Results 21 to 30 of about 177,625 (277)
A Stein characterisation of the generalized hyperbolic distribution [PDF]
, 2017 The generalized hyperbolic (GH) distributions form a five parameter family of probability distributions that includes many standard distributions as special or limiting cases, such as the generalized inverse Gaussian distribution, Student's $t ...
Barbour +27 more
core +3 more sources
Mathematics, 2023 This paper reports our findings on the return dynamics of Bitcoin and Ethereum using high-frequency data (minute-by-minute observations) from 2015 to 2022 for Bitcoin and from 2016 to 2022 for Ethereum. The main objective of modeling these two series was
José Antonio Núñez-Mora +2 more
doaj +1 more source
Measurement of dispersion of PM 2.5 in Thailand using confidence intervals for the coefficient of variation of an inverse Gaussian distribution [PDF]
PeerJ, 2022 Air pollution is a growing concern for the general public in Thailand with PM 2.5 (particulate matter ≤ 2.5 µm) having the greatest impact on health. The inverse Gaussian (IG) distribution is used for examining the frequency of high concentration events ...
Wasana Chankham +2 more
doaj +2 more sources
Austrian Journal of Statistics, 2016 Recently, a generalization of the Pearson differential equation has appeared in the literature, from which a vast majority of continuous probability density functions (pdf’s) can be generated, known as the generalized Pearson system of continuous ...
Mohammad Shakil +2 more
doaj +1 more source
The New Odd Log-Logistic Generalized Inverse Gaussian Regression Model
Journal of Probability and Statistics, 2019 We define a new four-parameter model called the odd log-logistic generalized inverse Gaussian distribution which extends the generalized inverse Gaussian and inverse Gaussian distributions. We obtain some structural properties of the new distribution. We
Julio Cezar Souza Vasconcelos +3 more
doaj +1 more source
Risks, 2021 This article presents the Exponential–Generalized Inverse Gaussian regression model with varying dispersion and shape. The EGIG is a general distribution family which, under the adopted modelling framework, can provide the appropriate level of ...
George Tzougas, Himchan Jeong
doaj +1 more source
Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses [PDF]
, 2013 We investigate the relationship between the structure of a discrete graphical model and the support of the inverse of a generalized covariance matrix. We show that for certain graph structures, the support of the inverse covariance matrix of indicator ...
Loh, Po-Ling, Wainwright, Martin J.
core +3 more sources
AnRPackage for a General Class of Inverse Gaussian Distributions [PDF]
Journal of Statistical Software, 2008 The inverse Gaussian distribution is a positively skewed probability model that has received great attention in the last 20 years. Recently, a family that generalizes this model called inverse Gaussian type distributions has been developed. The new R package named ig has been designed to analyze data from inverse Gaussian type distributions.
Leiva, Victor +2 more
openaire +5 more sources
Superstatistical generalisations of Wishart-Laguerre ensembles of random matrices [PDF]
, 2008 Using Beck and Cohen's superstatistics, we introduce in a systematic way a family of generalized Wishart–Laguerre ensembles of random matrices with Dyson index β = 1, 2 and 4. The entries of the data matrix are Gaussian random variables whose variances η
Abul-Magd, AY, Akemann, G, Vivo, P
core +2 more sources
Limit Shape of the Generalized Inverse Gaussian-Poisson Distribution
, 2023 39 pages, 4 ...
Bogachev, Leonid V. +2 more
openaire +2 more sources