Pages that link to "Item:Q1199006"
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The following pages link to A multivariate Linnik distribution (Q1199006):
Displaying 31 items.
- An alternative multivariate skew Laplace distribution: properties and estimation (Q451461) (← links)
- On the positive definiteness of some functions related to the Schoenberg problem (Q679848) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure (Q1016617) (← links)
- Weak limits for multivariate random sums (Q1275425) (← links)
- Analytic and asymptotic properties of generalized Linnik probability densities (Q1378640) (← links)
- A note on the Linnik distributions (Q1378650) (← links)
- Computer simulation of geometric stable distributions (Q1567360) (← links)
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields (Q1573636) (← links)
- Geometric stable laws: Estimation and applications (Q1596880) (← links)
- Asymmetric Laplace laws and modeling financial data (Q1600523) (← links)
- Fractional moment estimation of Linnik and Mittag-Leffler parameters (Q1600524) (← links)
- A mixture representation of the Linnik distribution (Q1914282) (← links)
- An estimation procedure for the Linnik distribution (Q1926095) (← links)
- Analytic and asymptotic properties of multivariate generalized Linnik's probability densities (Q1958520) (← links)
- Analytic and asymptotic properties of non-symmetric Linnik's probability densities (Q1973853) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Estimation of local anisotropy based on level sets (Q2076638) (← links)
- Density estimation for mixed Euclidean and non-Euclidean data in the presence of measurement error (Q2101478) (← links)
- Estimating multivariate density and its derivatives for mixed measurement error data (Q2146454) (← links)
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
- Linnik Lévy process and some extensions (Q2162078) (← links)
- Multiplying a Gaussian matrix by a Gaussian vector (Q2407493) (← links)
- Robust mixture multivariate linear regression by multivariate Laplace distribution (Q2407517) (← links)
- Tauberian and Abelian theorems for long-range dependent random fields (Q2513638) (← links)
- Tweedie-type formulae for a multivariate Laplace distribution (Q2667583) (← links)
- $K$-Differenced Vector Random Fields (Q4618063) (← links)
- Study of water pollution through a Lévy flight jump diffusion model with stochastic jumps of pollutants (Q5208296) (← links)
- Estimation and Simulation of the Riesz-Bessel Distribution (Q5697387) (← links)
- Variance-mean mixture of multivariate normal distribution and weighted gamma distribution: properties and applications (Q6101012) (← links)
- Extrapolation in parametric models with Laplace measurement error (Q6543990) (← links)
