Elliptical distribution

Results: 16



#Item
11Statistical inference / M-estimators / Statistical models / Normal distribution / Consistent estimator / Efficient estimator / Maximum likelihood / Estimator / Parametric model / Statistics / Estimation theory / Statistical theory

Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions Yanyuan M A, Marc G. G ENTON, and Anastasios A. T SIATIS We consider a class of generalized skew-normal distributions that is usef

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Source URL: www.stat.tamu.edu

Language: English - Date: 2008-05-28 10:46:19
12Normal distribution / Multivariate normal distribution / Skew normal distribution / Skewness / Univariate / Cumulative distribution function / Cauchy distribution / Elliptical distribution / Multivariate stable distribution / Statistics / Probability and statistics / Probability theory

 Board of the Foundation of the Scandinavian Journal of Statistics[removed]Published by Blackwell Publishing Ltd, 9600 Garsington Road, Oxford OX4 2DQ, UK and 350 Main Street, Malden, MA 02148, USA Vol 31: 459–468, 2004

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Source URL: www.stat.tamu.edu

Language: English - Date: 2008-05-28 10:46:25
13Data analysis / Multivariate normal distribution / Multivariate random variable / Covariance matrix / Variance / Elliptical distribution / Chi-squared distribution / Errors and residuals in statistics / Estimation of covariance matrices / Statistics / Normal distribution / Probability theory

C ONTRIBUTED R ESEARCH A RTICLES 129 On Sampling from the Multivariate t Distribution

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Source URL: journal.r-project.org

Language: English - Date: 2014-01-10 18:20:02
14Normal distribution / Multivariate statistics / Actuarial science / Multivariate normal distribution / Copula / Moment / Skewness / Elliptical distribution / Joint probability distribution / Statistics / Mathematical analysis / Probability theory

Microsoft Word - cover_page.docx

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Source URL: www.efm.bris.ac.uk

Language: English - Date: 2012-02-17 10:07:06
15Elliptical distribution / Normal distribution / Multivariate normal distribution / Cumulative distribution function / Cauchy distribution / Joint probability distribution / Multivariate random variable / Coherent risk measure / Characteristic function / Statistics / Probability theory / Probability and statistics

TAIL CONDITIONAL EXPECTATIONS DISTRIBUTIONS

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Source URL: math.illinoisstate.edu

Language: English - Date: 2011-02-26 22:05:07
16Generalized functions / Symbol / Characteristic function / Log-normal distribution / Support / Distribution / XT / Mathematical analysis / Normal distribution / Measure theory

The Iterated Tail Conditional Expectation for the Log-Elliptical Loss Process∗† Emiliano A. Valdez, PhD, FSA, FIAA

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Source URL: www.asb.unsw.edu.au

Language: English - Date: 2010-03-18 00:30:34
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