaussian-generalized inverse Gaussian model
• Limiting tail behaviour of some discrete compound distributions
• Refinements and distributional generalizations of Lundberg's inequality
• A new property of the inverse Gaussian distribution with applications
• Shrinkage estimators for the dispersion parameter of the inverse Gaussian distribution
• Difference equation approaches in evaluation of compound distributions
• Compound model for two dependent kinds of claim
• Stochastic comparisons in frailty models
• Convolution-invariant subclasses of generalized hyperbolic distributions
• On robust algorithm for finding maximum likelihood estimation of the generalized inverse Gaussian distribution
• A Bayesian multiple comparison procedure for simply ordered treatment medians

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