The following pages link to (Q5392722):
Displaying 12 items.
- The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns (Q894875) (← links)
- Objective prior for the number of degrees of freedom of a \(t\) distribution (Q899016) (← links)
- Gram-Charlier-like expansions of power-raised hyperbolic secant laws (Q1640959) (← links)
- A Bayesian regression model for the non-standardized \(t\) distribution with location, scale and degrees of freedom parameters (Q2091337) (← links)
- Dimension-wise scaled normal mixtures with application to finance and biometry (Q2146462) (← links)
- Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations (Q2398080) (← links)
- (Q3101680) (← links)
- An Objective Bayesian Criterion to Determine Model Prior Probabilities (Q3460655) (← links)
- (Q4220574) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns (Q5079250) (← links)
- Parsimonious mixtures for the analysis of tensor-variate data (Q6063148) (← links)
