The following pages link to Joan del Castillo (Q452567):
Displaying 24 items.
- The hierarchical-likelihood approach to autoregressive stochastic volatility models (Q452568) (← links)
- Hölder and \(L^ p\)-estimates for the \({\bar\partial}\)-equation in some convex domains with real-analytic boundary (Q789578) (← links)
- Saddlepoint approximation in exponential models with boundary points (Q850757) (← links)
- Estimation of the generalized Pareto distribution (Q1007361) (← links)
- Weighted Poisson distributions for overdispersion and underdispersion situations (Q1280569) (← links)
- (Q1336542) (redirect page) (← links)
- The singly truncated normal distribution: A non-steep exponential family (Q1336543) (← links)
- Testing departures from gamma, Rayleigh and truncated normal distributions (Q1370545) (← links)
- Likelihood inference for generalized Pareto distribution (Q1623780) (← links)
- Efficiency and exponential models in a variance-reduction technique for dichotomous response variables (Q1973281) (← links)
- The mixture of left-right truncated normal distributions (Q2272108) (← links)
- Overdispersed and underdispersed Poisson generalizations (Q2386155) (← links)
- Geodesic submanifolds of statistical models with location parameters (Q2563602) (← links)
- Modeling extreme values by the residual coefficient of variation (Q3179379) (← links)
- (Q3295316) (← links)
- (Q4324321) (← links)
- Invariant Exponential Models Applied to Reliability Theory and Survival Analysis (Q4541228) (← links)
- The Best Test of Exponentiality against Singly Truncated Normal Alternatives (Q4541229) (← links)
- (Q4556198) (← links)
- THE FULL TAILS GAMMA DISTRIBUTION APPLIED TO MODEL EXTREME VALUES (Q4563818) (← links)
- GLM-methods for volatility models (Q4970947) (← links)
- (Q5323408) (← links)
- Methods to Distinguish Between Polynomial and Exponential Tails (Q5418631) (← links)
- Ultra log-concavity of discrete order statistics (Q6178692) (← links)
