Properties of doubly-truncated gamma variables
From MaRDI portal
Publication:4541722
DOI10.1080/03610920008832519zbMath0992.62012OpenAlexW2079960029WikidataQ41884708 ScholiaQ41884708MaRDI QIDQ4541722
Christopher S. Coffey, Keith E. Muller
Publication date: 28 July 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3898536
Related Items (12)
The multivariate tail-inflated normal distribution and its application in finance ⋮ Normal variance mixtures: distribution, density and parameter estimation ⋮ Moments of truncated normal/independent distributions ⋮ Modeling the cryptocurrency return distribution via Laplace scale mixtures ⋮ A new double truncated generalized gamma model with some applications ⋮ Likelihood landscape and maximum likelihood estimation for the discrete orbit recovery model ⋮ Unnamed Item ⋮ Generalising the drift rate distribution for linear ballistic accumulators ⋮ Practical Methods for Bounding Type I Error Rate with an Internal Pilot Design ⋮ Scheduled service network design with quality targets and stochastic travel times ⋮ A Bayesian analysis of moving average processes with time-varying parameters ⋮ Data-driven portmanteau tests for time series
This page was built for publication: Properties of doubly-truncated gamma variables