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  • Search: subject:"Generalized Gamma distribution"
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Year of publication
Subject
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generalized gamma distribution 14 Generalized gamma distribution 11 Statistical distribution 4 Statistische Verteilung 4 Theorie 4 Theory 4 Estimation 3 Extreme value theory 3 Gumbel distribution 3 Parameter estimation 3 autoregressive conditional durational model 3 diurnal pattern 3 metal fatigue 3 stereology 3 Accelerated failure time model 2 Einkommensverteilung 2 Generalized Gamma Distribution 2 Generalized Gamma distribution 2 Income distribution 2 Markov chain Monte Carlo 2 Schätzung 2 Stochastic volatility 2 adaptive Metropolis 2 block sampler 2 event time 2 negative binomial distribution 2 non-Gaussian and nonlinear state space model 2 particle filter 2 regime switching 2 stochastic conditional duration 2 tick data 2 Aggregation 1 Amoroso distribution 1 Approximation 1 Bayes 1 Bhattacharyya Bound 1 Boltzmann factor 1 Boltzmann-type equations 1 Burr Type III Distribution 1 Burr Type XII Distribution 1
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Online availability
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Undetermined 22 Free 4
Type of publication
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Article 24 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Thesis 1 research-article 1
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Language
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Undetermined 21 English 9
Author
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Sibuya, Masaaki 3 Takahashi, Rinya 3 Jordá, Vanesa 2 McCulloch, Robert 2 Sarabia, José María 2 Trojan, Sebastian 2 Tsay, Ruey 2 Albota, George 1 Bantis, Leonidas E. 1 Basu, Anirban 1 Chen, Pengcheng 1 Combes, C. 1 Dhaene, Jan 1 Dimarco, Giacomo 1 Dussauchoy, A. 1 Eroglu, Sertac 1 Fabozzi, Frank 1 Georgiou, Stelios D. 1 Gomes, O. 1 Griffin, J. 1 Gupta, Arjun K. 1 Heard, Astrid 1 Isogai, Takafumi 1 Kaneko, Ryuichi 1 Kukal, Jaromir 1 Manning, Willard G. 1 Mathai, A.M. 1 McCulloch, Robert E. 1 McDonald, James B. 1 Miyama, Susumu 1 Mohtashami Borzadaran G. R. 1 Mullahy, John 1 Nadarajah, Saralees 1 Nayeban S. 1 Nishiyama, Sadao 1 Provenzano, Davide 1 Provost, Serge B. 1 Quang Van Tran 1 Remuzgo, Lorena 1 Rezaei Roknabadi A. H. 1
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Institution
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Harris School of Public Policy, University of Chicago 1 Institutionen för Nationalekonomi, Umeå Universitet 1 School of Economics and Political Science, Universität St. Gallen 1
Published in...
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Annals of the Institute of Statistical Mathematics 3 Mathematics and Computers in Simulation (MATCOM) 3 Physica A: Statistical Mechanics and its Applications 3 Studies in Nonlinear Dynamics & Econometrics 3 Computational Statistics & Data Analysis 2 The review of income and wealth : journal of the International Association for Research in Income and Wealth 2 Demographic Research 1 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 1 Economic Quality Control 1 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 1 Finance research letters 1 Insurance / Mathematics & economics 1 Journal of Applied Statistics 1 Journal of Productivity Analysis 1 Journal of economic interaction and coordination 1 LIS Working Paper Series 1 Quantitative Finance 1 Umeå Economic Studies 1 Working Papers / Harris School of Public Policy, University of Chicago 1
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Source
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RePEc 21 ECONIS (ZBW) 6 BASE 1 EconStor 1 Other ZBW resources 1
Showing 11 - 20 of 30
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Explicit expressions of the Pietra index for the generalized function for the size distribution of income
Sarabia, José María; Jordá, Vanesa - In: Physica A: Statistical Mechanics and its Applications 416 (2014) C, pp. 582-595
income proposed by McDonald (1984). This family is composed of three classes of distributions: the generalized gamma … distribution (GG), the generalized beta of the first kind (GB1) and the generalized beta of the second kind (GB2). For the …
Persistent link: https://www.econbiz.de/10011060259
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Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian - 2014
Persistent link: https://www.econbiz.de/10010437483
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Menzerath–Altmann law for distinct word distribution analysis in a large text
Eroglu, Sertac - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 12, pp. 2775-2780
demonstrate that the MA law is a special case of the probability function of the generalized gamma distribution. …
Persistent link: https://www.econbiz.de/10010873313
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Generalized Boltzmann factors induced by Weibull-type distributions
Mathai, A.M.; Provost, Serge B. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 4, pp. 545-551
The inverse Mellin transform technique is utilized to obtain closed form representations of the generalized Boltzmann factors associated with several Weibull-type models such as the generalized gamma, Maxwell, Rayleigh and half-normal distributions. The results complement those already available...
Persistent link: https://www.econbiz.de/10010874554
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Comparison of Lower Bounds for the Variance of Unbiased Estimators for some Well-known Families of Distributions
Nayeban S.; Rezaei Roknabadi A. H.; Mohtashami … - In: Economic Quality Control 28 (2013) 2, pp. 7-7
One of the most fundamental issues in estimation theory about accuracy of an unbiased estimator is computing or approximating its variance. Very often, the variance has a complicated form or cannot be computed explicitly. In this paper, we consider two well-known lower bounds for the variance of...
Persistent link: https://www.econbiz.de/10011015840
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Estimation of the accelerated failure time frailty model under generalized gamma frailty
Chen, Pengcheng; Zhang, Jiajia; Zhang, Riquan - In: Computational Statistics & Data Analysis 62 (2013) C, pp. 171-180
difficulties. In this paper, we relax the frailty distribution to the generalized gamma distribution, which can accommodate most of …
Persistent link: https://www.econbiz.de/10010617230
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Inference in generalized linear regression models with a censored covariate
Tsimikas, John V.; Bantis, Leonidas E.; Georgiou, Stelios D. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1854-1868
generalized gamma distribution is explored, since it is considered as a platform distribution covering a wide variety of hazard …
Persistent link: https://www.econbiz.de/10010574469
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Elaboration of the Coale-McNeil Nuptiality Model as The Generalized Log Gamma Distribution
Kaneko, Ryuichi - In: Demographic Research 9 (2003) 10, pp. 223-262
The Coale-McNeil nuptiality model is a particular case of the generalized log gamma distribution model. In this paper, we demonstrate that recognition of this connection allows an expansion of the possible applications of the Coale-McNeil model. As examples, we propose a procedure to develop...
Persistent link: https://www.econbiz.de/10005700070
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Estimating risk-neutral density with parametric models in interest rate markets
Fabozzi, Frank; Tunaru, Radu; Albota, George - In: Quantitative Finance 9 (2009) 1, pp. 55-70
risk-neutral density from option prices. In this article, we also propose the use of the generalized gamma distribution for … the generalized gamma distribution. The empirical evidence based on a set of interest rate derivatives data indicates that …
Persistent link: https://www.econbiz.de/10005462686
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Statistical modeling of enamel rater value data
Isogai, Takafumi; Uchida, Hiroaki; Miyama, Susumu; … - In: Journal of Applied Statistics 35 (2008) 5, pp. 515-535
Enamel rater value (shortly, ERV) of a quick stress test is usually used to evaluate the integrity of an organic coating for the inside of an aluminum (denoted by Al shortly) can. A large positive value of ERV is supposed to indicate the degree of imperfect coating coverage, i.e. the size of an...
Persistent link: https://www.econbiz.de/10005495233
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