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The Structural Difference of Shanghai Stock Index before and after 2008: A Copula Based Analysis
(Articles)
Chuan Wu
,
Ke Huang
,
Xue Tian
,
Weikang Geng
,
H. J. Cai
Technology and Investment
Vol.3 No.4
,November 28, 2012
DOI:
10.4236/ti.2012.34035
3,368
Downloads
5,490
Views
Citations
Inference and Properties of Mixture Two Extreme Lower Bound Distributions
(Articles)
Fathy H. Riad
Engineering
Vol.9 No.6
,June 21, 2017
DOI:
10.4236/eng.2017.96032
1,001
Downloads
1,663
Views
Citations
A Finite Mixture of Generalised Inverse Gaussian with Indexes -1/2 and -3/2 as Mixing Distribution for Normal Variance Mean Mixture with Application
(Articles)
Calvin B. Maina
,
Patrick G. O. Weke
,
Carolyne A. Ogutu
,
Joseph A. M. Ottieno
Open Journal of Statistics
Vol.11 No.6
,December 10, 2021
DOI:
10.4236/ojs.2021.116056
119
Downloads
670
Views
Citations
A Special Weight for Inverse Gaussian Mixing Distribution in Normal Variance Mean Mixture with Application
(Articles)
Calvin B. Maina
,
Patrick G. O. Weke
,
Carolyne A. Ogutu
,
Joseph A. M. Ottieno
Open Journal of Statistics
Vol.11 No.6
,December 10, 2021
DOI:
10.4236/ojs.2021.116057
122
Downloads
612
Views
Citations
Value at Risk and Expected Shortfall for Normal Weighted Inverse Gaussian Distributions
(Articles)
Calvin B. Maina
,
Patrick G. O. Weke
,
Carolyne A. Ogutu
,
Joseph A. M. Ottieno
Journal of Mathematical Finance
Vol.12 No.1
,January 11, 2022
DOI:
10.4236/jmf.2022.121002
200
Downloads
1,069
Views
Citations
Value at Risk and Expected Shortfall for Normal Variance Mean Mixtures of Finite Weighted Inverse Gaussian Distributions
(Articles)
Calvin B. Maina
,
Patrick G. O. Weke
,
Carolyne A. Ogutu
,
Joseph A. M. Ottieno
Journal of Mathematical Finance
Vol.12 No.1
,February 16, 2022
DOI:
10.4236/jmf.2022.121010
170
Downloads
925
Views
Citations
A Normal Weighted Inverse Gaussian Distribution for Skewed and Heavy-Tailed Data
(Articles)
Calvin B. Maina
,
Patrick G. O. Weke
,
Carolyne A. Ogutu
,
Joseph A. M. Ottieno
Applied Mathematics
Vol.13 No.2
,February 21, 2022
DOI:
10.4236/am.2022.132013
142
Downloads
793
Views
Citations
Tail Dependence Study of SSE Composite Index and SZSE Component Index Based on the Copula
(Articles)
Guohua Sun
,
Hongliu Su
,
Guoqiang Tang
Applied Mathematics
Vol.4 No.7
,July 11, 2013
DOI:
10.4236/am.2013.47145
4,527
Downloads
6,679
Views
Citations
Calculation of compact amplitude-integrated EEG tracing and upper and lower margins using raw EEG data
(Articles)
Dandan Zhang
,
Haiyan Ding
Health
Vol.5 No.5
,May 27, 2013
DOI:
10.4236/health.2013.55116
7,810
Downloads
12,088
Views
Citations
LPM Density Functions for the Computation of the SD Efficient Set
(Articles)
Fred Viole
,
David Nawrocki
Journal of Mathematical Finance
Vol.6 No.1
,February 26, 2016
DOI:
10.4236/jmf.2016.61012
2,678
Downloads
4,243
Views
Citations
This article belongs to the Special Issue on
Stochastic Dominance
On Efficient Monitoring of Process Dispersion using Interquartile Range
(Articles)
Shabbir Ahmad
,
Zhengyan Lin
,
Saddam Akber Abbasi
,
Muhammad Riaz
Open Journal of Applied Sciences
Vol.2 No.4B
,January 10, 2013
DOI:
10.4236/ojapps.2012.24B010
4,652
Downloads
6,891
Views
Citations
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR
(Articles)
Chuancun Yin
,
Dan Zhu
Journal of Financial Risk Management
Vol.7 No.1
,March 6, 2018
DOI:
10.4236/jfrm.2018.71002
1,362
Downloads
2,619
Views
Citations
A Comment on “A major Change in the Stratigraphy of the Santorini Volcano in Greece”
(Articles)
Timothy H. Druitt
International Journal of Geosciences
Vol.8 No.9
,September 19, 2017
DOI:
10.4236/ijg.2017.89063
1,041
Downloads
2,325
Views
Citations
Generalized Electromagnetic Pollution Monitoring Using WSN
(Articles)
Sara Nouh
,
Nada Elgaml
,
Nora Ali
,
Ahmed Khattab
,
Ramez Daoud
,
Hassanein Amer
Wireless Sensor Network
Vol.8 No.6
,June 9, 2016
DOI:
10.4236/wsn.2016.86009
3,668
Downloads
4,720
Views
Citations
Measuring Tail Dependence for Aggregate Collateral Losses Using Bivariate Compound Shot-Noise Cox Process
(Articles)
Jiwook Jang
,
Genyuan Fu
Applied Mathematics
Vol.3 No.12A
,December 31, 2012
DOI:
10.4236/am.2012.312A300
5,249
Downloads
8,273
Views
Citations
This article belongs to the Special Issue on
Probability and Its Applications
Application of Mixture Models for Analyzing Reliability Data: A Case Study
(Articles)
Sabba Ruhi
Open Access Library Journal
Vol.2 No.9
,September 9, 2015
DOI:
10.4236/oalib.1101815
928
Downloads
1,959
Views
Citations
Predicting Precipitation Events Using Gaussian Mixture Model
(Articles)
Haitian Ling
,
Kunping Zhu
Journal of Data Analysis and Information Processing
Vol.5 No.4
,October 10, 2017
DOI:
10.4236/jdaip.2017.54010
1,211
Downloads
3,173
Views
Citations
Botulinum Toxin A in the Treatment of Oropharyngeal or Esophageal Dysphagia
(Articles)
Caroline Beutner
,
Katharina Bartsch
,
Harald Schwörer
,
Rainer Laskawi
,
Saskia Rohrbach
Int'l J. of Otolaryngology and Head & Neck Surgery
Vol.2 No.6
,November 8, 2013
DOI:
10.4236/ijohns.2013.26053
4,337
Downloads
6,415
Views
Citations
Does the Luangwa Hippo Population Size and Density Distribution Vary between Upper and Lower Study Blocks? What Are the Management Implications of Such Distribution Pattern?
(Articles)
Chansa Chomba
,
Twakundine Simpamba
,
George Kampamba
,
Vincent Nyirenda
Open Journal of Ecology
Vol.4 No.5
,April 21, 2014
DOI:
10.4236/oje.2014.45025
3,527
Downloads
5,467
Views
Citations
Variation of Zonal Winds in the Upper Troposphere and Lower Stratosphere in Association with Deficient and Excess Indian Summer Monsoon Scenario
(Articles)
Vazhathottathil Madhu
Atmospheric and Climate Sciences
Vol.4 No.4
,October 23, 2014
DOI:
10.4236/acs.2014.44062
4,087
Downloads
5,411
Views
Citations
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