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  • Search: subject:"multivariate gamma distribution"
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Multivariate gamma distribution 4 multivariate gamma distribution 4 Statistical distribution 2 Statistische Verteilung 2 aggregate risk 2 collective risk model 2 individual risk model 2 multiplicative background risk model 2 Approximation for positive definite matrices 1 Closed-Form Bayesian Inferences 1 Consumption theory 1 Demand system 1 Demand systems 1 Duration bias 1 Estimation theory 1 Generalized Multivariate Gamma Distribution 1 Higher education 1 Konsumtheorie 1 Logit model 1 Mahalanobis distances 1 Multivariate Analyse 1 Multivariate Rayleigh-distribution 1 Multivariate analysis 1 Multivariate chi-square distribution 1 Multivariate range 1 Nachfragesystem 1 Private consumption 1 Privater Konsum 1 Probability theory 1 Risiko 1 Risikoaversion 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk aversion 1 Risk management 1 Risk model 1 Schätztheorie 1 Theorie 1 Theory 1
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Article 9
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
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Undetermined 6 English 3
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Royen, T. 3 Furman, Edward 2 Semenikhine, Vadim 2 Su, Jianxi 2 Bradlow, Eric 1 Buason, Arnar 1 Børing, Pål 1 Dayaratna, Kevin 1 Jørgensen, Bent 1 Kristofersson, Dadi 1 Lauritzen, Steffen L. 1 Miller, Steven 1 Rickertsen, Kyrre 1
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Annals of the Institute of Statistical Mathematics 2 Applied economics 1 Econometric Reviews 1 Journal of Multivariate Analysis 1 Metrika 1 Quantitative Marketing and Economics 1 Risks 1 Risks : open access journal 1
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Source
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RePEc 6 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 9 of 9
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On a multiplicative multivariate gamma distribution with applications in insurance
Semenikhine, Vadim; Furman, Edward; Su, Jianxi - In: Risks 6 (2018) 3, pp. 1-20
One way to formulate a multivariate probability distribution with dependent univariate margins distributed gamma is by using the closure under convolutions property. This direction yields an additive background risk model, and it has been very well-studied. An alternative way to accomplish the...
Persistent link: https://www.econbiz.de/10011996637
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On a multiplicative multivariate gamma distribution with applications in insurance
Semenikhine, Vadim; Furman, Edward; Su, Jianxi - In: Risks : open access journal 6 (2018) 3, pp. 1-20
One way to formulate a multivariate probability distribution with dependent univariate margins distributed gamma is by using the closure under convolutions property. This direction yields an additive background risk model, and it has been very well-studied. An alternative way to accomplish the...
Persistent link: https://www.econbiz.de/10011890776
Saved in:
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Demand systems and frequency of purchase models
Buason, Arnar; Kristofersson, Dadi; Rickertsen, Kyrre - In: Applied economics 52 (2020) 53, pp. 5843-5858
Persistent link: https://www.econbiz.de/10012308329
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Gamma Unobserved Heterogeneity and Duration Bias
Børing, Pål - In: Econometric Reviews 29 (2010) 1, pp. 1-19
multivariate gamma distribution. A discrete time two-state version of our MPH model is developed to analyze the duration of higher …
Persistent link: https://www.econbiz.de/10008583023
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Integral Representations and Approximations for Multivariate Gamma Distributions
Royen, T. - In: Annals of the Institute of Statistical Mathematics 59 (2007) 3, pp. 499-513
Persistent link: https://www.econbiz.de/10005184603
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Closed-form Bayesian inferences for the logit model via polynomial expansions
Miller, Steven; Bradlow, Eric; Dayaratna, Kevin - In: Quantitative Marketing and Economics 4 (2006) 2, pp. 173-206
heterogeneity from a Multivariate Gamma distribution. The solution then comes from the moment generating function of the … Multivariate Gamma distribution or in general from the multivariate heterogeneity distribution assumed. Closed-form Bayesian …
Persistent link: https://www.econbiz.de/10005701800
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Multivariate Dispersion Models
Jørgensen, Bent; Lauritzen, Steffen L. - In: Journal of Multivariate Analysis 74 (2000) 2, pp. 267-281
We introduce a class of multivariate dispersion models suitable as error distributions for generalized linear models with multivariate non-normal responses. The models preserve some of the main properties of the multivariate normal distribution, and include the elliptically contoured...
Persistent link: https://www.econbiz.de/10005199490
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On some multivariate gamma-distributions connected with spanning trees
Royen, T. - In: Annals of the Institute of Statistical Mathematics 46 (1994) 2, pp. 361-371
Persistent link: https://www.econbiz.de/10005395546
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Multivariate gamma distributions with one-factorial accompanying correlation matrices and applications to the distribution of the multivariate range
Royen, T. - In: Metrika 38 (1991) 1, pp. 299-315
Persistent link: https://www.econbiz.de/10005756458
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