Pages that link to "Item:Q2457260"
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The following pages link to Tailweight, quantiles and kurtosis: A study of competing distributions (Q2457260):
Displaying 10 items.
- On the relationship between the generalized Student \(t\)-distribution and the variance gamma distribution in statistical analysis of random-size samples (Q1761082) (← links)
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
- A new skew generalization of the normal distribution: properties and applications (Q2445657) (← links)
- Duality between matrix variate \(t\) and matrix variate V.G. distributions (Q2507766) (← links)
- Tail dependence and skew distributions (Q3169211) (← links)
- Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling (Q5161220) (← links)
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)
- Karl Pearson and the origin of kurtosis (Q6573829) (← links)
- Stationary-increment variance-gamma and \(t\) models: simulation and parameter estimation (Q6574223) (← links)
- Modelling and estimation for bivariate financial returns (Q6574879) (← links)
