Nakajima, Jouchi Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns. (English) Zbl 1506.62412 Stud. Nonlinear Dyn. Econom. 17, No. 5, 499-520 (2013). MSC: 62P05 62F15 91B70 91G70 PDFBibTeX XMLCite \textit{J. Nakajima}, Stud. Nonlinear Dyn. Econom. 17, No. 5, 499--520 (2013; Zbl 1506.62412) Full Text: DOI
Cordeiro, Gauss M. A simple formula based on quantiles for the moments of beta generalized distributions. (English) Zbl 1453.62338 J. Stat. Comput. Simulation 83, No. 10, 1932-1943 (2013). MSC: 62E10 60E05 62N05 PDFBibTeX XMLCite \textit{G. M. Cordeiro}, J. Stat. Comput. Simulation 83, No. 10, 1932--1943 (2013; Zbl 1453.62338) Full Text: DOI
Kumari, Sandya Nilmini; Tan, Abby Review of asset return distribution and its application. (English) Zbl 1411.91568 Proceedings of the 2nd annual international conference on computational mathematics, computational geometry and statistics, CMCGS 2013, Singapore, February 4–5, 2013. Singapore: Global Science and Technology Forum (GSTF). 94-99 (2013). MSC: 91G20 62P05 PDFBibTeX XMLCite \textit{S. N. Kumari} and \textit{A. Tan}, in: Proceedings of the 2nd annual international conference on computational mathematics, computational geometry and statistics, CMCGS 2013, Singapore, February 4--5, 2013. Singapore: Global Science and Technology Forum (GSTF). 94--99 (2013; Zbl 1411.91568)
McCulloch, J. Huston; Percy, E. Richard jun. Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions. (English) Zbl 1443.62493 J. Econom. 172, No. 2, 275-282 (2013). MSC: 62P20 60E07 62F03 62M10 PDFBibTeX XMLCite \textit{J. H. McCulloch} and \textit{E. R. Percy jun.}, J. Econom. 172, No. 2, 275--282 (2013; Zbl 1443.62493) Full Text: DOI Link
Yousef, Ali Edgeworth Black-Scholes option pricing formula. (Edegeworth Black-Scholes option pricing formula.) (English) Zbl 1310.91139 J. Concr. Appl. Math. 11, No. 1, 23-46 (2013). MSC: 91G20 PDFBibTeX XMLCite \textit{A. Yousef}, J. Concr. Appl. Math. 11, No. 1, 23--46 (2013; Zbl 1310.91139)
Zhu, Hao; Leung, Henry; He, Zhongshi A variational Bayesian approach to robust sensor fusion based on Student-\(t\) distribution. (English) Zbl 1293.94026 Inf. Sci. 221, 201-214 (2013). MSC: 94A12 62P30 PDFBibTeX XMLCite \textit{H. Zhu} et al., Inf. Sci. 221, 201--214 (2013; Zbl 1293.94026) Full Text: DOI
Nadarajah, Saralees; Chan, Stephen; Afuecheta, Emmanuel On the characteristic function for asymmetric Student \(t\) distributions. (English) Zbl 1288.60022 Econ. Lett. 121, No. 2, 271-274 (2013). MSC: 60E10 PDFBibTeX XMLCite \textit{S. Nadarajah} et al., Econ. Lett. 121, No. 2, 271--274 (2013; Zbl 1288.60022) Full Text: DOI
Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen A double generalized Pareto distribution. (English) Zbl 1286.60012 Stat. Probab. Lett. 83, No. 12, 2656-2663 (2013). MSC: 60E05 PDFBibTeX XMLCite \textit{S. Nadarajah} et al., Stat. Probab. Lett. 83, No. 12, 2656--2663 (2013; Zbl 1286.60012) Full Text: DOI
Shao, Qi-Man; Wang, Qiying Self-normalized limit theorems: a survey. (English) Zbl 1286.60029 Probab. Surv. 10, 69-93 (2013). MSC: 60F05 60F17 62E20 PDFBibTeX XMLCite \textit{Q.-M. Shao} and \textit{Q. Wang}, Probab. Surv. 10, 69--93 (2013; Zbl 1286.60029) Full Text: DOI
Pogány, Tibor K.; Nadarajah, Saralees On the convolution of normal and \(t\) random variables. (English) Zbl 1440.60019 Statistics 47, No. 6, 1363-1369 (2013). MSC: 60E10 PDFBibTeX XMLCite \textit{T. K. Pogány} and \textit{S. Nadarajah}, Statistics 47, No. 6, 1363--1369 (2013; Zbl 1440.60019) Full Text: DOI
Arashi, M.; Saleh, A. K. Md. E.; Tabatabaey, S. M. M. Regression model with elliptically contoured errors. (English) Zbl 1440.62204 Statistics 47, No. 6, 1266-1284 (2013). MSC: 62H12 62J05 62J07 PDFBibTeX XMLCite \textit{M. Arashi} et al., Statistics 47, No. 6, 1266--1284 (2013; Zbl 1440.62204) Full Text: DOI arXiv
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J. Sensitivity of portfolio VaR and CVaR to portfolio return characteristics. (English) Zbl 1269.91082 Ann. Oper. Res. 205, 169-187 (2013). MSC: 91G10 PDFBibTeX XMLCite \textit{S. V. Stoyanov} et al., Ann. Oper. Res. 205, 169--187 (2013; Zbl 1269.91082) Full Text: DOI Link
Xu, Jianwen; Yang, Hu Performances of the positive-rule Stein-type ridge estimator in a linear regression model with spherically symmetric error distributions. (English) Zbl 1298.62121 Commun. Stat., Theory Methods 42, No. 3, 543-560 (2013). MSC: 62J07 62F03 PDFBibTeX XMLCite \textit{J. Xu} and \textit{H. Yang}, Commun. Stat., Theory Methods 42, No. 3, 543--560 (2013; Zbl 1298.62121) Full Text: DOI
Yang, Yong; Han, Shoudong; Wang, Tianjiang; Tao, Wenbing; Tai, Xue-Cheng Multilayer graph cuts based unsupervised color-texture image segmentation using multivariate mixed Student’s \(t\)-distribution and regional credibility merging. (English) Zbl 1255.68183 Pattern Recognition 46, No. 4, 1101-1124 (2013). MSC: 68T45 PDFBibTeX XMLCite \textit{Y. Yang} et al., Pattern Recognition 46, No. 4, 1101--1124 (2013; Zbl 1255.68183) Full Text: DOI
Martsynyuk, Yuliya V. On the generalized domain of attraction of the multivariate normal law and asymptotic normality of the multivariate Student \(t\)-statistic. (English) Zbl 1261.60029 J. Multivariate Anal. 114, 402-411 (2013). MSC: 60F05 60E07 62E20 60F17 PDFBibTeX XMLCite \textit{Y. V. Martsynyuk}, J. Multivariate Anal. 114, 402--411 (2013; Zbl 1261.60029) Full Text: DOI
Grigelionis, Bronius Student’s \(t\)-distribution and related stochastic processes. (English) Zbl 1269.60013 SpringerBriefs in Statistics. Berlin: Springer (ISBN 978-3-642-31145-1/pbk; 978-3-642-31146-8/ebook). xi, 99 p. (2013). Reviewer: Michael Högele (Berlin) MSC: 60E05 60G10 60G70 60H10 PDFBibTeX XMLCite \textit{B. Grigelionis}, Student's \(t\)-distribution and related stochastic processes. Berlin: Springer (2013; Zbl 1269.60013) Full Text: DOI