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Jørgensen, Bent

Statistical properties of the generalized inverse Gaussian distribution. (English) Zbl 0486.62022

Lecture Notes in Statistics, 9. New York Heidelberg Berlin: Springer-Verlag. VI, 188 p. DM 25.80; $ 12.00 (1982).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0486.62022

Cited in 3 Reviews
Cited in 175 Documents

MSC:

62E15 Exact distribution theory in statistics
62F10 Point estimation
62-02 Research exposition (monographs, survey articles) pertaining to statistics
62F03 Parametric hypothesis testing

Keywords:

generalized inverse Gaussian distribution; exponential family; normal approximation; maximum likelihood estimators; diffusion processes; distribution of first hitting time

Citations:

Zbl 0436.62016
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