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  • Search: subject:"Elliptical Distribution"
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Subject
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Elliptical distribution 29 elliptical distribution 16 Statistical distribution 12 Statistische Verteilung 12 Theorie 8 Theory 8 Estimation theory 7 Schätztheorie 7 Portfolio selection 5 Portfolio-Management 5 Estimation 4 Multivariate Analyse 4 Multivariate analysis 4 Risiko 4 Risk 4 Schätzung 4 tail dependence 4 BL-GARCH process 3 Monte Carlo method 3 Multivariate regular variation 3 Probability theory 3 Risikomaß 3 Risk measure 3 Stochastic process 3 Stochastischer Prozess 3 Time series analysis 3 Wahrscheinlichkeitsrechnung 3 Zeitreihenanalyse 3 leverage effects 3 regular variation 3 volatility clustering 3 ARCH model 2 ARCH-Modell 2 Capital allocation 2 Copula 2 Elliptical Distribution 2 Financial market 2 Finanzmarkt 2 Maximum Likelihood 2 Multivariate elliptical distribution 2
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Online availability
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Undetermined 38 Free 19 CC license 2
Type of publication
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Article 43 Book / Working Paper 18
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 6 Arbeitspapier 4 Graue Literatur 3 Non-commercial literature 3 Article 1 Collection of articles written by one author 1 Hochschulschrift 1 Sammlung 1
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Language
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Undetermined 36 English 25
Author
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Diongue, Abdou Kâ 3 Guegan, Dominique 3 Wolff, Rodney C. 3 Balakrishnan, N. 2 Bentler, P. M. 2 Chou, Pin-Huang 2 Dominicy, Yves 2 Hägele, Miriam 2 Klüppelberg, Claudia 2 Krajina, A. 2 Kuhn, Gabriel 2 Lehtomaa, Jaakko 2 Mao, Tiantian 2 Peng, Liang 2 Schmidt, Rafael 2 Xu, Maochao 2 Yuan, Ke-Hai 2 Alcantara, Izabel Cristina 1 Alexandersson, Anders 1 Ardia, David 1 Bali, Juan Lucas 1 Bentler, Peter 1 Bentler, Peter M. 1 Berkane, Maia 1 Berkane, Maria 1 Boente, Graciela 1 Brazauskas, Vytaras 1 Chen, Xin 1 Chen, Zhi 1 Cysneiros, Francisco José A. 1 Dagne, Getachew 1 Deimen, Inga 1 Ding, Yuanyao 1 Dong, Yuexiao 1 Doostparast, Mahdi 1 Dürre, Alexander 1 Ebrahimi, Nader 1 Einmahl, John 1 Enguix-González, A. 1 Fan, Jianqing 1
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Institution
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HAL 2 Tilburg University, Center for Economic Research 2 C.E.P.R. Discussion Papers 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 EconWPA 1 Econometric Society 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Faculty of Economics, University of Cambridge 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Journal of Multivariate Analysis 10 Statistics & Probability Letters 4 ECARES working paper 3 Insurance / Mathematics & economics 3 Annals of the Institute of Statistical Mathematics 2 Computational Statistics & Data Analysis 2 Discussion Paper 2 Discussion Paper / Tilburg University, Center for Economic Research 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Operations research letters 2 Post-Print / HAL 2 Statistical Papers / Springer 2 AStA Advances in Statistical Analysis 1 Annals of Economics and Finance 1 CEPR Discussion Papers 1 Cambridge Working Papers in Economics 1 Computational Statistics 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ESMT Dissertation 1 Econometric Society 2004 Far Eastern Meetings 1 Finance 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 Insurance: Mathematics and Economics 1 Journal of Risk and Financial Management 1 Journal of econometrics 1 Journal of risk and financial management : JRFM 1 MPRA Paper 1 Mathematical Methods of Operations Research 1 Metrika 1 Psychometrika 1 Quantitative Finance 1 Stata Journal 1 Statistical Methods and Applications 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 The econometrics journal 1 Working Papers ECARES 1 Working papers / Penn Institute for Economic Research 1
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Source
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RePEc 41 ECONIS (ZBW) 17 EconStor 3
Showing 61 - 61 of 61
Cover Image
Moments of elliptically distributed random variates
Berkane, Maia; Bentler, P. M. - In: Statistics & Probability Letters 4 (1986) 6, pp. 333-335
This paper presents an inductive method for computing the moments of an elliptically distributed random variate. A sequence of new parameters relating higher-order to second moments is introduced. The known kurtosis parameter is shown to be a member of this sequence.
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