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partial-moments

Here are 2 public repositories matching this topic...

OVVO-Financial / NNS

Nonlinear Nonparametric Statistics

machine-learning statistics time-series clustering nonlinear econometrics nonparametric partial-moments

Updated Nov 4, 2024
HTML

s-broda / QuadraticFormsMGHyp.jl

A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.

variance-gamma value-at-risk partial-moments expected-shortfall saddlepoint-approximation normal-inverse-gaussian quadratic-forms imhof tail-probabilities generalized-hyperbolic-distribution students-t inversion-formula

Updated Mar 1, 2024
Julia

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