Results 31 to 40 of about 812,727 (75)
A survey of tables of probability distributions
, 2005 This article is a survey of the tables of probability distributions published about or after the publication in 1964 of the Handbook of Mathematical Functions, edited by Abramowitz and ...
Kacker, R.; Olkin, I.
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Forecasting and prequential validation for time varying meta-elliptical distributions [PDF]
, 2009 We consider forecasting and prequential (predictive sequential) validation of meta-elliptical distributions with time varying parameters. Using the weak prequential principle of Dawid, we conduct model validation avoiding nuisance parameter problems ...
Nikandrova, Arina, Sancetta, A.
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Symmetric Distributions, Moments and Applications
, 2023 This reprint is focuses on distributions and moments and publish papers on the theory and applications of probability and statistics. Papers include original results of symmetric random walks and their characterization, stochastic processes, stochastic ...
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akilnarayan/induced-distributions: Initial beta release
, 2017 <p>Initial release of induced distribution code:</p> <ul> <li>evaluation of induced distributions (Jacobi, half-line Freud, Freud)</li> <li>evaluation of inverse induced distributions</li> <li>random ...
akilnarayan
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SINGULAR RANDOM MATRIX DECOMPOSITIONS: DISTRIBUTIONS. [PDF]
Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to the Hausdorff measure, the distributions of several matrices associated to QR, modified QR, SV and Polar decompositions of matrix Y are determined, for ...
Graciela González-Farías +1 more
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Note on y-truncation: a simple approach to generating bounded distributions for environmental applications [PDF]
, 2007 It may sometimes be desirable to introduce bounds into probability distributions to formalise the presence of upper or lower physical limits to data to which the distribution has been applied.
Bardsley, W. Earl
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Return distributions in finance /
, 2001 Quantitative methods have revolutionised the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking. One of the original contributions in this area is
Knight, John L., Satchell, S.(Stephen)
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An alternative model for multivariate stable distributions [PDF]
, 2009 Includes bibliographical references (leaves 52-55).As the title, "An Alternative Model for Multivariate Stable Distributions", depicts, this thesis draws from the methodology of [J36] and derives an alternative to the sub-Gaussian alpha-stable ...
Jama, Siphamandla
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Firm Size Distributions : An overview of steady-state distributions resulting from firm dynamics models [PDF]
Empirical firm size distributions are the cumulated result of underlying firm dynamics involving entry of new firms and growth, decline, and exits of incumbent firms. In this improved version of the research report "Firm size distributions" (H200306), we
Gerrit de Wit
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A Guide to the Dagum Distributions [PDF]
In a series of papers in the 1970s, Camilo Dagum proposed several variants of a new model for the size distribution of personal income. This Chapter traces the genesis of the Dagum distributions in applied economics and points out parallel developments ...
Christian Kleiber
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