Results 221 to 230 of about 40,778 (262)
Flexible yet Sparse Bayesian Survival Models With Time-Varying Coefficients and Unobserved Heterogeneity. [PDF]
Stat MedKnaus P +3 more
europepmc +1 more source
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Generalized Hyperbolic Secant Distributions
Journal of the American Statistical Association, 1968The two-parameter family of distributions having characteristic functions given by φ(t) = (sech αt)ρ, α > 0 ρ > 0, is introducted and their basic structural properties are derived. Examples of some random variables having this distribution are given and, as an application, the distribution of the geometric mean of the absolute values of Cauchy ...
W. L. Harkness, M. L. Harkness
openaire +3 more sources
Multivariate distribution models with generalized hyperbolic margins
Computational Statistics & Data Analysis, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Schmidt, Rafael +2 more
openaire +3 more sources
Generalized Hyperbolic Laws as Limit Distributions for Random Sums
Theory of Probability & Its Applications, 2014A general theorem is proved stating necessary and sufficient conditions for the convergence of the distributions of sums of a random number of independent identically distributed random variables to one-parameter variance-mean mixtures of normal laws. As a corollary, necessary and sufficient conditions for convergence of the distributions of sums of a ...
openaire +3 more sources
Portfolio optimization under multivariate affine generalized hyperbolic distributions
International Review of Economics & Finance, 2022Chou-Wen Wang +3 more
openaire +3 more sources
$��$-Generalized Hyperbolic Distributions
20155 ...
Klebanov, Lev B., Rachev, Svetlozar T.
openaire +1 more source
Flexible mixture regression with the generalized hyperbolic distribution
Advances in Data Analysis and Classification, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nam-Hwui Kim, Ryan P. Browne
openaire +1 more source
Convolution-invariant subclasses of generalized hyperbolic distributions
Communications in Statistics - Theory and Methods, 2015AbstractIt is rigorously shown that the generalized Laplace distributions and the normal inverse Gaussian distributions are the only subclasses of the generalized hyperbolic distributions that are closed under convolution. The result is obtained by showing that the corresponding two classes of variance mixing distributions—gamma and inverse Gaussian ...
Krzysztof Podgórski, Jonas Wallin
openaire +1 more source
Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution
SIAM Journal on Financial Mathematics, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kwak, Minsuk, Pirvu, Traian A.
openaire +2 more sources
A stein type lemma for the multivariate generalized hyperbolic distribution
European Journal of Operational Research, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Steven Vanduffel, Jing Yao
openaire +3 more sources