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A review of Student's t distribution and its generalizations
Li, Rui; Nadarajah, Saralees - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1461-1490
Persistent link: https://www.econbiz.de/10012219612
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A review of generalized hyperbolic distributions
Jiang, Xiao; Nadarajah, Saralees; Hitchen, Thomas - In: Computational economics 64 (2024) 1, pp. 595-624
Persistent link: https://www.econbiz.de/10015078050
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Large deviations for risk measures in finite mixture models
Bignozzi, Valeria; Macci, Claudio; Petrella, Lea - In: Insurance / Mathematics & economics 80 (2018), pp. 84-92
Persistent link: https://www.econbiz.de/10011872915
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Generalized moment-independent importance measures based on Minkowski distance
Zhai, Qingqing; Yang, Jun; Xie, Min; Zhao, Yu - In: European Journal of Operational Research 239 (2014) 2, pp. 449-455
importance measure and quantile based MD importance measure. Some properties of the proposed MD importance measures are …
Persistent link: https://www.econbiz.de/10011097713
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Joint cumulative distribution functions for Dempster–Shafer belief structures using copulas
Yager, Ronald R. - In: Fuzzy optimization and decision making : a journal of … 12 (2013) 4, pp. 393-414
Persistent link: https://www.econbiz.de/10010232672
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Der Einfluss von Häufigkeitsformaten auf die Messung von subjektiven Wahrscheinlichkeiten
Beuer-Krüssel, Mandy; Krumpal, Ivar - In: Methoden, Daten, Analysen : mda ; Zeitschrift für … 3 (2009) 1, pp. 31-57
Persistent link: https://www.econbiz.de/10003852981
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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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Change of time and change of measure
Barndorff-Nielsen, Ole E.; Širjaev, Alʹbert N. - 2010
Persistent link: https://www.econbiz.de/10009237173
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A Simple Derivation and Classification of Common Probability Distributions Based on Information Symmetry and Measurement Scale
Frank, Steven A. - 2011
invariance and measurement scale. Our framework relates the different continuous probability distributions through the variations … in measurement scale that change each family of maximum entropy distributions into a distinct family …
Persistent link: https://www.econbiz.de/10013117531
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Distributional Properties of Means of Random Probability Measures
Pruenster, Igor - 2009
The present paper provides a review of the results concerning distributional properties of means of random probability measures. Our interest in this topic has originated from inferential problems in Bayesian Nonparametrics. Nonetheless, it is worth noting that these random quantities lay an...
Persistent link: https://www.econbiz.de/10013153000