Pages that link to "Item:Q2914051"

The following pages link to Some properties of the tukey g and h family of distributions (Q2914051):

Displaying 36 items.

• Generalized Tukey-type distributions with application to financial and teletraffic data (Q451364) (← links)
• Kurtosis modelling by means of the \(J\)-transformation (Q819414) (← links)
• Robustness of ranking and selection rules using generalised \(g\)-and-\(k\) distributions (Q1378762) (← links)
• An invertible transformation two-sample trimmed \(t\)-statistic under heterogeneity and nonnormality (Q1579528) (← links)
• Weighted quantile-based estimation for a class of transformation distributions. (Q1603674) (← links)
• Robust estimation of the parameters of \(g\)-\textit{and}-\(h\) distributions, with applications to outlier detection (Q1623475) (← links)
• A mixture of generalized Tukey's \(g\) distributions (Q1658023) (← links)
• Efficient maximum approximated likelihood inference for Tukey's \(g\)-and-\(h\) distribution (Q1663194) (← links)
• Multivariate time-varying \(G\)-\(H\) copula GARCH model and its application in the financial market risk measurement (Q1665236) (← links)
• General affine transform families: why is the Pareto an exponential transform? (Q1880329) (← links)
• A logistic \(L\)-moment-based analog for the Tukey \(g-h\), \(g\), \(h\), and \(h-h\) system of distributions (Q1952666) (← links)
• Characterizing Tukey \(h\) and \(hh\)-distributions through \(L\)-moments and the \(L\)-correlation (Q1954437) (← links)
• Discussion on competition on spatial statistics for large datasets (Q2084453) (← links)
• Multivariate transformed Gaussian processes (Q2195526) (← links)
• Bayesian estimation of \(g\)-and-\(k\) distributions using MCMC (Q2488375) (← links)
• Simulating univariate and multivariate Tukey \(g\)-and-\(h\) distributions based on the method of percentiles (Q2510953) (← links)
• Shape properties of the g-and-h and johnson families (Q3135640) (← links)
• Tukey-Type Distributions in the Context of Financial Data (Q3435956) (← links)
• a study of the generalized tukey lambda family (Q3472985) (← links)
• EVT-based estimation of risk capital and convergence of high quantiles (Q3535649) (← links)
• Generalized Control Charts for Non-Normal Data Using<i>g</i>-and-<i>k</i>Distributions (Q3543732) (← links)
• On the Performance of Sequential Regression Multiple Imputation Methods with Non Normal Error Distributions (Q3625355) (← links)
• Johnson's transformation two-sample trimmed t and its bootstrap method for heterogeneity and non-normality (Q4407099) (← links)
• Approximate transformation trimmed mean methods to the test of simple linear regression slope equality (Q4463299) (← links)
• A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)
• Performances of some goodness-of-fit tests for sampling designs in ranked set sampling (Q4960638) (← links)
• Dynamic quantile function models (Q5039628) (← links)
• Parameter estimation of Tukey-type distributions: A comparative analysis (Q5082585) (← links)
• Multiple imputation using multivariate<i>gh</i>transformations (Q5127080) (← links)
• COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
• A simple approach to the estimation of Tukey's gh distribution (Q5221530) (← links)
• Detecting Randomness: A Review of Existing Tests with New Comparisons (Q5415911) (← links)
• Variable screening based on Gaussian centered L-moments (Q6166905) (← links)
• Methods for generating families of univariate continuous distributions in the recent decades (Q6562696) (← links)
• Non-Gaussian autoregressive processes with Tukey \(g\)-and-\(h\) transformations (Q6626039) (← links)
• Simulating non-normal distributions with specified \(L\)-moments and \(L\)-correlations (Q6647322) (← links)