A mixture of generalized hyperbolic distributions (English)
- New search for: Browne, Ryan P
- New search for: Browne, Ryan P
- New search for: McNicholas, Paul D
In:
The Canadian journal of statistics
;
43
, 2
; 176-198
;
2015
-
ISSN:
- Article (Journal) / Print
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Title:A mixture of generalized hyperbolic distributions
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Contributors:Browne, Ryan P ( author ) / McNicholas, Paul D
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Published in:The Canadian journal of statistics ; 43, 2 ; 176-198
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Publisher:
- New search for: Wiley
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Place of publication:Hoboken, NJ
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Publication date:2015
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 31.73 / 31.73
- Further information on Basic classification
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Keywords:Mathematical models , mixture models , secondary 62F99 , generalized inverse Gaussian distribution , MSC 2010 , Probability distribution , Estimating techniques , Multivariate analysis , Studies , Primary 62H30 , Inverse problems , Parameter estimation , Generalized hyperbolic distribution , Clustering
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Classification:
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Source:
Table of contents – Volume 43, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 157
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A simple model‐based approach to variable selection in classification and clusteringPartovi Nia, Vahid / Davison, Anthony C. et al. | 2015
- 176
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A mixture of generalized hyperbolic distributionsBrowne, Ryan P. / McNicholas, Paul D. et al. | 2015
- 199
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Volatility prediction based on scheduled macroeconomic announcementsPetralias, Athanassios / Dellaportas, Petros et al. | 2015
- 224
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Prediction with missing data via Bayesian Additive Regression TreesKapelner, Adam / Bleich, Justin et al. | 2015
- 240
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Multiple imputation for the analysis of incomplete compound variablesZhao, Jiwei / Cook, Richard J. / Wu, Changbao et al. | 2015
- 265
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Pseudo‐empirical Bayes estimation of small area means based on James–Stein estimation in linear regression models with functional measurement errorTorkashvand, Elaheh / Jafari Jozani, Mohammad / Torabi, Mahmoud et al. | 2015
- 288
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Variable selection for inhomogeneous spatial point process modelsYue, Yu (Ryan) / Loh, Ji Meng et al. | 2015
- 306
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Estimation of location and scale functionals in nonparametric regression under copula dependent censoringSujica, Aleksandar / van Keilegom, Ingrid et al. | 2015