Pages that link to "Item:Q5812551"
From MaRDI portal
The following pages link to The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal (Q5812551):
Displayed 28 items.
- The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion (Q638152) (← links)
- The moments of OLS and 2SLS when the disturbances are non-normal (Q761001) (← links)
- Rearranging Edgeworth-Cornish-Fisher expansions (Q847815) (← links)
- Testing the significance of the \textit{RV} coefficient (Q1023929) (← links)
- The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
- Empirical examination of Edgeworth series (Q1131095) (← links)
- Robustness of the linear discriminant function to nonnormality: Edgeworth series distribution (Q1245661) (← links)
- Effects of non-normality on the power function in a one-way random model (Q1342792) (← links)
- Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
- Entropy densities with an application to autoregressive conditional skewness and kurtosis. (Q1858911) (← links)
- Robustness to nonnormality of regression \(F\)-tests (Q1915446) (← links)
- The valid regions of Gram-Charlier densities with high-order cumulants (Q2075942) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- General solutions of the heat equation (Q2164817) (← links)
- Gram-Charlier densities: maximum likelihood versus the method of moments (Q2447407) (← links)
- PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS (Q3005964) (← links)
- Assessing the value of Hermite densities for predictive distributions (Q3065553) (← links)
- Forecast Evaluation in the Presence of Unobserved Volatility (Q3157841) (← links)
- The moments and power of the skewness statistic in sampling from the Gram-Charller Distribution (Q3668636) (← links)
- Estimation of Heritability for Samples from Non-Normal Situations (Q3734948) (← links)
- Comparisons of the percentage points of distributions with the same first four moments, chosen from eight different systems of frequency curves (Q3888323) (← links)
- Robustness of a bayes estimator for the mean of a normal population with nonnormal prior (Q4172784) (← links)
- Confidence Limits on Heritability Under Non‐normal Variations (Q4728081) (← links)
- Approximation methods for multiple period Value at Risk and Expected Shortfall prediction (Q5001182) (← links)
- Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series (Q5093697) (← links)
- Tailoring the Gaussian Law for Excess Kurtosis and Skewness by Hermite Polynomials (Q5190583) (← links)
- Gram-Charlier densities. (Q5958096) (← links)
- Further exploration into the valid regions of Gram-Charlier densities (Q6136567) (← links)