Pages that link to "Item:Q512352"

The following pages link to On the distribution of the product of correlated normal random variables (Q512352):

Displaying 29 items.

• Law of multiplicative error and its generalization to the correlated observations represented by the \(q\)-product (Q280674) (← links)
• Products of independent, normally attracted random variables (Q1092503) (← links)
• Fast symmetric additive covariance smoothing (Q1662117) (← links)
• On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
• On a class of symmetric distributions associated with the product of two correlated \(t\) variables (Q2511750) (← links)
• An approach to distribution of the product of two normal variables (Q2870844) (← links)
• Algorithm AS 251: Multivariate Normal Probability Integrals with Product Correlation Structure (Q3201353) (← links)
• Percentage points of the product of two correlated t varlates (Q3753306) (← links)
• The quotient of two correlated normal variables with applications (Q4844138) (← links)
• An algorithm to compute the cdf of the product of two normal random variables (Q4844141) (← links)
• Stein’s method and the distribution of the product of zero mean correlated normal random variables (Q5079037) (← links)
• Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications (Q5085215) (← links)
• A non–stationary non–Gaussian hedonic spatial model for house selling prices (Q5866130) (← links)
• The skewness and kurtosis of the product of two normally distributed random variables (Q5875200) (← links)
• A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations (Q5877643) (← links)
• On the distribution-tail behaviour of the product of normal random variables (Q6062416) (← links)
• The basic distributional theory for the product of zero mean correlated normal random variables (Q6068049) (← links)
• Subset simulation for probabilistic computer models (Q6072735) (← links)
• The variance-gamma ratio distribution (Q6081754) (← links)
• Identifying the distribution of linear combinations of gamma random variables via Stein’s method (Q6106182) (← links)
• Supervised portfolios (Q6158392) (← links)
• A note on the distribution of the product of zero‐mean correlated normal random variables (Q6187974) (← links)
• Genome-wide search algorithms for identifying dynamic gene co-expression via Bayesian variable selection (Q6560563) (← links)
• Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity (Q6576885) (← links)
• The distribution of the product of independent variance-gamma random variables (Q6614326) (← links)
• Absolute moments of the variance-gamma distribution (Q6640883) (← links)
• Nonlinear scenario-based model predictive control for quadrotors with bidirectional thrust (Q6646989) (← links)
• A Stein characterisation of the distribution of the product of correlated normal random variables (Q6650755) (← links)
• On the cumulative distribution function of the variance-gamma distribution (Q6666580) (← links)