Generalized normal distribution

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111Syst. Biol. 59(1):9–26, 2010 c The Author(s[removed]Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oxfor

Syst. Biol. 59(1):9–26, 2010 c The Author(s[removed]Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oxfor

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Source URL: biology.ucr.edu

Language: English - Date: 2009-12-15 13:59:57
112C:��_STM_BOOKS_KALLEN_BINDEX_13�DEX.dvi

C:_STM_BOOKS_KALLEN_BINDEX_13DEX.dvi

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Source URL: media.wiley.com

Language: English - Date: 2013-08-26 16:18:24
113The Statistics of Sharpe Ratios Andrew W. Lo The building blocks of the Sharpe ratio—expected returns and volatilities— are unknown quantities that must be estimated statistically and are, therefore, subject to estim

The Statistics of Sharpe Ratios Andrew W. Lo The building blocks of the Sharpe ratio—expected returns and volatilities— are unknown quantities that must be estimated statistically and are, therefore, subject to estim

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Source URL: edge-fund.com

Language: English - Date: 2005-10-27 17:23:24
114Inference with Multivariate Heavy-Tails in Linear Models Danny Bickson and Carlos Guestrin Machine Learning Department Carnegie Mellon University Pittsburgh, PA 15213

Inference with Multivariate Heavy-Tails in Linear Models Danny Bickson and Carlos Guestrin Machine Learning Department Carnegie Mellon University Pittsburgh, PA 15213

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Source URL: www.select.cs.cmu.edu

Language: English - Date: 2010-12-01 15:06:59
115arXiv:cond-mat/9905305v1 [cond-mat.stat-mech] 20 May[removed]Scaling of the distribution of fluctuations of financial market indices Parameswaran Gopikrishnan1 , Vasiliki Plerou1,2 , Lu´ıs A. Nunes Amaral1 , Martin Meyer

arXiv:cond-mat/9905305v1 [cond-mat.stat-mech] 20 May[removed]Scaling of the distribution of fluctuations of financial market indices Parameswaran Gopikrishnan1 , Vasiliki Plerou1,2 , Lu´ıs A. Nunes Amaral1 , Martin Meyer

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Source URL: arxiv.org

Language: English - Date: 2008-02-01 04:54:26
116Conditional Inference Functions for Mixed-Effects Models with Unspecified Random-Effects Distribution Annie Qu Joint Work with Peng Wang and Cindy Tsai Department of Statistics

Conditional Inference Functions for Mixed-Effects Models with Unspecified Random-Effects Distribution Annie Qu Joint Work with Peng Wang and Cindy Tsai Department of Statistics

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2011-06-28 11:06:21
117The Statistics of Sharpe Ratios Andrew W. Lo The building blocks of the Sharpe ratio—expected returns and volatilities— are unknown quantities that must be estimated statistically and are, therefore, subject to estim

The Statistics of Sharpe Ratios Andrew W. Lo The building blocks of the Sharpe ratio—expected returns and volatilities— are unknown quantities that must be estimated statistically and are, therefore, subject to estim

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Source URL: w.edge-fund.com

Language: English - Date: 2005-10-27 17:23:24
118Quantile Report Glencoe/McGraw-Hill DATE: Tuesday, January 19, 2010 CONTACT: Kanista Zuniga – Agreement EMAIL: [removed] PHONE: [removed]

Quantile Report Glencoe/McGraw-Hill DATE: Tuesday, January 19, 2010 CONTACT: Kanista Zuniga – Agreement EMAIL: [removed] PHONE: [removed]

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Source URL: wvde.state.wv.us

Language: English - Date: 2010-03-19 15:15:08
119Idescat. SORT. Modelling consumer credit risk via survival analysis. Volume 33 (1)

Idescat. SORT. Modelling consumer credit risk via survival analysis. Volume 33 (1)

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Source URL: www.idescat.cat

Language: English - Date: 2010-11-29 02:39:04
120Appendix for When Variance Risk Has Two Prices: Evidence from the Equity and Option Markets Aytek Malkhozovy  Laurent Barras

Appendix for When Variance Risk Has Two Prices: Evidence from the Equity and Option Markets Aytek Malkhozovy Laurent Barras

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Source URL: www.systemicrisk.ac.uk

Language: English - Date: 2014-10-13 12:24:31