Pregled bibliografske jedinice broj: 530861
Skew Weibull distributions on the real line : Estimation and Applications
Skew Weibull distributions on the real line : Estimation and Applications // Journal of probability and statistical science, 3 (2005), 1; 43-58 (podatak o recenziji nije dostupan, članak, znanstveni)
CROSBI ID: 530861 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Skew Weibull distributions on the real line : Estimation and Applications
Autori
Jurić, Višnja ; Kozubowski, Tomasz
Izvornik
Journal of probability and statistical science (1726-3328) 3
(2005), 1;
43-58
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Asymmetric Laplace law; double exponential distribution; Double Weibull distribution; foreign currency exchange rate; maximum likelihood estimation; Skew normal distribution
Sažetak
We discuss maximum likelihood estimation connected with skew Weibull distributions. Application from finance (modelling currency exchange rates)is presented at the end.
Izvorni jezik
Engleski
Citiraj ovu publikaciju:
Uključenost u ostale bibliografske baze podataka::
- Citation Index to Statistics
