Results 191 to 200 of about 2,075 (203)

Nonparametric Risk Management With Generalized Hyperbolic Distributions

Journal of the American Statistical Association, 2008
Wolfgang Karl Härdle, Seok-Oh Jeong
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Generalized Hyperbolic Laws as Limit Distributions for Random Sums

Theory of Probability and Its Applications, 2014
V Yu Korolev
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Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data

Computational Statistics and Data Analysis, 2019
Paul Mcnicholas
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Subspace clustering for the finite mixture of generalized hyperbolic distributions

Advances in Data Analysis and Classification, 2018
Nam-Hwui Kim, Ryan Browne
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Multivariate distribution models with generalized hyperbolic margins

Computational Statistics and Data Analysis, 2006
Rafael Schmidt, Tomáš Hrycej
exaly  

On random variate generation for the generalized hyperbolic secant distributions

Statistics and Computing, 1993
Luc Devroye, Devroye Luc
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Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions

Statistics and Computing, 2018
Darren Wraith, Mohsen Maleki, Reinaldo B Arellano-Valle   +2 more
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The Simulation of Generalized Inverse Gaussian and Hyperbolic Random Variables

SIAM Journal on Scientific and Statistical Computing, 1982
A C Atkinson
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Bayesian blind separation of generalized hyperbolic processes in noisy and underdeterminate mixtures

IEEE Transactions on Signal Processing, 2006
J Idier
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EM-based maximum likelihood parameter estimation for multivariate generalized hyperbolic distributions with fixed  

Statistics and Computing, 2004
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