Pages that link to "Item:Q3839610"
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The following pages link to On Bayesian Modeling of Fat Tails and Skewness (Q3839610):
Displayed 50 items.
- A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers (Q69407) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries (Q254391) (← links)
- Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers (Q276939) (← links)
- A new skew logistic distribution: properties and applications (Q292939) (← links)
- Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
- Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
- On modelling asymmetric data using two-piece sinh-arcsinh distributions (Q318981) (← links)
- An order of asymmetry in copulas, and implications for risk management (Q320313) (← links)
- A flexible generalization of the skew normal distribution based on a weighted normal distribution (Q333534) (← links)
- Characterization based symmetry tests and their asymptotic efficiencies (Q334022) (← links)
- Multiplicative random walk Metropolis-Hastings on the real line (Q356503) (← links)
- Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support (Q413995) (← links)
- Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
- Marginal distributions of random vectors generated by affine transformations of independent two-piece normal variables (Q428356) (← links)
- Asymmetric type II compound Laplace distribution and its application to microarray gene expression (Q434893) (← links)
- Multitude of Laplace distributions (Q451372) (← links)
- An appropriate empirical version of skew-normal density (Q451518) (← links)
- A note on the infinite divisibility of a class of transformations of normal variables (Q470385) (← links)
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach (Q488612) (← links)
- The multivariate slash and skew-slash Student \(t\) distributions (Q499789) (← links)
- Feasible optimum Godambe scores for a semi-parametric GARCH time series (Q508110) (← links)
- Measuring asymmetry and testing symmetry (Q520569) (← links)
- Estimation of stable distributions by indirect inference (Q530608) (← links)
- On parameter orthogonality in symmetric and skew models (Q607192) (← links)
- Multivariate skewing mechanisms: a unified perspective based on the transformation approach (Q613141) (← links)
- On the Marshall-Olkin transformation as a skewing mechanism (Q693229) (← links)
- Statistical inference for a general class of asymmetric distributions (Q707055) (← links)
- A generalized asymmetric Student-\(t\) distribution with application to financial econometrics (Q736524) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Fourth order pseudo maximum likelihood methods (Q737907) (← links)
- Higher-order comoments and asset returns: evidence from emerging equity markets (Q829162) (← links)
- Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting (Q830603) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Modelling heavy tails and asymmetry using \(ARCH\)-type models with stable Paretian distri\-bu\-tions (Q840372) (← links)
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (Q887248) (← links)
- Statistical inference for conditional quantiles in nonlinear time series models (Q888341) (← links)
- Univariate Bayesian nonparametric mixture modeling with unimodal kernels (Q892442) (← links)
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
- Inference in two-piece location-scale models with Jeffreys priors (Q899001) (← links)
- Bayesian non-linear regression models with skew-elliptical errors: applications to the classification of longitudinal profiles (Q961130) (← links)
- Efficient estimation of large portfolio loss probabilities in \(t\)-copula models (Q976453) (← links)
- Bayesian modeling using a class of bimodal skew-elliptical distributions (Q999004) (← links)
- Nonparametric Bayesian modelling using skewed Dirichlet processes (Q1007507) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Archimedean copula estimation using Bayesian splines smoothing techniques (Q1020736) (← links)
- A small sample comparison of maximum likelihood, moments and \(L\)-moments methods for the asymmetric exponential power distribution (Q1023495) (← links)
- Linear mixed models with skew-elliptical distributions: a Bayesian approach (Q1023869) (← links)
- Testing symmetry under a skew Laplace model. (Q1421941) (← links)
- A Bayesian prediction using the skew Gaussian distribution. (Q1421943) (← links)