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Variance-gamma distribution
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1	Using a Bayesian Approach for Claims Reserving by Mario V. Wu¨ thrich ABSTRACT Add to Reading List Source URL: www.variancejournal.org Language: English - Date: 2008-01-21 15:27:35 Statistics Actuarial science Statistical theory Statistical models Probability distributions Bias of an estimator Bayesian network Bornhuetter-Ferguson method Bayesian inference Credibility theory Variance Gamma distribution
2	Optimal Shrinkage Estimation of Variances with Applications to Microarray Data Analysis Tiejun TONG and Yuedong WANG ∗ Add to Reading List Source URL: www.pstat.ucsb.edu Language: English - Date: 2006-04-08 18:04:30 Statistical theory Estimation theory Probability distributions Statistical inference Normal distribution Bias of an estimator Estimator Efficiency Shrinkage estimator Gamma distribution Variance
3	Improved Mean and Variance Approximations for Belief Net Responses via Network Doubling Peter Hooper Yasin Abbasi-Yadkori, Russ Greiner, Bret Hoehn Dept of Mathematical & Statistical Sciences Add to Reading List Source URL: webdocs.cs.ualberta.ca Language: English - Date: 2009-08-28 21:02:53 Probability distributions Estimation theory Econometrics Statistical theory Summary statistics Normal distribution Bayesian network Beta distribution Mode Linear regression Delta method Gamma distribution
4	A Distributed Message Passing Algorithm for Sensor Localization Max Welling and Joseph J. Lim Bren School of Information and Computer Science UC Irvine, CA, USA {welling, josephjl}@ics.uci.edu Add to Reading List Source URL: www.ics.uci.edu Language: English - Date: 2008-06-14 04:41:24 Normal distribution Variance Von Mises distribution Belief propagation Image noise Gamma distribution Mean squared error Wireless sensor network Statistics Probability theory Estimation theory
5	Microsoft Word - Cover Page Add to Reading List Source URL: www.norface-migration.org Language: English - Date: 2012-11-29 07:31:49 Normal distribution Data analysis Multivariate normal distribution Probability distribution Variance Gamma distribution Log-normal distribution Statistics Mathematical analysis Probability and statistics
6	EWMA for Mean and Variance A Bayesian EWMA for Mean and Variance by Spencer Graves, Søren Bisgaard, and Murat Kulachi Add to Reading List Source URL: www.prodsyse.com Language: English - Date: 2007-09-13 19:35:36 Probability theory Measurement Normal distribution Variance Confidence interval Normal-gamma distribution Gamma distribution Standard deviation Statistics Data analysis Statistical inference
7	Appendices A. Simulating Fat Tailed Distributions Suppose one wants to simulate a random variable of zero mean and unit variance, but with a given degree of tail fatness (fourth moment). Sticking to the more-or-less \bel Add to Reading List Source URL: www.mit.edu Language: English - Date: 2003-05-07 11:47:19 Kurtosis RiskMetrics Normal distribution Poisson distribution Standard deviation Probability distribution Variance Variance gamma process Cauchy distribution Statistics Data analysis Summary statistics
8	Synthesis of network delays for voice packets in Service Overlay Networks Hong Li Lorne Mason Add to Reading List Source URL: www.tsp.ece.mcgill.ca Language: English - Date: 2007-09-26 13:53:13 Data analysis Skewness Gamma distribution Maximum likelihood Autocorrelation Variance Mode Packet delay variation Statistics Covariance and correlation Summary statistics
9	Generalized Brownian - Laplace processes and financial modeling K.K. Jose Kanichukattu Principal & Professor of Statistics, St.Thomas College, Pala, Mahatma Gandhi University, Kottayam, Kerala, India, e-mail: kkj Add to Reading List Source URL: www.statistics.gov.hk Language: English - Date: 2013-08-22 04:39:21 Probability and statistics Laplace distribution Brownian motion Normal distribution Variance gamma process Gamma distribution Inverse Gaussian distribution Gaussian process Laplace operator Statistics Mathematical analysis Stochastic processes
10	FAST AND ACCURATE LONG STEPPING SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present three new discretization schemes for the Heston stochastic volatility Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:12:15 Poisson processes Probability theory Data analysis Normal distribution Poisson distribution Exponential distribution Variance Gamma distribution Characteristic function Statistics Mathematical analysis Probability and statistics

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