Pages that link to "Item:Q1297871"
From MaRDI portal
The following pages link to An approximation procedure for asymmetric stable Paretian densities (Q1297871):
Displaying 11 items.
- Computing the probability density function of the stable Paretian distribution (Q699429) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- Calibrated FFT-based density approximations for \(\alpha\)-stable distributions (Q959282) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- Testing the stable Paretian assumption (Q1600528) (← links)
- Likelihood-free Bayesian inference for \(\alpha\)-stable models (Q1927152) (← links)
- Approximation of asymmetric multivariate return distributions (Q1929152) (← links)
- Performance estimation when the distribution of inefficiency is unknown (Q2079433) (← links)
- Portfolio optimization when risk factors are conditionally varying and heavy tailed (Q2642602) (← links)
- (Q4247118) (← links)
- (Q4880841) (← links)