Research graph
References from A combined method based on kurtosis indexes for estimating p in non-linear Lp-norm regression. Local targets link to admitted publications; unresolved targets remain external evidence.
Maximum likelihood estimation for the exponential power function parameters
10.1080/03610919508813255 · 1995 · External reference
Distribution of the kurtosis statistic β2 for normal samples
1983 · External reference
Unresolved reference
2013 · External reference
Statistical applications of the multivariate skew normal distribution
10.1111/1467-9868.00194 · 1999 · External reference
A new class of asymmetric exponential power densities with applications to economics and finance
10.1093/icc/dtr036 · 2011 · External reference
Unresolved reference
1973 · External reference
A Generalized Error Distribution Copula-based method for portfolios risk assessment
10.1016/j.physa.2019.04.077 · 2019 · External reference
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
10.1016/j.ins.2020.03.075 · 2020 · External reference
Generation of pseudo random variates from a normal distribution of order p
1995 · External reference
Le curve normali di ordine p nell'ambito delle distribuzioni di errori accidentali: una rassegna dei risultati e problemi aperti per il caso univariato e per quello multivariato
2000 · External reference
A goodness-of-fit test for generalized error distribution
10.1080/03610926.2016.1271426 · 2017 · External reference
Unresolved reference
2017 · External reference
Analytical properties of generalized Gaussian distributions
10.1186/s40488-018-0088-5 · 2018 · External reference
A general quantile-based estimation method with application to the normal distribution of order p
2011 · External reference
Moments of the ratio of the mean deviation to the standard deviation for normal samples
10.1093/biomet/28.3-4.295 · 1936 · External reference
Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators
10.1007/s11135-017-0571-y · 2018 · External reference
Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy
10.1007/s11135-019-00935-0 · 2020 · External reference
Non-linear Lp-norm estimation: part I-on the choice of the exponent, p, where the errors are additive
10.1080/03610928508828952 · 1985 · External reference
A review of computational methods for solving the non-linear L1-norm estimation problem
1987 · External reference
Unresolved reference
1989 · External reference
Unresolved reference
1995 · External reference
Unresolved reference
1977 · External reference
An analysis of quantile measures of kurtosis: center and tails
10.1007/s00362-007-0101-4 · 2009 · External reference
The true maximum-likelihood estimators for the generalized Gaussian distribution with p= 3, 4, 5
10.1080/03610926.2016.1185121 · 2017 · External reference
A note on the fourth cumulant of a finite mixture distribution
10.1016/j.jmva.2013.09.007 · 2014 · External reference
A new kurtosis matrix, with statistical applications
10.1016/j.laa.2016.09.033 · 2017 · External reference
Multiplicative algorithms for maximum penalized likelihood inversion with non-negative constraints and generalized error distributions
10.1080/03610920500501478 · 2006 · External reference
Modelling the skewed exponential power distribution in finance
2012 · External reference
On parameter estimation by nonlinear least squares in some special two-parameter exponential type models
2015 · External reference
The norm-p estimation of location, scale and simple linear regression parameters
1989 · External reference
A software tool for the exponential power distribution: the normalp package
10.18637/jss.v012.i04 · 2005 · External reference
On the estimation of the structure parameter of a normal distribution of order p
2007 · External reference
The linear regression model: Lp norm estimation and the choice of p
10.1080/03610918208812247 · 1982 · External reference
A generalized normal distribution
10.1080/02664760500079464 · 2005 · External reference
The optimal Lp norm estimator in linear regression models
10.1080/03610928308828618 · 1983 · External reference
Robust second-order least-squares estimation for regression models with autoregressive errors
10.1007/s00362-016-0829-9 · 2019 · External reference
The risk and return conundrum explained: international evidence
10.1093/jjfinec/nby014 · 2018 · External reference
On the efficiency of using the sample kurtosis in selecting optimal Lp estimators
10.1080/03610918308812318 · 1983 · External reference
On the law of frequency of error
1923 · External reference
Skewed generalized error distribution of financial assets and option pricing
10.17578/19-4-1 · 2015 · External reference
Unresolved reference
External reference
GARCH forecasting performance under different distribution assumptions
10.1002/for.1009 · 2006 · External reference
Linear regression with non-normal error terms
10.2307/1926296 · 1970 · External reference
Properties and estimation of asymmetric exponential power distribution
10.1016/j.jeconom.2008.09.038 · 2009 · External reference
