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:"Modified Bessel function"
Narrow search

Narrow search

Year of publication
Subject
All
Modified Bessel function 3 Numerical approximation 2 von Mises–Fisher distribution 2 Actuarial mathematics 1 Bessel ratio 1 Black-Scholes model 1 Black-Scholes-Modell 1 Boundary bias problem 1 CAPM 1 Concentration parameter 1 Correlated risk model 1 Cox process 1 Credit risk 1 Estimation theory 1 Generalized inverse Gaussian density 1 Joint ruin probability 1 Kreditrisiko 1 Markov chain 1 Markov-Kette 1 Maximum likelihood 1 Maximum likelihood estimate 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Maximum-likelihood 1 Modified Bessel function of the first kind 1 Modified Bessel function ratio 1 Multi-dimensional risk models 1 Nonparametric density estimator 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Regime switching 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Schätztheorie 1 Stochastic process 1
more ... less ...
Online availability
All
Undetermined 6
Type of publication
All
Article 6
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
Undetermined 4 English 2
Author
All
Fergusson, K. 1 Fukumizu, Kenji 1 Grün, Bettina 1 Hornik, Kurt 1 Igarashi, Gaku 1 Ishii, Shin 1 Kakizawa, Yoshihide 1 Oba, Shigeyuki 1 Sra, Suvrit 1 Takenouchi, Takashi 1 Tanabe, Akihiro 1 Wang, Guanqing 1 Wang, Guojing 1 Yang, Hailiang 1
more ... less ...
Published in...
All
Computational Statistics 3 Annals of financial economics 1 Insurance / Mathematics & economics 1 Statistics & Probability Letters 1
Source
All
RePEc 4 ECONIS (ZBW) 2
Showing 1 - 6 of 6
Cover Image
Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications
Fergusson, K. - In: Annals of financial economics 12 (2017) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011716156
Saved in:
Cover Image
On a multi-dimensional risk model with regime switching
Wang, Guanqing; Wang, Guojing; Yang, Hailiang - In: Insurance / Mathematics & economics 68 (2016), pp. 73-83
Persistent link: https://www.econbiz.de/10011492469
Saved in:
Cover Image
On maximum likelihood estimation of the concentration parameter of von Mises–Fisher distributions
Hornik, Kurt; Grün, Bettina - In: Computational Statistics 29 (2014) 5, pp. 945-957
Maximum likelihood estimation of the concentration parameter of von Mises–Fisher distributions involves inverting the ratio <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$R_\nu=I_{\nu +1} / I_\nu $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <msub> <mi>R</mi> <mi mathvariant="italic">ν</mi> </msub> <mo>=</mo> <msub> <mi>I</mi> <mrow> <mi mathvariant="italic">ν</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">/</mo> <msub> <mi>I</mi> <mi mathvariant="italic">ν</mi> </msub> </mrow> </math> </EquationSource> </InlineEquation> of modified Bessel functions and computational methods are required to invert these functions using...</equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998461
Saved in:
Cover Image
Re-formulation of inverse Gaussian, reciprocal inverse Gaussian, and Birnbaum–Saunders kernel estimators
Igarashi, Gaku; Kakizawa, Yoshihide - In: Statistics & Probability Letters 84 (2014) C, pp. 235-246
We reveal the boundary bias problem of Birnbaum–Saunders, inverse Gaussian, and reciprocal inverse Gaussian kernel estimators (Jin and Kawczak, 2003; Scaillet, 2004) and re-formulate these estimators to solve the problem. We investigate asymptotic properties of a new class of asymmetric kernel...
Persistent link: https://www.econbiz.de/10010718805
Saved in:
Cover Image
A short note on parameter approximation for von Mises-Fisher distributions: and a fast implementation of I <Subscript> s </Subscript>(x)
Sra, Suvrit - In: Computational Statistics 27 (2012) 1, pp. 177-190
Persistent link: https://www.econbiz.de/10010998466
Saved in:
Cover Image
Parameter estimation for von Mises–Fisher distributions
Tanabe, Akihiro; Fukumizu, Kenji; Oba, Shigeyuki; … - In: Computational Statistics 22 (2007) 1, pp. 145-157
Persistent link: https://www.econbiz.de/10005613179
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...