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John P Nolan
John P Nolan
American university
Bestätigte E-Mail-Adresse bei american.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Univariate stable distributions
JP Nolan
Springer Series in Operations Research and Financial Engineering 10, 978-3, 2020
1679*2020
Numerical calculation of stable densities and distribution functions
JP Nolan
Communications in statistics. Stochastic models 13 (4), 759-774, 1997
8431997
Parameterizations and modes of stable distributions
JP Nolan
Statistics & probability letters 38 (2), 187-195, 1998
2341998
Multivariate elliptically contoured stable distributions: theory and estimation
JP Nolan
Computational statistics 28, 2067-2089, 2013
1872013
Modeling financial data with stable distributions
JP Nolan
Handbook of heavy tailed distributions in finance, 105-130, 2003
1752003
True and false positive peaks in genomewide scans: applications of length-biased sampling to linkage mapping
JD Terwilliger, WD Shannon, GM Lathrop, JP Nolan, LR Goldin, ...
The American Journal of Human Genetics 61 (2), 430-438, 1997
1631997
Estimation of stable spectral measures
JP Nolan, AK Panorska, JH McCulloch
Mathematical and Computer Modelling 34 (9-11), 1113-1122, 2001
1462001
Fitting data and assessing goodness-of-fit with stable distributions
JP Nolan
Applications of Heavy Tailed Distributions in Economics, Engineering and …, 1999
1291999
Tail behavior, modes and other characteristics of stable distributions
H Fofack, JP Nolan
Extremes 2, 39-58, 1999
1151999
Approximation of multidimensional stable densities
T Byczkowski, JP Nolan, B Rajput
Journal of Multivariate Analysis 46 (1), 13-31, 1993
1151993
An algorithm for evaluating stable densities in Zolotarev's (M) parameterization
JP Nolan
Mathematical and computer modelling 29 (10-12), 229-233, 1999
1011999
Models for dependent extremes using stable mixtures
AL Fougères, JP Nolan, H Rootzén
Scandinavian Journal of Statistics 36 (1), 42-59, 2009
862009
A method for simulating stable random vectors
R Modarres, JP Nolan
Computational Statistics 9 (1), 11-19, 1994
721994
Multivariate stable distributions: Approximation, estimation, simulation and identification
JP Nolan
A Practical Guide to Heavy Tails: Statistical Techniques and Applications …, 1998
671998
Linear and nonlinear regression with stable errors
JP Nolan, D Ojeda-Revah
Journal of Econometrics 172 (2), 186-194, 2013
602013
Financial modeling with heavy‐tailed stable distributions
JP Nolan
Wiley Interdisciplinary Reviews: Computational Statistics 6 (1), 45-55, 2014
572014
Multivariate stable densities as functions of one dimensional projections
H Abdul-Hamid, JP Nolan
Journal of multivariate analysis 67 (1), 80-89, 1998
571998
Multivariate stable densities and distribution functions: general and elliptical case
J Nolan
American University, 2005
492005
Local nondeterminism and local times for stable processes
JP Nolan
Probability theory and related fields 82 (3), 387-410, 1989
481989
Dense classes of multivariate extreme value distributions
AL Fougères, C Mercadier, JP Nolan
Journal of Multivariate Analysis 116, 109-129, 2013
472013
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