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Subject
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Incomplete beta function 3 Beta function 2 Probability theory 2 Theorie 2 Theory 2 Wahrscheinlichkeitsrechnung 2 Analysis of variance 1 Bank lending 1 Basel Accord 1 Basler Akkord 1 Bayesian inference 1 Bergbau 1 Bitcoin 1 Blockchain 1 Conditional Beta Function 1 Conjugate prior 1 Credit risk 1 Cumulative distribution function 1 Expected Shortfall 1 Extended beta function 1 Extended gamma function 1 Extended matrix variate beta distribution 1 Gamma distribution 1 Gamma function 1 Gauss hypergeometric function 1 Generalized beta-prime distribution 1 Income distribution 1 Insolvency 1 Insolvenz 1 Jefferys prior 1 Kreditgeschäft 1 Kreditrisiko 1 Lorenz curve 1 Loss 1 Loss Given Default 1 Matrix argument 1 Meijer’s G-function 1 Mining 1 Monte Carlo Simulation 1 Monte Carlo simulation 1
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Undetermined 7 Free 1
Type of publication
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Article 8 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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Undetermined 5 English 4
Author
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Ahmadi, Jafar 1 Bekker, Andriëtte 1 Di Clemente, Annalisa 1 Doostparast, M. 1 Grunspan, Cyril 1 Gupta, Arjun K. 1 Jones, Ronald W 1 Konno, Yoshihiko 1 Nagar, Daya K. 1 Pham-Gia, Thu 1 Pérez-Marco, Ricardo 1 Roldán-Correa, Alejandro 1 Roux, Jacobus 1 Ruffin, Roy J 1 Sarabia, José María 1 Shonkwiler, John Scott 1 Sugiura, Nariaki 1
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Institution
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Royal Economic Society - RES 1
Published in...
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Statistical Papers / Springer 2 Annals of the Institute of Statistical Mathematics 1 International journal of theoretical and applied finance 1 Journal of Informetrics 1 Journal of Multivariate Analysis 1 Journal of econometrics 1 Royal Economic Society Annual Conference 2003 1 Studi economici : rivista quadrimestrale 1
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Source
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RePEc 6 ECONIS (ZBW) 3
Showing 1 - 9 of 9
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Double spend races
Grunspan, Cyril; Pérez-Marco, Ricardo - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-32
Persistent link: https://www.econbiz.de/10011970930
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Extended matrix variate gamma and beta functions
Nagar, Daya K.; Roldán-Correa, Alejandro; Gupta, Arjun K. - In: Journal of Multivariate Analysis 122 (2013) C, pp. 53-69
The gamma and beta functions have been generalized in several ways. The multivariate beta and multivariate gamma functions due to Ingham and Siegel have been defined as integrals having the integrand as a scalar function of the real symmetric matrix. In this article, we define extended matrix...
Persistent link: https://www.econbiz.de/10011042027
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Variance of the truncated negative binomial distribution
Shonkwiler, John Scott - In: Journal of econometrics 195 (2016) 2, pp. 209-210
Persistent link: https://www.econbiz.de/10011705250
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Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk : an experimental analysis
Di Clemente, Annalisa - In: Studi economici : rivista quadrimestrale 68 (2013) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10010389432
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Trade and Wages: A Deeper Investigation
Ruffin, Roy J; Jones, Ronald W - Royal Economic Society - RES - 2003
A new presentation of the specific factors model shows how labor fares under international trade by considering how the price elasticity of the nominal wage rate responds to the terms of trade as well as factor endowments. Gains to labor are decomposed into measurable terms of trade effects and...
Persistent link: https://www.econbiz.de/10005577130
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The type I distribution of the ratio of independent “Weibullized” generalized beta-prime variables
Bekker, Andriëtte; Roux, Jacobus; Pham-Gia, Thu - In: Statistical Papers 50 (2009) 2, pp. 323-338
Persistent link: https://www.econbiz.de/10005167168
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A general definition of the Leimkuhler curve
Sarabia, José María - In: Journal of Informetrics 2 (2008) 2, pp. 156-163
In this paper, we provide a general definition of the Leimkuhler curve in terms of the theoretical cumulative distribution function. The definition applies to discrete, continuous and mixed random variables. Several examples are given to illustrate the use of the formula.
Persistent link: https://www.econbiz.de/10011039406
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Bayesian estimation and prediction for some life distributions based on record values
Ahmadi, Jafar; Doostparast, M. - In: Statistical Papers 47 (2006) 3, pp. 373-392
Persistent link: https://www.econbiz.de/10008533777
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Entropy loss and risk of improved estimators for the generalized variance and precision
Sugiura, Nariaki; Konno, Yoshihiko - In: Annals of the Institute of Statistical Mathematics 40 (1988) 2, pp. 329-341
Persistent link: https://www.econbiz.de/10005616383
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