Pages that link to "Item:Q4541722"
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The following pages link to Properties of doubly-truncated gamma variables (Q4541722):
Displaying 15 items.
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Generalising the drift rate distribution for linear ballistic accumulators (Q901240) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Scheduled service network design with quality targets and stochastic travel times (Q2028837) (← links)
- Data-driven portmanteau tests for time series (Q2084715) (← links)
- Modeling the cryptocurrency return distribution via Laplace scale mixtures (Q2165655) (← links)
- Moments of truncated normal/independent distributions (Q2392697) (← links)
- A new double truncated generalized gamma model with some applications (Q2666422) (← links)
- The multivariate tail-inflated normal distribution and its application in finance (Q5033962) (← links)
- Practical Methods for Bounding Type I Error Rate with an Internal Pilot Design (Q5421564) (← links)
- (Q5863694) (← links)
- Likelihood landscape and maximum likelihood estimation for the discrete orbit recovery model (Q6049741) (← links)
- A simple portmanteau test with data-driven truncation point (Q6567422) (← links)
- A truncated matrix variate gamma distribution (Q6568876) (← links)
- Multiple scaled symmetric distributions in allometric studies (Q6637092) (← links)