Quantile mechanics
From MaRDI portal
Recommendations
- Quantized mechanics of affinely rigid bodies
- Qualitative rigid-body mechanics
- Quantization of classical mechanics
- Stochastic mechanics
- scientific article; zbMATH DE number 3926297
- The quantitative content of statistical mechanics
- QUANTIZATION OF MECHANICAL SYSTEMS WITH FRACTIONAL DERIVATIVES
- scientific article; zbMATH DE number 4100219
- scientific article; zbMATH DE number 616948
- scientific article; zbMATH DE number 1417054
Cites work
- A Course in Financial Calculus
- Applying series expansion to the inverse beta distribution to find percentiles of the F -distribution
- First‐Order Continuous Models of Opinion Formation
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- scientific article; zbMATH DE number 3338262 (Why is no real title available?)
- Long-time asymptotics of kinetic models of granular flows
- On the Distributional Characterization of Daily Log‐Returns of a World Stock Index
- On the quantiles of Brownian motion and their hitting times
- Regression models for data with a non-zero probability of a zero response
Cited in
(17)- Some new results for the transmuted generalized gamma distribution
- Quantile mechanics II: Changes of variables in Monte Carlo methods and GPU-optimised normal quantiles
- Risk margin quantile function via parametric and non-parametric Bayesian approaches
- An accurate, tractable, and analytically integrable polynomial expansion of the skewed Student's t-distribution
- On some properties of the beta normal distribution
- A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback
- A statistical application of the quantile mechanics approach: MTM estimators for the parameters of t and gamma distributions
- A PDE method for estimation of implied volatility
- scientific article; zbMATH DE number 7387522 (Why is no real title available?)
- The parametric and additive partial linear regressions based on the generalized odd log-logistic log-normal distribution
- A simple formula based on quantiles for the moments of beta generalized distributions
- Closed form expression of the quantile function of Maxwell-Boltzmann distribution
- Efficient and accurate parallel inversion of the gamma distribution
- The method of simulated quantiles
- The bivariate normal copula function is regularly varying
- Decomposing the growth of top wealth shares
- Quantile-based power-series expansions of the Johnson distribution system
This page was built for publication: Quantile mechanics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3503193)
