Pages that link to "Item:Q1600523"

The following pages link to Asymmetric Laplace laws and modeling financial data (Q1600523):

Displaying 36 items.

• On the generalized lognormal distribution (Q361595) (← links)
• Multitude of Laplace distributions (Q451372) (← links)
• Bayesian mode regression using mixtures of triangular densities (Q515134) (← links)
• Goodness-of-fit tests for multivariate Laplace distributions (Q552077) (← links)
• Exact likelihood inference for Laplace distribution based on type-II censored samples (Q619791) (← links)
• Generalized normal-Laplace AR process (Q923864) (← links)
• Infinite divisibility of the spacings of a Kotz-Kozubowski-Podgórski generalized Laplace model (Q951193) (← links)
• Test of fit for a Laplace distribution against heavier tailed alternatives (Q962346) (← links)
• Approximating the distributions of estimators of financial risk under an asymmetric Laplace law (Q1019977) (← links)
• Testing symmetry under a skew Laplace model. (Q1421941) (← links)
• Tail-thickness in terms of COV(\(X_{j}^{2}\),\(X_{p}^{2}\)) in the class of elliptical distributions. (Q1427515) (← links)
• Bayesian analysis of two-piece location-scale models under reference priors with partial information (Q1659472) (← links)
• Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
• A general approach to full-range tail dependence copulas (Q1681085) (← links)
• The principle of social scaling (Q1693817) (← links)
• Operator geometric stable laws (Q1765616) (← links)
• Analytic and asymptotic properties of multivariate generalized Linnik's probability densities (Q1958520) (← links)
• Extending the Fama and French model with a long term memory factor (Q2030695) (← links)
• A note on power-law cross-correlated processes (Q2122871) (← links)
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm (Q2146464) (← links)
• Bayesian variable selection and estimation in quantile regression using a quantile-specific prior (Q2155021) (← links)
• On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
• Loss-based approach to two-piece location-scale distributions with applications to dependent data (Q2218635) (← links)
• The snap, crackle and pop of solar flares explained (Q2233642) (← links)
• A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246) (← links)
• A mixed bivariate distribution with exponential and geometric marginals (Q2386156) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• A time-series model using asymmetric Laplace distribution (Q2467718) (← links)
• A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations (Q2483864) (← links)
• Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals (Q2489809) (← links)
• The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions (Q3155351) (← links)
• (Q5033257) (← links)
• Application in stochastic volatility models of nonlinear regression with stochastic design (Q5391299) (← links)
• The basic distributional theory for the product of zero mean correlated normal random variables (Q6068049) (← links)
• On Quantile‐based Asymmetric Family of Distributions: Properties and Inference (Q6086583) (← links)
• Linear asymmetric Laplace fuzzy information granule and its application in short-to-medium term prediction for financial time series (Q6495129) (← links)