Results 111 to 120 of about 946,554 (172)

An Approximate Tolerance Interval for the Size-Biased Poisson-Lindley Random Variable [PDF]

open access: yesJournal of Statistical Sciences, 2017
Azadeh Kiapour, Mehran Naghizadeh Qomi
openaire   +1 more source

Bayesian estimation of the parameters of the ARCH and GARCH models using lindley`s approximation

open access: yes, 2020
Autoregressive conditionally heteroscedastic (ARCH) and Generalised ARCH (GARCH) models are used to analyze empirical financial data and capture various stylized facts in financial econometrics. The procedure that is most commonly used for estimating the unknown parameters of ARCH and GARCH model is the maximum likelihood estimation (MLE) method.
openaire   +1 more source

Systemic Risk and Hedge Funds [PDF]

open access: yes
Systemic risk is commonly used to describe the possibility of a series of correlated defaults among financial institutions---typically banks---that occur over a short period of time, often caused by a single major event.
Andrew W. Lo   +3 more
core  

Some Examples of Anicillary Statistics and their Properties [PDF]

open access: yes, 1979
1 online resource (PDF, 34 ...
Buehler, Robert J.
core  

Accurate Approximations for Posterior Moments and Marginals [PDF]

open access: yes, 1983
1 online resource (PDF, 72 ...
Kadane, Joseph B., Tierney, Luke
core  

The Use of Asymptotic Expansions and Other Approximation Methods in Reliability [PDF]

open access: yes
In this work some asymptotic and other approximate methods for obtaining interval estimates for system reliability from binomial and/or exponential subsystem test data have been developed.
Abdel-Wahid, A.-R. A.-R.
core  

Bayesian Estimation for Exponentiated Weibull Distribution using Lindleys Approximation on Record Data

open access: yesInternational Research Journal of Modernization in Engineering Technology and Science, 2023
openaire   +1 more source

Bayesian Analysis of Three-Parameter Frechet Distribution with Medical Applications. [PDF]

open access: yesComput Math Methods Med, 2019
Abbas K   +11 more
europepmc   +1 more source

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