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  • Search: person:"Vivo, Juana-María"
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Subject
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Failure rate 2 Aktienindex 1 Capital income 1 EM algorithm 1 Estimation theory 1 Evolutionary algorithm 1 Evolutionärer Algorithmus 1 Financial market 1 Finanzmarkt 1 Fisher information matrix 1 Generalized mixture 1 Kapitaleinkommen 1 Marshall–Olkin copula 1 Mathematical programming 1 Mathematische Optimierung 1 Maximum likelihood estimator 1 Mixture model 1 Reliability 1 SMI returns 1 Schätztheorie 1 Simulation 1 Stock index 1 Two-component mixture 1 Weibull distribution 1 distribution models 1 financial market index 1 genetic algorithms 1 goodness-of-fit 1
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Undetermined 6
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Article 6
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 5 English 1
Author
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Franco, Manuel 6 Vivo, Juana-María 5 Kundu, Debasis 2 Balakrishnan, Narayanaswamy 1 Vivo, Juana-Maria 1
Published in...
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Computational Statistics & Data Analysis 1 Journal of Multivariate Analysis 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The European journal of finance 1
Source
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RePEc 5 ECONIS (ZBW) 1
Showing 1 - 6 of 6
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Genetic algorithms for parameter estimation in modelling of index returns
Franco, Manuel; Vivo, Juana-María - In: The European journal of finance 24 (2018) 13, pp. 1088-1099
Persistent link: https://www.econbiz.de/10012258872
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Multivariate distributions with proportional reversed hazard marginals
Kundu, Debasis; Franco, Manuel; Vivo, Juana-Maria - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 98-112
Several univariate proportional reversed hazard models have been proposed in the literature. Recently, Kundu and Gupta (2010) proposed a class of bivariate models with proportional reversed hazard marginals. It is observed that the proposed bivariate proportional reversed hazard models have a...
Persistent link: https://www.econbiz.de/10010871446
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Generalized mixtures of Weibull components
Franco, Manuel; Balakrishnan, Narayanaswamy; Kundu, Debasis - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 3, pp. 515-535
Weibull mixtures have been used extensively in reliability and survival analysis, and they have also been generalized by allowing negative mixing weights, which arise naturally under the formation of some structures of reliability systems. These models provide flexible distributions for modeling...
Persistent link: https://www.econbiz.de/10010994278
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A multivariate extension of Sarhan and Balakrishnan's bivariate distribution and its ageing and dependence properties
Franco, Manuel; Vivo, Juana-María - In: Journal of Multivariate Analysis 101 (2010) 3, pp. 491-499
A new class of bivariate distributions (NBD) was recently introduced by Sarhan and Balakrishnan [A.M. Sarhan, N. Balakrishnan, A new class of bivariate distributions and its mixture, J. Multivariate Anal. 98 (2007) 1508-1527]. In this note, we give the joint survival function of a multivariate...
Persistent link: https://www.econbiz.de/10008550966
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Constraints for generalized mixtures of Weibull distributions with a common shape parameter
Franco, Manuel; Vivo, Juana-María - In: Statistics & Probability Letters 79 (2009) 15, pp. 1724-1730
Weibull mixtures have been widely used in many applications, and they can be generalized by allowing negative mixing weights. In this note, we investigate constraints on the mixing weights and parameters of components under which the generalized mixture of Weibull distributions is a valid...
Persistent link: https://www.econbiz.de/10005023189
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Letter to the Editor
Franco, Manuel; Vivo, Juana-María - In: Statistical Papers 49 (2008) 4, pp. 797-798
Persistent link: https://www.econbiz.de/10008533825
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