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  • Search: subject:"Generalized normal distribution"
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Year of publication
Subject
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Generalized normal distribution 4 Identification 3 Impulse response functions 3 Independent Component Analysis 3 Non-Gaussianity 3 Structural VAR 3 Estimation 2 Estimation theory 2 Factor analysis 2 Faktorenanalyse 2 Schätztheorie 2 Statistical distribution 2 Statistische Verteilung 2 Time series analysis 2 VAR model 2 VAR-Modell 2 Zeitreihenanalyse 2 Bimodal distribution 1 Crude oil price 1 Limiting distribution 1 Moment generating function 1 Net futures position 1 Nichtlineare Regression 1 Nonlinear model 1 Nonlinear regression 1 Oil price 1 Orthant probability 1 Schock 1 Schätzung 1 Shock 1 Skew-generalized normal distribution 1 Strongly unimodal 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 entropy 1 generalized normal distribution 1 moments 1 normal distribution 1
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Online availability
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Undetermined 4 Free 2
Type of publication
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Article 4 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 4 Undetermined 2
Author
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Moneta, Alessio 3 Pallante, Gianluca 3 Behboodian, J. 1 Kim, Myeong Jun 1 Li, Haiqi 1 Nadarajah, Saralees 1 Park, Sung Y. 1 Sharafi, M. 1
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Published in...
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International review of financial analysis 1 Journal of Applied Statistics 1 Journal of economic dynamics & control 1 LEM Working Paper Series 1 LEM working paper series 1 Statistical Papers / Springer 1
Source
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ECONIS (ZBW) 3 RePEc 2 EconStor 1
Showing 1 - 6 of 6
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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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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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Identification of structural VAR models via independent component analysis : a performance evaluation study
Moneta, Alessio; Pallante, Gianluca - In: Journal of economic dynamics & control 144 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013543127
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Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach
Li, Haiqi; Kim, Myeong Jun; Park, Sung Y. - In: International review of financial analysis 44 (2016), pp. 217-225
Persistent link: https://www.econbiz.de/10011624000
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The Balakrishnan skew–normal density
Sharafi, M.; Behboodian, J. - In: Statistical Papers 49 (2008) 4, pp. 769-778
Persistent link: https://www.econbiz.de/10008533910
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A generalized normal distribution
Nadarajah, Saralees - In: Journal of Applied Statistics 32 (2005) 7, pp. 685-694
Undoubtedly, the normal distribution is the most popular distribution in statistics. In this paper, we introduce a natural generalization of the normal distribution and provide a comprehensive treatment of its mathematical properties. We derive expressions for the nth moment, the nth central...
Persistent link: https://www.econbiz.de/10005639799
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