A note on gamma difference distributions

DOI10.1080/00949655.2014.996566OpenAlexW2075337042WikidataQ60430059 ScholiaQ60430059MaRDI QIDQ5220935

Bernhard Klar

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.996566

zbMATH Keywords

generalized Laplace distributionBessel function distributionMcKay distributionleptokurtic distributionvariance gamma distributiondouble gamma difference distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Prediction of the exponential fractional upper record-values ⋮ Geodesic forests in last-passage percolation ⋮ A practical, effective calculation of gamma difference distributions with open data science tools ⋮ Smooth backfitting for errors-in-variables additive models ⋮ Smooth backfitting for errors-in-variables varying coefficient regression models ⋮ On the exact distribution of the difference between two chi-square variables

Uses Software

• DLMF

Cites Work

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• On noncentral generalized Laplacianness of quadratic forms in normal variables
• Sums, products and ratios for McKay's bivariate gamma distribution
• Empirical Characteristic Function Estimation and Its Applications
• Fitting the variance-gamma model to financial data
• Inference procedures for the variance gamma model and applications
• Inference for a leptokurtic symmetric family of distributions represented by the difference of two gamma variates
• Marshall-Olkin Generalized Asymmetric Laplace distributions and processes
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension

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