The following pages link to The method of simulated quantiles (Q528141):
Displaying 8 items.
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- Matching distributions for survival data (Q6059394) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
