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Volumn 379, Issue 3, 2015, Pages 95-99

A relative entropy method to measure non-exponential random data

Author keywords

Fractional order moment; Logarithmic moment; Mittag Leffler distribution; Non exponential random data; Relative entropy; Tail statistics

Indexed keywords

FRACTIONAL ORDER; LOGARITHMIC MOMENTS; MITTAG-LEFFLER; RANDOM DATA; RELATIVE ENTROPY;

EID: 84912570018     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2014.11.024     Document Type: Article
Times cited : (8)

References (31)
  • 11
    • 33846143334 scopus 로고    scopus 로고
    • Computationally intensive value at risk calculations
    • J.E. Gentle, W. Härdle, Y. Mori, Springer
    • R. Weron Computationally intensive value at risk calculations J.E. Gentle, W. Härdle, Y. Mori, Handbook of Computational Statistics 2004 Springer
    • (2004) Handbook of Computational Statistics
    • Weron, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.