EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Mixture Distribution"
Narrow search

Narrow search

Year of publication
Subject
All
Mixture distribution 28 mixture distribution 23 Statistical distribution 22 Statistische Verteilung 22 Theorie 20 Theory 19 Estimation theory 12 Schätztheorie 12 EM algorithm 11 Estimation 11 Portfolio selection 11 Portfolio-Management 11 Schätzung 11 Mixture Distribution 10 ARCH model 8 ARCH-Modell 8 Zusammengesetzte Verteilung 8 Börsenkurs 7 Share price 7 Volatility 7 Volatilität 7 Mixture Distribution Hypothesis 6 Probability theory 6 Wahrscheinlichkeitsrechnung 6 Bayes-Statistik 5 Bayesian inference 5 Capital income 5 Crop Insurance 5 Kapitaleinkommen 5 Risikomaß 5 Risk measure 5 Gaussian mixture distribution 4 Pricing 4 Time series analysis 4 Zeitreihenanalyse 4 Actuarial mathematics 3 Agricultural Finance 3 Beauty-Contest experiments 3 Beta Distribution 3 CAPM 3
more ... less ...
Online availability
All
Undetermined 59 Free 33 CC license 1
Type of publication
All
Article 77 Book / Working Paper 33 Other 3
Type of publication (narrower categories)
All
Article in journal 26 Aufsatz in Zeitschrift 26 Article 6 Working Paper 6 Graue Literatur 4 Hochschulschrift 4 Non-commercial literature 4 research-article 4 Arbeitspapier 3 Thesis 3 Dissertation u.a. Prüfungsschriften 2
more ... less ...
Language
All
Undetermined 54 English 52 German 7
Author
All
Baldi, Lucia 4 Hediger, Simon 4 Näf, Jeffrey 4 Peri, Massimo 4 Satorra, Albert 4 Vandone, Daniela 4 Arslan, Olcay 3 Bosch-Domènech, Antoni 3 Lanoue, Christopher 3 Nagel, Rosemarie 3 Porth, Lysa 3 Ronning, Gerd 3 Sherrick, Bruce J. 3 Soete, Geert 3 Zhu, Wenjun 3 Baringhaus, Ludwig 2 Cappé, Olivier 2 Chan, J. S. K. 2 Chu, Meifen 2 Damette, Olivier 2 Grübel, Rudolf 2 Hansson, Björn 2 Kalkbrener, Michael 2 Kawakatsu, Hiroyuki 2 Kumar, Mahesh 2 Liesenfeld, Roman 2 Mathai, Ashlyn Maria 2 Nilsson, Birger 2 Packham, Natalie 2 Paolella, Marc S. 2 Paulson, Nicholas D. 2 Polak, Pawel 2 Rewat Khanthaporn 2 Robert, Christian P. 2 Rudolph, Cordelia 2 Ryden, Tobias 2 Schmock, Uwe 2 Shin, Inyong 2 Tan, Kangrong 2 Wannhoff, Joachim 2
more ... less ...
Institution
All
Agricultural and Applied Economics Association - AAEA 2 Society for Computational Economics - SCE 2 Barcelona Graduate School of Economics (Barcelona GSE) 1 Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Faculty of Business and Economics 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg 1 Institut für Angewandte Wirtschaftsforschung (IAW) 1 International European Forum on Innovation and System Dynamics in Food Networks 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Sveriges Riksbank 1 The Field Experiments Website 1 Université Paris-Dauphine 1 Université Paris-Dauphine (Paris IX) 1
more ... less ...
Published in...
All
Annals of the Institute of Statistical Mathematics 6 Statistical Papers / Springer 6 Psychometrika 3 Agricultural Finance Review 2 Applied economics 2 Journal of Applied Statistics 2 Journal of empirical finance 2 Mathematics and Computers in Simulation (MATCOM) 2 Quantitative finance 2 Statistical Papers 2 Statistics & Probability Letters 2 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 1 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 1 2012 International European Forum, February 13-17, 2012, Innsbruck-Igls, Austria 1 Agricultural finance review 1 American journal of agricultural economics 1 Applied economics letters 1 Artefactual Field Experiments 1 Astin bulletin : the journal of the International Actuarial Association 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Statistics & Data Analysis 1 Computing in Economics and Finance 2003 1 Computing in Economics and Finance 2005 1 Department of Economics - Working Papers Series 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Discussion paper 1 EAA lecture notes 1 Econometrics 1 Econometrics : open access journal 1 Economics Bulletin 1 Economics Papers from University Paris Dauphine 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Economics letters 1 Estudios de Economía Aplicada 1 European Actuarial Journal 1 European journal of operational research : EJOR 1 Experimental Economics 1 FEMM Working Papers 1 Gabler Edition Wissenschaft / Empirische Finanzmarktforschung 1
more ... less ...
Source
All
RePEc 58 ECONIS (ZBW) 35 EconStor 9 Other ZBW resources 5 BASE 3 USB Cologne (EcoSocSci) 3
Showing 51 - 60 of 113
Cover Image
A credibility-based Erlang mixture model for pricing crop reinsurance
Porth, Lysa; Zhu, Wenjun; Tan, Ken Seng - In: Agricultural Finance Review 74 (2014), pp. 162-187
/methodology/approach – The generating process of the historical loss cost ratio's (LCR's) are reviewed, and the Erlang mixture distribution is … proposed. A modified credibility approach is developed based on the Erlang mixture distribution and the liability weighted LCR … sector in Canada is used to show that the Erlang mixture distribution captures the tails of the data more accurately compared …
Persistent link: https://www.econbiz.de/10010891216
Saved in:
Cover Image
Assessing the relationship of evolutionary rates and functional variables by mixture estimating equations
Lin, Pei-Sheng; Chen, Feng-Chi; Kuo, Shu-Fu; Kung, Yi-Hung - In: Statistics & Probability Letters 94 (2014) C, pp. 248-256
assumption of independence between responses or fails to handle a mixture distribution problem. In this paper, we utilize the …
Persistent link: https://www.econbiz.de/10010930591
Saved in:
Cover Image
Internet, noise trading and commodity futures prices
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - In: International Review of Economics & Finance 33 (2014) C, pp. 82-89
This paper relates to internet, noise trading and commodity futures prices. The theoretical framework is the Mixture … Distribution Hypothesis (MDH) that posits a joint dependence of return volatility and information. We use two different proxies for …
Persistent link: https://www.econbiz.de/10010930978
Saved in:
Cover Image
Principal points for an allometric extension model
Matsuura, Shun; Kurata, Hiroshi - In: Statistical Papers 55 (2014) 3, pp. 853-870
A set of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$n$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>n</mi> </mrow> </math> </EquationSource> </InlineEquation>-principal points of a <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$p$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>p</mi> </mrow> </math> </EquationSource> </InlineEquation>-dimensional distribution is an optimal <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$n$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>n</mi> </mrow> </math> </EquationSource> </InlineEquation>-point-approximation of the distribution in terms of a squared error loss. It is in general difficult to derive an explicit expression of principal points. Hence, we may have to...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998585
Saved in:
Cover Image
A credibility-based Erlang mixture model for pricing crop reinsurance
Porth, Lysa; Zhu, Wenjun; Ken Seng Tan - In: Agricultural finance review 74 (2014) 2, pp. 162-187
Persistent link: https://www.econbiz.de/10011304305
Saved in:
Cover Image
Internet, noise trading and commodity futures prices
Peri, Massimo; Vandone, Daniela; Baldi, Lucia - In: International review of economics & finance : IREF 33 (2014), pp. 82-89
Persistent link: https://www.econbiz.de/10010531284
Saved in:
Cover Image
From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples
Ritov, Ya'acov; Härdle, Wolfgang Karl - 2007
We consider two semiparametric models for the weight function in a bias sample model. The object of our interest parametrizes the weight function, and it is either Euclidean or non Euclidean. One of the models discussed in this paper is motivated by the estimation the mixing distribution of...
Persistent link: https://www.econbiz.de/10010274127
Saved in:
Cover Image
From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples
Ya'acov Ritov; Härdle, Wolfgang - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
mixing distribution of individual utility functions in the DAX market. Key Words and Phrases: Mixture distribution. Inverse …
Persistent link: https://www.econbiz.de/10005652736
Saved in:
Cover Image
Individual and group dynamics in purchasing activity
Gao, Lei; Guo, Jin-Li; Fan, Chao; Liu, Xue-Jiao - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 2, pp. 343-349
fitted by a mixture distribution with both power-law and exponential characteristics. Obviously, two distinctive …
Persistent link: https://www.econbiz.de/10010591780
Saved in:
Cover Image
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
Dong, A.X.D.; Chan, J.S.K. - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 355-365
A Bayesian approach is presented in order to model long tail loss reserving data using the generalized beta distribution of the second kind (GB2) with dynamic mean functions and mixture model representation. The proposed GB2 distribution provides a flexible probability density function, which...
Persistent link: https://www.econbiz.de/10010702911
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...