Pages that link to "Item:Q3962322"
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The following pages link to Normal Variance-Mean Mixtures and z Distributions (Q3962322):
Displaying 50 items.
- A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering (Q98131) (← links)
- Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
- On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404) (← links)
- Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
- Effective sample size for line transect sampling models with an application to marine macroalgae (Q321444) (← links)
- A note on functional limit theorems for compound Cox processes (Q341802) (← links)
- Bivariate beta-generated distributions with applications to well-being data (Q345674) (← links)
- Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes (Q358131) (← links)
- An alternative multivariate skew Laplace distribution: properties and estimation (Q451461) (← links)
- Wasserstein-divergence transportation inequalities and polynomial concentration inequalities (Q466997) (← links)
- Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Prediction-based estimating functions: review and new developments (Q642200) (← links)
- Maximum likelihood parameter estimation for the multivariate skew-slash distribution (Q734699) (← links)
- Families of distributions arising from distributions of order statistics (Q882919) (← links)
- Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions (Q887248) (← links)
- On normal variance-mean mixtures as limit laws for statistics with random sample sizes (Q900765) (← links)
- On Pólya mixtures of multivariate Gaussian distributions (Q945783) (← links)
- An alternative multivariate skew-slash distribution (Q952873) (← links)
- Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
- Lamperti-type laws (Q990380) (← links)
- On subordinated multivariate Gaussian Lévy processes (Q996741) (← links)
- On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
- Bootstrap confidence intervals for tail indices. (Q1128451) (← links)
- An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution (Q1613039) (← links)
- Contaminated variance-mean mixing model (Q1615117) (← links)
- Approximation and simulation of infinite-dimensional Lévy processes (Q1617261) (← links)
- Optimal portfolio selection based on expected shortfall under generalized hyperbolic distribution (Q1627671) (← links)
- Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering (Q1663203) (← links)
- Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
- Conditional distributions of multivariate normal mean-variance mixtures (Q1726830) (← links)
- An algebra of Stein operators (Q1798993) (← links)
- Multi-stock portfolio optimization under prospect theory (Q1938996) (← links)
- K-distributed vector random fields in space and time (Q1950764) (← links)
- Semiparametric Gaussian variance-mean mixtures for heavy-tailed and skewed data (Q1952669) (← links)
- Generalized Post-Widder inversion formula with application to statistics (Q2013063) (← links)
- The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
- Convergence and inference for mixed Poisson random sums (Q2044768) (← links)
- Aumann-Serrano index of risk in portfolio optimization (Q2067257) (← links)
- Bayesian estimation for misclassification rate in linear discriminant analysis (Q2068937) (← links)
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution (Q2078582) (← links)
- Conditions on which cokriging does not do better than kriging (Q2079621) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Stein's method in two limit theorems involving the generalized inverse Gaussian distribution (Q2138227) (← links)
- Global-local mixtures: a unifying framework (Q2206754) (← links)
- Additive logistic processes in option pricing (Q2238772) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- A mixture of coalesced generalized hyperbolic distributions (Q2283312) (← links)
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
