Pages that link to "Item:Q5679678"
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The following pages link to Numerical inversion of a characteristic function (Q5679678):
Displayed 50 items.
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension (Q391567) (← links)
- Using \(P\)-splines to test the linearity of partially linear models (Q537396) (← links)
- A family of unbiased confidence intervals for a ratio of variance components (Q826715) (← links)
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods (Q962330) (← links)
- Negative binomial time series models based on expectation thinning operators (Q963878) (← links)
- On loss distributions from installment-repaid loans (Q995970) (← links)
- The numerical evaluation of the probability density function of a quadratic form in normal variables (Q1010546) (← links)
- Asymptotic expansions for the distribution of quadratic forms in normal variables (Q1122254) (← links)
- The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators (Q1133267) (← links)
- The Fourier-series method for inverting transforms of probability distributions (Q1183689) (← links)
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
- Testing of linearity in a semiparametric regression model (Q1341190) (← links)
- Error rates in quadratic discrimination with constraints on the covariance matrices (Q1344866) (← links)
- Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419) (← links)
- The exact distribution of indefinite quadratic forms in noncentral normal vectors (Q1817402) (← links)
- Theory and numerical analysis for exact distributions of functionals of a Dirichlet process (Q1873600) (← links)
- A Wald-type test of quadratic parametric restrictions (Q1927509) (← links)
- Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics (Q2157505) (← links)
- Error bounds for cumulative distribution functions of convolutions via the discrete Fourier transform (Q2218825) (← links)
- Simulating mixtures of multivariate data with fixed cluster overlap in FSDA library (Q2418410) (← links)
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) (← links)
- Computational aspects of integrated market and credit portfolio models (Q2460076) (← links)
- Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression (Q2489787) (← links)
- Testing for no effect via splines (Q2512791) (← links)
- A multivariate empirical characteristic function test of independence with normal marginals (Q2567124) (← links)
- Pricing longevity derivatives via Fourier transforms (Q2656990) (← links)
- A numerical inversion of the bivariate characteristic function (Q2700435) (← links)
- A New Exponential GOF Test for Data Subject to Multiply Type II Censoring (Q2873934) (← links)
- Statistical properties of $b$-adic diaphonies (Q2953208) (← links)
- Numerical integration rules for multivariate inversions (Q3135446) (← links)
- Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models (Q3135457) (← links)
- Count Data Time Series Models Based on Expectation Thinning (Q3161159) (← links)
- (Q3166482) (← links)
- Computing the exact distribution of a linear combination of generalized logistic random variables and its applications (Q3390602) (← links)
- Numerical inversion of a class of characteristic functions (Q4069673) (← links)
- The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables (Q4386442) (← links)
- IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES (Q4443969) (← links)
- THE EXACT BIAS OF THE LOG-PERIODOGRAM REGRESSION ESTIMATOR (Q4471129) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables (Q4681061) (← links)
- Lack-of-Fit Tests for Generalized Linear Models via Splines (Q4904685) (← links)
- A Partially Linear Model with Its Applications (Q4929237) (← links)
- Valuation of forward start options under affine jump-diffusion models (Q5001168) (← links)
- General linear hypothesis testing in functional response model (Q5079119) (← links)
- A practical, effective calculation of gamma difference distributions with open data science tools (Q5086095) (← links)
- A test for the linearity of the nonparametric part of a semiparametric logistic regression model (Q5138006) (← links)
- (Q5207088) (← links)
- Testing the linearity of negative binomial regression models (Q5220770) (← links)
- Computational aspects of Cui-Freeden statistics for equidistribution on the sphere (Q5326504) (← links)
- Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)