A note on gamma difference distributions
From MaRDI portal
Publication:5220935
Recommendations
- Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
- A characterization of the gamma distribution from a random difference equation
- On the moments of the variance-gamma distribution
- A Kotz and Steutel type of characterization of the gamma family
- The distribution of the sum of independent gamma random variables
Cites work
- A Three-Parameter Asymmetric Laplace Distribution and Its Extension
- Empirical Characteristic Function Estimation and Its Applications
- Fitting the variance-gamma model to financial data
- scientific article; zbMATH DE number 1614382 (Why is no real title available?)
- scientific article; zbMATH DE number 5129990 (Why is no real title available?)
- scientific article; zbMATH DE number 3824228 (Why is no real title available?)
- scientific article; zbMATH DE number 3742409 (Why is no real title available?)
- scientific article; zbMATH DE number 699423 (Why is no real title available?)
- Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
- Inference procedures for the variance gamma model and applications
- Marshall-Olkin generalized asymmetric Laplace distributions and processes
- On noncentral generalized Laplacianness of quadratic forms in normal variables
- Sums, products and ratios for McKay's bivariate gamma distribution
Cited in
(15)- Smooth backfitting for errors-in-variables additive models
- On the exact distribution of the difference between two chi-square variables
- Prediction of the exponential fractional upper record-values
- Smooth backfitting for errors-in-variables varying coefficient regression models
- Corrigendum to ‘some gamma distributions’ by Saralees Nadarajah
- A note on the estimate of Gamma distribution
- Geodesic forests in last-passage percolation
- A characterization of the gamma distribution from a random difference equation
- Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
- A practical, effective calculation of gamma difference distributions with open data science tools
- On the gamma difference distribution
- Sample size calculation for randomized selection trials with a time-to-event endpoint and a margin of practical equivalence
- Multivariate Matérn models -- a spectral approach
- On the product of correlated normal random variables and the noncentral chi-square difference distribution
- Variations on the univariate and bivariate asymmetric Laplace themes
This page was built for publication: A note on gamma difference distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5220935)
