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  • Search: subject:"spherical distributions"
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Year of publication
Subject
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1-norm symmetric distributions 1 1-spherical distributions 1 Cauchy quotients 1 Elliptical distributions 1 He's homotopy method 1 Measurement 1 Messung 1 Multi-spherical distributions 1 Probability theory 1 Random variable 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Risk measures 1 Spherical distributions 1 Statistical distribution 1 Statistische Verteilung 1 Tail value at risk 1 Theorie 1 Theory 1 Type G and spherical distributions 1 Value at risk 1 Wahrscheinlichkeitsrechnung 1 characteristic function 1 integral transforms 1 invariant measures 1 linear equations 1 matrix variates 1 order statistics 1 random weighting method 1 serial correlation 1 spherical distributions 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 2 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3 Undetermined 1
Author
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Kamdem, Jules Sadefo 1 Landsman, Zinoviy 1 Ng, Kai Wang 1 Phillips, Peter C.B. 1 Shushi, Tomer 1 Tian, Guo-Liang 1
Institution
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Cowles Foundation for Research in Economics, Yale University 1 HAL 1
Published in...
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Cowles Foundation Discussion Papers 1 Journal of Multivariate Analysis 1 Working Papers / HAL 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Modelling random vectors of dependent risks with different elliptical components
Landsman, Zinoviy; Shushi, Tomer - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 1, pp. 6-24
Persistent link: https://www.econbiz.de/10013187281
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INTEGRAL TRANSFORMS WITH THE HOMOTOPY PERTURBATION METHOD AND SOME APPLICATIONS
Kamdem, Jules Sadefo - HAL - 2011
This paper applies He's homotopy perturbation method to compute a large variety of integral transforms. As illustration, the paper gives special attention to the Esscher transform, the Fourier transform, the Hankel transform, the Mellin transform, the Stieljes transform and some applications.
Persistent link: https://www.econbiz.de/10008876659
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Cover Image
Characteristic Functions of 1-Spherical and 1-Norm Symmetric Distributions and Their Applications
Ng, Kai Wang; Tian, Guo-Liang - In: Journal of Multivariate Analysis 76 (2001) 2, pp. 192-213
In this article we obtain the characteristic functions (c.f.'s) for 1-spherical distributions and simplify that of the …
Persistent link: https://www.econbiz.de/10005221456
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Cover Image
Spherical Matrix Distributions and Cauchy Quotients
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1987
It is shown that matrix quotients of submatrices of a spherical matrix are distributed as matrix Cauchy. This generalizes known results for scalar ratios of independent normal variates. The derivations are simple and make use of the theory of invariant measures on manifolds.
Persistent link: https://www.econbiz.de/10005762727
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