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  • Search: subject:"Generalized normal"
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Year of publication
Subject
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Generalized normal distribution 2 Identification 2 Impulse response functions 2 Independent Component Analysis 2 Non-Gaussianity 2 Structural VAR 2 Beta 1 Burr 1 Dagum 1 Estimation 1 Estimation theory 1 Factor analysis 1 Faktorenanalyse 1 Generalized extreme value 1 Generalized normal 1 Hypersecant 1 Inverse Gaussian 1 JIF 1 Johnson SB 1 Johnson SU 1 Journal impact factor 1 Kumaraswamy 1 Log-logistic 1 Schätztheorie 1 Schätzung 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Weibull 1 Zeitreihenanalyse 1 empirical distribution 1 generalized gamma 1 log-Pearson 1 lognonmal 1 sample 1 theoretical probability distribution 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2 Undetermined 1
Author
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Moneta, Alessio 2 Pallante, Gianluca 2 Mishra, SK 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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LEM Working Paper Series 1 LEM working paper series 1 MPRA Paper 1
Source
All
ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
Cover Image
Identification of structural VAR models via independent component analysis: A performance evaluation study
Moneta, Alessio; Pallante, Gianluca - 2020
Independent Component Analysis (ICA) is a statistical method that transforms a set of random variables in least dependent linear combinations. Under the assumption that the observed data are mixtures of non-Gaussian and independent processes, ICA is able to recover the underlying components, but...
Persistent link: https://www.econbiz.de/10012651846
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Cover Image
Identification of structural VAR models via independent component analysis: a performance evaluation study
Moneta, Alessio; Pallante, Gianluca - 2020
Independent Component Analysis (ICA) is a statistical method that transforms a set of random variables in least dependent linear combinations. Under the assumption that the observed data are mixtures of non-Gaussian and independent processes, ICA is able to recover the underlying components, but...
Persistent link: https://www.econbiz.de/10012292379
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Cover Image
A note on empirical sample distribution of journal impact factors in major discipline groups
Mishra, SK - Volkswirtschaftliche Fakultät, … - 2010
What type of statistical distribution do the Journal Impact Factors follow? In the past, researchers have hypothesized various types of statistical distributions underlying the generation mechanism of journal impact factors. These are: lognormal, normal, approximately normal, Weibull, negative...
Persistent link: https://www.econbiz.de/10008636472
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