Generalized normal distribution

Results: 247



#Item
11Estimation theory / Statistical theory / Statistical models / Regression analysis / Probability distributions / Stochastic volatility / Normal distribution / Generalized linear model / Maximum likelihood estimation / Prior probability / Variance / Autoregressive model

Journal of Applied Statistics, Vol. 28, No. 6, 2001, Dynamic paired comparison models with stochastic variances MARK E. GLICKMAN, Boston University, Boston, MA 02215, USA

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Source URL: www.glicko.net

Language: English - Date: 2009-12-24 15:06:38
12Mathematical finance / Options / BlackScholes model / Volatility / State prices / Implied volatility / Stable distribution / Probability distribution / Normal distribution / Risk-neutral measure / Stochastic volatility / ArrowDebreu model

Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Lee† March 26, 2008 Abstract

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Source URL: www.econ.ohio-state.edu

Language: English - Date: 2012-01-12 12:02:17
13Probability distributions / Normal distribution / Statistical theory / Estimation theory / Econometrics / Bootstrapping / T-statistic / Generalized method of moments / Sampling distribution / Skewness / Multivariate normal distribution / Errors and residuals

Christiano FINC 520, Spring 2008 Homework 6, due Thursday, MayConsider the iid Normal stochastic process, {xt } , with Ext = μ and E (xt − μ)2 = σ 2 . Let μl = E (xt − μ)l denote the lth moment about the

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Source URL: faculty.wcas.northwestern.edu

Language: English - Date: 2008-05-17 12:29:25
14Probability distributions / Poisson distribution / Generalized linear model / Normal distribution / Exponential family / Negative binomial distribution / Poisson regression / Overdispersion / Variance / Compound Poisson distribution / Mixed logit

Models of Insurance Claim Counts with Time Dependence Based on Generalization of Poisson and Negative Binomial Distributions by Jean-Philippe Boucher, Michel Denuit, and Montserrat Guillén

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Source URL: www.variancejournal.org

Language: English - Date: 2008-06-30 10:20:05
15Probability distributions / FisherTippettGnedenko theorem / Generalized extreme value distribution / Boris Vladimirovich Gnedenko / L. H. C. Tippett / Normal distribution / Extreme value theory / Stability postulate

Statistics and clustering of extreme space climate events Alexander Ruzmaikin Statistics of Large Numbers: LLN, CLT, Gaussian Distribution

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Source URL: www.spaceclimate.fi

Language: English - Date: 2016-04-02 11:31:09
16Mathematical analysis / Mathematics / Analysis / Probability distributions / Generalized functions / Functional analysis / Actuarial science / Distribution / Copula / Support / Normal distribution

Bounds for the Sum of Dependent Risks and Worst Value-at-Risk with Monotone Marginal Densities R W∗, L P† J Y‡ June 23, 2012 Abstrac

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2012-07-02 12:09:17
17Estimation theory / Statistical theory / Estimator / Bias of an estimator / Variance / Efficient estimator / Minimum-variance unbiased estimator / Efficiency / Normal distribution / Maximum likelihood estimation / Consistent estimator / Generalized least squares

Iterative Maximum Likelihood on Networks Elchanan Mossel∗ and Omer Tamuz† arXiv:0904.4903v2 [math.ST] 4 MayMay 4, 2009

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Source URL: people.hss.caltech.edu

Language: English - Date: 2012-03-08 06:40:05
18Probability distributions / Gamma distribution / Normal distribution / Constructible universe / NC / Hyperprior / Beta distribution / Expectationmaximization algorithm

GENERALIZED GAUSSIAN MARKOV RANDOM FIELD IMAGE RESTORATION USING VARIATIONAL DISTRIBUTION APPROXIMATION S. Derin Babacan† , Rafael Molina‡ , Aggelos K. Katsaggelos† † ‡

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Source URL: decsai.ugr.es

Language: English - Date: 2007-12-28 04:09:02
19Mathematical analysis / Probability / Statistics / Probability distributions / Stable distributions / Generalized functions / Probability theory / Normal distribution / Characteristic function / Distribution / Multivariate normal distribution / Correlation and dependence

June 26, 2001; Remark 2 added August 7, 2002 Discussion of credit risks added Nov. 28, 2002 KENDALL’S TAU FOR ELLIPTICAL DISTRIBUTIONS∗ FILIP LINDSKOG, ALEXANDER MCNEIL, AND UWE SCHMOCK

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Source URL: people.kth.se

Language: English - Date: 2005-03-14 12:22:58
20Mathematical analysis / Mathematics / Statistics / Generalized functions / Distribution / Functional analysis / Normal distribution

Copy or Coincidence? A Model for Detecting Social Influence and Duplication Events Lisa Friedland David Jensen

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Source URL: jmlr.org

Language: English - Date: 2013-08-14 01:36:42
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