Parametrizing the Kepler exoplanet period-radius distribution with the bivariate normal inverse Gaussian distribution
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Publication:5036600
DOI10.1080/02664763.2018.1508558OpenAlexW2886174587MaRDI QIDQ5036600FDOQ5036600
Authors: Jen-Hao Chen, Wen-Liang Hung
Publication date: 23 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2018.1508558
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Cites Work
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- Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
- Apparent scaling
- An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
- A normal inverse Gaussian model for a risky asset with dependence
- EM-estimation and modeling of heavy-tailed processes with the multivariate normal inverse Gaussian distribution
- An EM algorithm for multivariate NIG distribution and its application to value-at-risk
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