Pages that link to "Item:Q3893118"
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The following pages link to The Johnson System: Selection and Parameter Estimation (Q3893118):
Displaying 33 items.
- Using mixture density functions for modelling of wage distributions (Q314609) (← links)
- Distribution-free monitoring of univariate processes (Q645430) (← links)
- Distribution modeling and simulation of gene expression data (Q961324) (← links)
- On an integrated approach to member selection and parameter estimation for Pearson distributions (Q1061480) (← links)
- A comparison between Rosenblatt's estimator and parametric density estimators for determining test limits. (Q1128622) (← links)
- Weighted quantile-based estimation for a class of transformation distributions. (Q1603674) (← links)
- Dynamic portfolio insurance strategies: risk management under Johnson distributions (Q1615814) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- Simulation input data modeling (Q1805479) (← links)
- Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions (Q1986393) (← links)
- On a heavy-tailed parametric quantile regression model for limited range response variables (Q2184419) (← links)
- Effectiveness of carbon pricing policies for promoting urban freight electrification: analysis of last mile delivery in Madrid (Q2228276) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Model-independent price bounds for catastrophic mortality bonds (Q2657008) (← links)
- Fitting data to the johnson system (Q2774403) (← links)
- Estimation procedures and prediction intervals (Q2780869) (← links)
- Constrained Maximization of the Shapiro–Wilk<i>W</i>Statistic to Estimate Parameters of the Johnson<i>S</i><sub><i>B</i></sub>Distribution (Q3064098) (← links)
- Shape properties of the g-and-h and johnson families (Q3135640) (← links)
- The Completeness and Uniqueness of Johnson's System in Skewness–Kurtosis Space (Q3155382) (← links)
- New class of Johnson SB distributions and its associated regression model for rates and proportions (Q3188683) (← links)
- Estimating consumer acceptance limits (Q3358112) (← links)
- Solutions to Johnson's S<sub>B</sub>and S<sub>U</sub> (Q3471356) (← links)
- <i>S<sub>B</sub></i>and<i>S<sub>U</sub></i>distributions fitted by percentiles a general criterion (Q3471357) (← links)
- The starship for point estimates and confidence intervals on a mean and for percentiles (Q3471406) (← links)
- An algorithm to determine the parameters of<i>S<sub>U</sub></i>-curves in the johnson system of probabillity distributions by moment matching<sup>∗</sup> (Q4534206) (← links)
- Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
- On using percentiles to fit data by a johnson distribution (Q4844144) (← links)
- EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS (Q4994445) (← links)
- Improved maximum likelihood estimators for the parameters of the Johnson <i>S<sub>B</sub></i> distribution (Q5086303) (← links)
- Improving the accuracy of identifying the lognormal curve in the Johnson system (Q5088045) (← links)
- A control chart for variance based on squared ranks (Q5107017) (← links)
- Evolutionary estimation of parameters of Johnson distributions (Q5290890) (← links)
- A multi-region active learning kriging method for response distribution construction of highly nonlinear problems (Q6185197) (← links)
