Works matching DE "INVERSE Gaussian distribution"
Results: 302
Homogenization of Elastic Properties of Short Fiber Reinforced Composites Based on Discrete Microstructure Data.
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- PAMM: Proceedings in Applied Mathematics & Mechanics, 2013, v. 13, n. 1, p. 269, doi. 10.1002/pamm.201310130
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- Article
Statistical Models for Fading and Shadowed Fading Channels in Wireless Systems: A Pedagogical Perspective.
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- Wireless Personal Communications, 2011, v. 60, n. 2, p. 191, doi. 10.1007/s11277-010-9938-2
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- Article
On Robust Algorithm for Finding Maximum Likelihood Estimation of the Generalized Inverse Gaussian Distribution*.
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- Journal of Mathematical Sciences, 2016, v. 218, n. 3, p. 354, doi. 10.1007/s10958-016-3035-3
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- Article
ON THE POWER OF GINI INDEX-BASED GOODNESS-OF-FIT TEST FOR THE INVERSE GAUSSIAN DISTRIBUTION.
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- Journal of Mahani Mathematical Research Center, 2025, v. 14, n. 1, p. 1, doi. 10.22103/jmmr.2023.22215.1513
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- Article
Local Duality of Nonlinear Semidefinite Programming.
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- Mathematics of Operations Research, 2009, v. 34, n. 1, p. 124, doi. 10.1287/moor.1080.0315
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- Article
A SIMULATION STUDY TO COMPARE SEVERAL ESTIMATORS FOR SCALE PARAMETER OF INVERSE GAUSSIAN DISTRIBUTION.
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- International Journal of Agricultural & Statistical Sciences, 2020, v. 16, p. 2007
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- Article
Density estimation using inverse and reciprocal inverse Gaussian kernels.
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- Journal of Nonparametric Statistics, 2004, v. 16, n. 1/2, p. 217, doi. 10.1080/10485250310001624819
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- Article
On the classification error rates in terms of semivariograms for Gaussian universal kriging models.
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- Lithuanian Journal of Statistics / Lietuvos Statistikos Darbai, 2021, v. 60, p. 1, doi. 10.15388/LJS.2021.26442
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- Article
A Bayesian Multiresolution Approach for Noise Removal in Medical Magnetic Resonance Images.
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- Journal of Intelligent Systems, 2020, v. 29, n. 1, p. 189, doi. 10.1515/jisys-2017-0402
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- Article
Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models.
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- Quantitative Finance, 2022, v. 22, n. 4, p. 675, doi. 10.1080/14697688.2021.1998585
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- Article
Marginal consistent dependence modelling using weak subordination for Brownian motions.
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- Quantitative Finance, 2018, v. 18, n. 11, p. 1909, doi. 10.1080/14697688.2018.1439182
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- Article
A note on “Modelling exchange rate returns: which flexible distribution to use?”.
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- Quantitative Finance, 2015, v. 15, n. 11, p. 1777, doi. 10.1080/14697688.2015.1032997
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- Article
Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation.
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- Quantitative Finance, 2013, v. 13, n. 6, p. 919, doi. 10.1080/14697688.2012.696678
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- Article
Modeling the distribution of day-ahead electricity returns: a comparison.
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- Quantitative Finance, 2012, v. 12, n. 12, p. 1935, doi. 10.1080/14697688.2010.502540
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- Article
Comparing alternative Levy base correlation models for pricing and hedging CDO tranches.
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- Quantitative Finance, 2011, v. 11, n. 5, p. 763, doi. 10.1080/14697688.2010.535840
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- Article
Nonuniformity in the linear network model of the oculomotor integrator produces approximately fractional-order dynamics and more realistic neuron behavior.
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- Biological Cybernetics, 1998, v. 79, n. 5, p. 377, doi. 10.1007/s004220050487
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- Article
Modeling neural activity using the generalized inverse Gaussian distribution.
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- Biological Cybernetics, 1997, v. 77, n. 4, p. 289, doi. 10.1007/s004220050390
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- Article
Wavelet Bayesian Block Shrinkage via Mixtures of Normal-Inverse Gamma Priors.
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- Journal of Computational & Graphical Statistics, 2004, v. 13, n. 2, p. 383, doi. 10.1198/1061860043461
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- Article
The NIG-S&ARCH model: a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model.
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- Econometrics Journal, 2001, v. 4, n. 2, p. 319, doi. 10.1111/1368-423X.00070
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- Article
Moment-Implied Densities: Properties and Applications.
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- Journal of Business & Economic Statistics, 2014, v. 32, n. 1, p. 88, doi. 10.1080/07350015.2013.847842
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- Article
EMPIRICAL PERFORMANCE OF GARCH MODELS WITH HEAVY‐TAILED INNOVATIONS.
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- Bulletin of Economic Research, 2019, v. 71, n. 3, p. 359, doi. 10.1111/boer.12186
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- Article
A conditional heteroscedastic VaR approach with alternative distributions.
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- EconoQuantum, 2020, v. 17, n. 2, p. 81, doi. 10.18381/eq.v17i2.7125
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- Article
The Distribution of Commodity Futures: A Test of the Generalized Hyperbolic Process.
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- Applied Economics, 2024, v. 56, n. 15, p. 1763, doi. 10.1080/00036846.2023.2177598
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- Article
Racial and ethnic disparities in COVID-19 hospital cost of care.
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- PLoS ONE, 2024, v. 19, n. 10, p. 1, doi. 10.1371/journal.pone.0309159
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- Article
Developing Bayesian EWMA chart for change detection in the shape parameter of Inverse Gaussian process.
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- PLoS ONE, 2024, v. 19, n. 5, p. 1, doi. 10.1371/journal.pone.0301259
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- Article
Approximate up-scaling of geo-spatial variables applied to deep foundation design.
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- Georisk: Assessment & Management of Risk for Engineered Systems & Geohazards, 2011, v. 5, n. 3/4, p. 163, doi. 10.1080/17499518.2010.546266
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- Article
Why do Most Firms Die Young?
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- Small Business Economics, 2006, v. 26, n. 2, p. 103, doi. 10.1007/s11187-004-7813-9
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- Article
Optimal Design Approach to GMM Estimation of Parameters Based on Empirical Transforms.
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- International Statistical Review, 2008, v. 76, n. 3, p. 387, doi. 10.1111/j.1751-5823.2008.00055.x
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- Article
New bounds for the solution and derivatives of the Stein equation for the generalized inverse Gaussian and Kummer distributions.
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- Bulletin of the Belgian Mathematical Society - Simon Stevin, 2022, v. 28, n. 3, p. 459, doi. 10.36045/j.bbms.200504
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- Article
RUIN THEORY.
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- 1993
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- Abstract
Evidence synthesis through a degradation model applied to myocardial infarction.
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- Lifetime Data Analysis, 2013, v. 19, n. 1, p. 1, doi. 10.1007/s10985-012-9227-3
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- Article
Slepian noise approach for gaussian and Laplace moving average processes.
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- Extremes, 2015, v. 18, n. 4, p. 665, doi. 10.1007/s10687-015-0227-z
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- Article
Discriminating among inverse Weibull, lognormal, and inverse Gaussian distributions.
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- Quality & Reliability Engineering International, 2024, v. 40, n. 4, p. 1698, doi. 10.1002/qre.3484
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- Article
Optimum degradation test sampling plan for the Wiener process.
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- Quality & Reliability Engineering International, 2023, v. 39, n. 1, p. 268, doi. 10.1002/qre.3236
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- Article
Interval estimation for inverse Gaussian distribution.
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- Quality & Reliability Engineering International, 2021, v. 37, n. 5, p. 2263, doi. 10.1002/qre.2856
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- Article
A class of generalized Birnbaum‐Saunders distributions for reliability modeling.
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- Quality & Reliability Engineering International, 2021, v. 37, n. 5, p. 1772, doi. 10.1002/qre.2826
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- Article
Inverse Gaussian process model with frailty term in reliability analysis.
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- Quality & Reliability Engineering International, 2021, v. 37, n. 2, p. 763, doi. 10.1002/qre.2762
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- Article
Bias-Corrected Maximum Likelihood Estimation and Bayesian Inference for the Process Performance Index Using Inverse Gaussian Distribution.
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- Stats, 2022, v. 5, n. 4, p. 1079, doi. 10.3390/stats5040064
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- Article
Multivariate Threshold Regression Models with Cure Rates: Identification and Estimation in the Presence of the Esscher Property.
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- Stats, 2022, v. 5, n. 1, p. 172, doi. 10.3390/stats5010012
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- Article
Increments of Normal Inverse Gaussian Process as Logarithmic Returns of Stock Price.
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- Information Technology & Management Science, 2018, v. 21, p. 93, doi. 10.7250/itms-2018-0015
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- Article
Estimation of Reliability through the Wiener Degradation Process Based on the Genetic Algorithm to Estimating Parameters.
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- Journal of Economics & Administrative Sciences, 2022, v. 28, n. 133, p. 55, doi. 10.33095/jeas.v28i133.2349
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- Article
Drift-diffusion explains response variability and capacity for tracking objects.
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- Scientific Reports, 2019, v. 9, n. 1, p. N.PAG, doi. 10.1038/s41598-019-47624-4
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- Article
Unveiling patterns and trends in research on cumulative damage models for statistical and reliability analyses: Bibliometric and thematic explorations with data analytics.
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- Chilean Journal of Statistics (ChJS), 2024, v. 15, n. 1, p. 81, doi. 10.32372/ChJS.15-01-05
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- Article
MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS.
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- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 2, p. N.PAG, doi. 10.1142/S0219024918500589
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- Article
OPTIMALITY OF PAYOFFS IN LÉVY MODELS.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 6, p. 1, doi. 10.1142/S0219024914500411
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- Article
CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 4, p. 1, doi. 10.1142/S021902491450023X
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- Article
Manual Choice Reaction Times in the Rate-Domain.
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- Frontiers in Human Neuroscience, 2014, v. 8, p. 1, doi. 10.3389/fnhum.2014.00418
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- Article
Generalized Zero-Adjusted Models to Predict Medical Expenditures.
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- Computational Intelligence & Neuroscience, 2021, p. 1, doi. 10.1155/2021/5874275
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- Article
MULTIFRACTALITY OF PRODUCTS OF GEOMETRIC ORNSTEIN—UHLENBECK-TYPE PROCESSES.
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- Advances in Applied Probability, 2008, v. 40, n. 4, p. 1129, doi. 10.1239/aap/1231340167
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- Article
Weighted Lindley multiplicative regression frailty models under random censored data.
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- Computational & Applied Mathematics, 2021, v. 40, n. 8, p. 1, doi. 10.1007/s40314-021-01666-5
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- Article