The Normal-inverse Gaussian DistributionP. Lafaye de MicheauxV. A. Tran
The normal inverse Gaussian (NIG) distribution is a recent flexible closed form distribution that may be applied as a model of heavy-tailed processes. The NIG distribution is completely specified by four real valued parameters that have natural interpretations in terms of the shape of the resulting...
Understand the differences between calculating the normal and the inverse normal distributions. Discover what the inverse cumulative distribution function represents. See examples of inverse Gaussian distribution or reverse bell curve. Updated: 11/21/2023 ...
The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing One of the harder new derivatives problems in recent years is estimating the probability distribution of credit losses on a portfolio of risky bonds or cre... A Kalemanova,B Schmid,R Werner - 《Journal of Derivatives》 被引量: ...
In the present paper, we propose the use of finite mixtures of the normal inverse Gaussian distribution (and its multivariate extensions). Such finite ... Dimitris,KarlisAnais,Santourian - 《Statistics & Computing》 被引量: 136发表: 2009年 The multivariate normal inverse Gaussian heavy-tailed di...
complex Gaussian distribution 复高斯分布 Gaussian distribution curve 高斯粒度分布曲线 Gaussian distribution formula 高斯分布公式 相似单词 gaussian adj.(德国数学家)高斯的,高斯发现的,高斯提出的 Gaussian 高斯型,高斯型曲线,相似比值判别 Normal n. 标准,正常 a. 正常的,正规的,标准的 n. 标准,普通,...
@WarrenWeckesser You are linking to the normal Normal-inverse Gaussian which is not equal to the Normal-inverse Gamma distribution or do I miss something here? Member WarrenWeckesser commented Sep 7, 2016 ... or do I miss something here? No, I'm the one who missed something. Sorry abo...
1) normal inverse Gaussian(NIG)distribution 正态反高斯分布1. In this approach,normal inverse Gaussian(NIG)distribution is used as a prior model to capture the sparseness of the wavelet expansion. 与广义高斯分布(GGD)、alpha稳定分布和贝塞尔K分布(BKF)相比,正态反高斯分布能更加精确地对图像小波系数...
The Normal Inverse Gaussian Distribution for Synthetic CDO Pricing. This article presents an extension of the popular Large Homogeneous Portfolio (LHP) approach to the pricing of CDOs. LHP (which has already become a standa... Kalemanova,Anna,Schmid,... - 《Journal of Derivatives》 被引量: ...
2) normal inverse gaussian distribution 正态逆高斯分布3) Gaussian ['ɡausiən] 高斯扩散 1. Blind Deconvolution of Gaussian Blurred Images; 高斯扩散特性图象的盲解卷积 更多例句>> 4) normal diffusion 正态扩散 1. This thesis introduces a new method that uses the method of normal ...