Open AccessJournal Article
A generalization of the beta distribution with applications (PII: 0304-4076(94)01612-4)
James B. McDonald,Yexiao Xu +1 more
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This article is published in Journal of Econometrics.The article was published on 1995-10-01 and is currently open access. It has received 418 citations till now. The article focuses on the topics: Generalization & Beta distribution.read more
Citations
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Enhanced secondary analysis of survival data: reconstructing the data from published Kaplan-Meier survival curves
TL;DR: An algorithm that maps from digitised curves back to KM data by finding numerical solutions to the inverted KM equations is developed, which is a reliable tool for meta-analysis and cost-effectiveness analyses of RCTs reporting time-to-event data.
Book
Statistical Size Distributions in Economics and Actuarial Sciences
Christian Kleiber,Samuel Kotz +1 more
TL;DR: The Statistical Size Distribution in Economics and Actuarial Sciences (SDFIS) as discussed by the authors is a collection of parametric models that deal with income, wealth, and related notions.
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Regression analysis of variates observed on (0, 1): percentages, proportions and fractions
TL;DR: In this paper, the authors identify four distributional categories into which such data can be put, and focus on regression models for the first category, for proportions observed on the open interval (0, 1).
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Distinguishing between Equilibrium and Integration in Spatial Price Analysis
TL;DR: In this article, the authors introduce a new spatial price analysis methodology based on maximum likelihood estimation of a mixture distribution model incorporating price, transfer cost, and trade flow data, and derive intuitive measures of intermarket tradability, competitive market equilibrium, perfect integration, segmented equilibrium, and segmented disequilibrium.
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Investigating the Behavior of Idiosyncratic Volatility
TL;DR: In this paper, the authors studied the behavior of idiosyncratic volatility for the post war period and found that the volatility of individual stocks appears to have increased over time, not solely attributed to the increasing prominence of the NASDAQ market.
References
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Book
Table of Integrals, Series, and Products
TL;DR: Combinations involving trigonometric and hyperbolic functions and power 5 Indefinite Integrals of Special Functions 6 Definite Integral Integral Functions 7.Associated Legendre Functions 8 Special Functions 9 Hypergeometric Functions 10 Vector Field Theory 11 Algebraic Inequalities 12 Integral Inequality 13 Matrices and related results 14 Determinants 15 Norms 16 Ordinary differential equations 17 Fourier, Laplace, and Mellin Transforms 18 The z-transform
Journal ArticleDOI
The Statistical Analysis of Failure Time Data.
Journal ArticleDOI
Tables of Integrals, Series, and Products
BookDOI
Special functions of mathematical physics : a unified introduction with applications
TL;DR: The theory of classical or thogonal polynomials of a discrete variable on both uniform and non-uniform lattices has been given a coherent presentation, together with its various applications in physics as discussed by the authors.
Book ChapterDOI
Some Generalized Functions for the Size Distribution of Income
TL;DR: In this article, two generalized beta distributions have been used as models for the distribution of income and a unified method of comparing many models previously considered is presented, which includes many of these models as special or limiting cases.