Scale parameter
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- L-Moments for Automatic Threshold Selection in Extreme Value Analysis
- A Class of Multivariate Skew Distributions: Properties and Inferential Issues
- Study of Unified Multivariate Skew Normal Distribution with Applications in Finance and Actuarial Science
- Simultaneously Testing for Location and Scale Parameters of Two Multivariate Distributions
- Figure : Examples of Univariate Gaussian S N(X; Μ, Σ2)
- Investigating the Generalized T-Distribution
- Median of the P Value Under the Alternative Hypothesis
- Scan Statistics for Detecting a Local Change in the Scale Parameter for Gamma Random Variables Qian Meng University of Connecticut - Storrs, [email protected]
- Parameter Estimation for Multivariate Generalized Gaussian Distributions Fred´ Eric´ Pascal, Lionel Bombrun, Jean-Yves Tourneret and Yannick Berthoumieu
- A Student-T Based Filter for Robust Signal Detection
- Joint Modelling of Location, Scale and Skewness Parameters of the Skew Laplace Normal Distribution
- Package 'Lmom'
- Robust Scale Estimation for the Generalized Gaussian Probability Density Function
- Skewness and Kurtosis As Locally Best Invariant Tests of Normality
- Statistical Inferences for Functions of Parameters of Several Pareto and Exponential Populations with Application in Data Traffic
- Useful Properties of the Multivariate Normal*
- Lifetime Models with Nonconstant Shape Parameters
- Properties and Applications of a New Family of Skew Distributions