Pages that link to "Item:Q2524331"
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The following pages link to Estimation of parameters of doubly truncated normal distribution from first four sample moments (Q2524331):
Displaying 7 items.
- Moments of truncated student-\(t\) distribution (Q1031782) (← links)
- Truncated, censored, and actuarial payment-type moments for robust fitting of a single-parameter Pareto distribution (Q2223881) (← links)
- Moments of truncated normal/independent distributions (Q2392697) (← links)
- The payoff distribution model: an application to dynamic portfolio insurance (Q4683012) (← links)
- ROBUST ESTIMATION OF LOSS MODELS FOR LOGNORMAL INSURANCE PAYMENT SEVERITY DATA (Q5152546) (← links)
- A class of weighted multivariate distributions related to doubly truncated multivariate <i>t</i>-distribution (Q5400833) (← links)
- Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions (Q6549261) (← links)
