The Folded Normal Distribution: Two Methods of Estimating Parameters from Moments
From MaRDI portal
Cited in
(23)- Genotypic distribution at the limits to natural and artificial selection with mutation
- Optimal procurement strategies for online spot markets.
- A formulation for continuous mixtures of multivariate normal distributions
- Letter to the editor: Fitting a folded normal distribution without EM
- Folded normal regression models with applications in biomedicine
- Publication bias in meta-analysis: confidence intervals for Rosenthal's fail-safe number
- A folded Laplace distribution
- Economic tolerance design for folded normal data
- The overlapping coefficient as a measure of agreement between probability distributions and point estimation of the overlap of two normal densities
- On multivariate folded normal distribution
- The moving-range chart and autocorrelated processes
- Asymptotic Analysis of a Class of Process Capability Indices
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
- Centered-residuals-based moment estimator and test for stochastic frontier models
- Some results on the scalar skew-normal distribution
- The Folded Logistic Distribution
- A simple algorithm for calculating values for folded normal distribution
- Principal arc analysis on direct product manifolds
- Asymmetric Multivariate Stochastic Volatility
- Objective Bayesian inference for the half-normal and half-t distributions
- On symmetric semiparametric two‐sample problem
- Smoothed circulant embedding with applications to multilevel Monte Carlo methods for PDEs with random coefficients
- Squared normal model and its generalization for the analysis of skewed positive data
This page was built for publication: The Folded Normal Distribution: Two Methods of Estimating Parameters from Moments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3287676)
