Search Results - subject:"Bivariate normal"

Estimating European and American option pricing models : Excel and SAS language approach

Chang, Jow-Ran; Lee, John; Lee, Cheng F. - 2024

Persistent link: https://www.econbiz.de/10015050024

A general inferential framework for singly-truncated bivariate normal models with applications in economics

Liu, Yin; Tian, Guo-Liang; Zhang, Chi; Qin, Hong - In: Computational economics 64 (2024) 5, pp. 2747-2781

Persistent link: https://www.econbiz.de/10015144094

Construction of bivariate fan chart from joint distribution

Shaw, Purnima - 2020

Persistent link: https://www.econbiz.de/10012271999

Orthant-based variance decomposition in investment portfolios

Giner, Javier - In: European journal of operational research : EJOR 291 (2021) 2, pp. 497-511

Persistent link: https://www.econbiz.de/10012495336

Evaluating the cdf of the Skew Normal distribution

Amsler, Christine Elaine; Papadopoulos, Alecos; … - In: Empirical economics : a quarterly journal of the … 60 (2021) 6, pp. 3171-3202

Persistent link: https://www.econbiz.de/10012585859

Regime changes in uncertainty channel between inflation and output growth

Chung, Sang-Kuck - In: Journal of economic research 25 (2020) 2, pp. 125-154

Persistent link: https://www.econbiz.de/10013454631

Tail approximation of the skew-normal by the skew-normal Laplace : application to Owen’s T functionand the bivariate normal distribution

Hürlimann, Werner - In: Journal of statistical and econometric methods 2 (2013) 1, pp. 1-12

By equal mean, two skew-symmetric families with the same kernel are quite similar, and the tails are often very close together. We use this observation to approximate the tail distribution of the skew-normal by the skew-normal-Laplace, and accordingly obtain a normal function approximation to...

Persistent link: https://www.econbiz.de/10009769909

Correlation as probability : applications of Sheppard's formula to financial assets

Giner, Javier; Mendoza Aguilar, Judit; Morini-Marrero, … - In: Quantitative finance 18 (2018) 5, pp. 777-787

Persistent link: https://www.econbiz.de/10011907938

Minimizing supply airdrop collateral damage risk

Dillenburger, Steven P.; Cochran, Jeffery K.; … - In: Socio-Economic Planning Sciences 47 (2013) 1, pp. 9-19

weights and collateral damage risk is calculated as the weighted integral of the bivariate normal distribution over the … location in the airdrop problem. Specifically, two algorithms which leverage off of the bivariate normal probability …

Persistent link: https://www.econbiz.de/10010617310

The computation of bivariate normal and t probabilities, with application to comparisons of three normal means

Kim, Jongphil - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 177-186

A novel method for the computation of the bivariate normal and t probability is presented. With suitable …

Persistent link: https://www.econbiz.de/10010871316