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You searched for subject:(Elliptical distributions). Showing records 1 – 11 of 11 total matches.

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Humboldt University of Berlin

1. Pimenova, Irina. Semi-parametric estimation of elliptical distribution in case of high dimensionality.

Degree: 2012, Humboldt University of Berlin

 This paper is devoted to the problem of high dimensionality in finance. We consider a joint multivariate density estimator of elliptical distribution which relies on… (more)

Subjects/Keywords: Wirtschaft; covariance matrix; high dimensionality; factor models; elliptical distributions; ddc:330

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pimenova, I. (2012). Semi-parametric estimation of elliptical distribution in case of high dimensionality. (Masters Thesis). Humboldt University of Berlin. Retrieved from http://edoc.hu-berlin.de/docviews/abstract.php?id=39706 ; http://edoc.hu-berlin.de/master/pimenova-irina-2012-11-06/PDF/pimenova.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100205587

Chicago Manual of Style (16th Edition):

Pimenova, Irina. “Semi-parametric estimation of elliptical distribution in case of high dimensionality.” 2012. Masters Thesis, Humboldt University of Berlin. Accessed February 17, 2020. http://edoc.hu-berlin.de/docviews/abstract.php?id=39706 ; http://edoc.hu-berlin.de/master/pimenova-irina-2012-11-06/PDF/pimenova.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100205587.

MLA Handbook (7th Edition):

Pimenova, Irina. “Semi-parametric estimation of elliptical distribution in case of high dimensionality.” 2012. Web. 17 Feb 2020.

Vancouver:

Pimenova I. Semi-parametric estimation of elliptical distribution in case of high dimensionality. [Internet] [Masters thesis]. Humboldt University of Berlin; 2012. [cited 2020 Feb 17]. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=39706 ; http://edoc.hu-berlin.de/master/pimenova-irina-2012-11-06/PDF/pimenova.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100205587.

Council of Science Editors:

Pimenova I. Semi-parametric estimation of elliptical distribution in case of high dimensionality. [Masters Thesis]. Humboldt University of Berlin; 2012. Available from: http://edoc.hu-berlin.de/docviews/abstract.php?id=39706 ; http://edoc.hu-berlin.de/master/pimenova-irina-2012-11-06/PDF/pimenova.pdf ; http://www.nbn-resolving.de/urn:nbn:de:kobv:11-100205587


University of California – Berkeley

2. Bhattacharyya, Sharmodeep. A Study of High-dimensional Clustering and Statistical Inference on Networks.

Degree: Statistics, 2013, University of California – Berkeley

 Clustering is an important unsupervised classification technique. In supervised classification, we are provided with a collection of labeled (pre-classified) patterns and the problem is to… (more)

Subjects/Keywords: Statistics; Bootstrap; Clustering; Community detection; Elliptical distributions; High-dimensional inference; Networks

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APA (6th Edition):

Bhattacharyya, S. (2013). A Study of High-dimensional Clustering and Statistical Inference on Networks. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/9sx0k48k

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bhattacharyya, Sharmodeep. “A Study of High-dimensional Clustering and Statistical Inference on Networks.” 2013. Thesis, University of California – Berkeley. Accessed February 17, 2020. http://www.escholarship.org/uc/item/9sx0k48k.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bhattacharyya, Sharmodeep. “A Study of High-dimensional Clustering and Statistical Inference on Networks.” 2013. Web. 17 Feb 2020.

Vancouver:

Bhattacharyya S. A Study of High-dimensional Clustering and Statistical Inference on Networks. [Internet] [Thesis]. University of California – Berkeley; 2013. [cited 2020 Feb 17]. Available from: http://www.escholarship.org/uc/item/9sx0k48k.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bhattacharyya S. A Study of High-dimensional Clustering and Statistical Inference on Networks. [Thesis]. University of California – Berkeley; 2013. Available from: http://www.escholarship.org/uc/item/9sx0k48k

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Farias, Rafael Braz Azevedo. Modelos multivariados binários com funções de ligação assimétricas.

Degree: PhD, Estatística, 2012, University of São Paulo

Conjuntos de dados com respostas multivariadas aparecem frequentemente em pesquisas em que os dados são provenientes de questionários. Exemplos mais comuns são pesquisas de opinião,… (more)

Subjects/Keywords: binary models; modelos binários; modelos elípticos-assimétricos; multivariate regression models; regressão multivariada; skew-elliptical distributions

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APA (6th Edition):

Farias, R. B. A. (2012). Modelos multivariados binários com funções de ligação assimétricas. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-15082012-233258/ ;

Chicago Manual of Style (16th Edition):

Farias, Rafael Braz Azevedo. “Modelos multivariados binários com funções de ligação assimétricas.” 2012. Doctoral Dissertation, University of São Paulo. Accessed February 17, 2020. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-15082012-233258/ ;.

MLA Handbook (7th Edition):

Farias, Rafael Braz Azevedo. “Modelos multivariados binários com funções de ligação assimétricas.” 2012. Web. 17 Feb 2020.

Vancouver:

Farias RBA. Modelos multivariados binários com funções de ligação assimétricas. [Internet] [Doctoral dissertation]. University of São Paulo; 2012. [cited 2020 Feb 17]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-15082012-233258/ ;.

Council of Science Editors:

Farias RBA. Modelos multivariados binários com funções de ligação assimétricas. [Doctoral Dissertation]. University of São Paulo; 2012. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-15082012-233258/ ;

4. Borges, Livia Costa. Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais usando distribuições elípticas.

Degree: PhD, Estatística, 2008, University of São Paulo

A análise fatorial é uma importante ferramenta estatística que tem amplas aplicações práticas e explica a correlação entre um grande número de variáveis observáveis em… (more)

Subjects/Keywords: Anállise Bayesiana; Baysian analysis; distribuições elípticas; elliptical distributions; factorial model; Metropolis-Hastings; Metropolis-Hastings<; modelo fatorial; séries temporais; time series

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APA (6th Edition):

Borges, L. C. (2008). Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais usando distribuições elípticas. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-11092008-143337/ ;

Chicago Manual of Style (16th Edition):

Borges, Livia Costa. “Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais usando distribuições elípticas.” 2008. Doctoral Dissertation, University of São Paulo. Accessed February 17, 2020. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-11092008-143337/ ;.

MLA Handbook (7th Edition):

Borges, Livia Costa. “Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais usando distribuições elípticas.” 2008. Web. 17 Feb 2020.

Vancouver:

Borges LC. Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais usando distribuições elípticas. [Internet] [Doctoral dissertation]. University of São Paulo; 2008. [cited 2020 Feb 17]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-11092008-143337/ ;.

Council of Science Editors:

Borges LC. Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais usando distribuições elípticas. [Doctoral Dissertation]. University of São Paulo; 2008. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-11092008-143337/ ;


Université Montpellier II

5. Opitz, Thomas. Extrêmes multivariés et spatiaux : approches spectrales et modèles elliptiques : Multivariate and spatial extremes : spectral approaches and elliptical models.

Degree: Docteur es, Biostatistique, 2013, Université Montpellier II

Cette thèse présente des contributions à la modélisation multivariée et spatiale des valeurs extrêmes. Au travers d'une extension de la représentation par coordonnées pseudo-polaires, représentation… (more)

Subjects/Keywords: Extrêmes multivariés; Extrêmes spatiaux; Lois elliptiques; Mesure spectrale; Processus de Pareto; Multivariate extremes; Spatial extremes; Elliptical distributions; Spectral measure; Pareto process

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APA (6th Edition):

Opitz, T. (2013). Extrêmes multivariés et spatiaux : approches spectrales et modèles elliptiques : Multivariate and spatial extremes : spectral approaches and elliptical models. (Doctoral Dissertation). Université Montpellier II. Retrieved from http://www.theses.fr/2013MON20125

Chicago Manual of Style (16th Edition):

Opitz, Thomas. “Extrêmes multivariés et spatiaux : approches spectrales et modèles elliptiques : Multivariate and spatial extremes : spectral approaches and elliptical models.” 2013. Doctoral Dissertation, Université Montpellier II. Accessed February 17, 2020. http://www.theses.fr/2013MON20125.

MLA Handbook (7th Edition):

Opitz, Thomas. “Extrêmes multivariés et spatiaux : approches spectrales et modèles elliptiques : Multivariate and spatial extremes : spectral approaches and elliptical models.” 2013. Web. 17 Feb 2020.

Vancouver:

Opitz T. Extrêmes multivariés et spatiaux : approches spectrales et modèles elliptiques : Multivariate and spatial extremes : spectral approaches and elliptical models. [Internet] [Doctoral dissertation]. Université Montpellier II; 2013. [cited 2020 Feb 17]. Available from: http://www.theses.fr/2013MON20125.

Council of Science Editors:

Opitz T. Extrêmes multivariés et spatiaux : approches spectrales et modèles elliptiques : Multivariate and spatial extremes : spectral approaches and elliptical models. [Doctoral Dissertation]. Université Montpellier II; 2013. Available from: http://www.theses.fr/2013MON20125

6. Usseglio-Carleve, Antoine. Estimation de mesures de risque pour des distributions elliptiques conditionnées : Estimation of risk measures for conditioned elliptical distributions.

Degree: Docteur es, Mathématiques, 2018, Lyon

Cette thèse s'intéresse à l'estimation de certaines mesures de risque d'une variable aléatoire réelle Y en présence d'une covariable X. Pour cela, on va considérer… (more)

Subjects/Keywords: Distributions elliptiques; Quantiles extrêmes; Expectiles; Régression quantile; Régression expectile; Théorie des valeurs extrêmes; Elliptical distributions; Extreme quantiles; Expectiles; Quantile regression; Expectile regression; Extreme value theory; 510

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APA (6th Edition):

Usseglio-Carleve, A. (2018). Estimation de mesures de risque pour des distributions elliptiques conditionnées : Estimation of risk measures for conditioned elliptical distributions. (Doctoral Dissertation). Lyon. Retrieved from http://www.theses.fr/2018LYSE1094

Chicago Manual of Style (16th Edition):

Usseglio-Carleve, Antoine. “Estimation de mesures de risque pour des distributions elliptiques conditionnées : Estimation of risk measures for conditioned elliptical distributions.” 2018. Doctoral Dissertation, Lyon. Accessed February 17, 2020. http://www.theses.fr/2018LYSE1094.

MLA Handbook (7th Edition):

Usseglio-Carleve, Antoine. “Estimation de mesures de risque pour des distributions elliptiques conditionnées : Estimation of risk measures for conditioned elliptical distributions.” 2018. Web. 17 Feb 2020.

Vancouver:

Usseglio-Carleve A. Estimation de mesures de risque pour des distributions elliptiques conditionnées : Estimation of risk measures for conditioned elliptical distributions. [Internet] [Doctoral dissertation]. Lyon; 2018. [cited 2020 Feb 17]. Available from: http://www.theses.fr/2018LYSE1094.

Council of Science Editors:

Usseglio-Carleve A. Estimation de mesures de risque pour des distributions elliptiques conditionnées : Estimation of risk measures for conditioned elliptical distributions. [Doctoral Dissertation]. Lyon; 2018. Available from: http://www.theses.fr/2018LYSE1094

7. Maddox, Wesley J. Dependency Measures and Copulas for Multivariate Infinitely Divisible Distributions.

Degree: MSs, Statistics, 2017, Case Western Reserve University

 Multivariate Linnik distributions, despite their potential usefulness, have not beenwell-studied due to their diculty in nding representations and estimators. Pa-rameter estimation methods are applied to… (more)

Subjects/Keywords: Statistics; Linnik distributions, copulas, Mittag-Leffler distributions, elliptical distributions, stable distributions, sampling, inference

…Linnik distributions are then applied to develop an elliptical Linnik copula, while dependency… …Elliptical Distributions Elliptical distributions are a class of distributions which generalize… …spherical distributions [33]. A random vector X has an elliptical distribution if d S… …elliptical distributions are represented in terms of the matrix Σ = A0 A. Often, the Cholesky… …0. 6 Thus, elliptical distributions are typically represented as X ∼ Em (µ, Σ, ϕ… 

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APA (6th Edition):

Maddox, W. J. (2017). Dependency Measures and Copulas for Multivariate Infinitely Divisible Distributions. (Masters Thesis). Case Western Reserve University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=case1493912655994132

Chicago Manual of Style (16th Edition):

Maddox, Wesley J. “Dependency Measures and Copulas for Multivariate Infinitely Divisible Distributions.” 2017. Masters Thesis, Case Western Reserve University. Accessed February 17, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=case1493912655994132.

MLA Handbook (7th Edition):

Maddox, Wesley J. “Dependency Measures and Copulas for Multivariate Infinitely Divisible Distributions.” 2017. Web. 17 Feb 2020.

Vancouver:

Maddox WJ. Dependency Measures and Copulas for Multivariate Infinitely Divisible Distributions. [Internet] [Masters thesis]. Case Western Reserve University; 2017. [cited 2020 Feb 17]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1493912655994132.

Council of Science Editors:

Maddox WJ. Dependency Measures and Copulas for Multivariate Infinitely Divisible Distributions. [Masters Thesis]. Case Western Reserve University; 2017. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=case1493912655994132

8. Pulgar, Germán Mauricio Ibacache. Modelos mistos aditivos semiparamétricos de contornos elípticos.

Degree: PhD, Estatística, 2009, University of São Paulo

Neste trabalho estendemos os modelos mistos semiparamétricos propostos por Zhang et al. (1998) para uma classe mais geral de modelos, a qual denominamos modelos mistos… (more)

Subjects/Keywords: Distribuições elípticas; Elliptical distributions; estimativas de máxima verossimilhança penalizada; estimativas robustas; influência local.; local influence method.; modelos não paramétricos; non-parametric models; penalized likelihood estimates; robust estimates

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APA (6th Edition):

Pulgar, G. M. I. (2009). Modelos mistos aditivos semiparamétricos de contornos elípticos. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-13102009-110415/ ;

Chicago Manual of Style (16th Edition):

Pulgar, Germán Mauricio Ibacache. “Modelos mistos aditivos semiparamétricos de contornos elípticos.” 2009. Doctoral Dissertation, University of São Paulo. Accessed February 17, 2020. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-13102009-110415/ ;.

MLA Handbook (7th Edition):

Pulgar, Germán Mauricio Ibacache. “Modelos mistos aditivos semiparamétricos de contornos elípticos.” 2009. Web. 17 Feb 2020.

Vancouver:

Pulgar GMI. Modelos mistos aditivos semiparamétricos de contornos elípticos. [Internet] [Doctoral dissertation]. University of São Paulo; 2009. [cited 2020 Feb 17]. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-13102009-110415/ ;.

Council of Science Editors:

Pulgar GMI. Modelos mistos aditivos semiparamétricos de contornos elípticos. [Doctoral Dissertation]. University of São Paulo; 2009. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-13102009-110415/ ;


KTH

9. Isaksson, Daniel. Robust portfolio optimization with Expected Shortfall.

Degree: Mathematical Statistics, 2016, KTH

This thesis project studies robust portfolio optimization with Expected Short-fall applied to a reference portfolio consisting of Swedish linear assets with stocks and a… (more)

Subjects/Keywords: Robust Portfolio Optimization; Risk Management; Expected Shortfall; Elliptical Distributions; GARCH model; Normal Copula; Hybrid Generalized Pareto-Empirical-Generalized Pareto Marginals; Markowitz Mean-Variance Optimization; Contribution Expected Shortfall

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APA (6th Edition):

Isaksson, D. (2016). Robust portfolio optimization with Expected Shortfall. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Isaksson, Daniel. “Robust portfolio optimization with Expected Shortfall.” 2016. Thesis, KTH. Accessed February 17, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Isaksson, Daniel. “Robust portfolio optimization with Expected Shortfall.” 2016. Web. 17 Feb 2020.

Vancouver:

Isaksson D. Robust portfolio optimization with Expected Shortfall. [Internet] [Thesis]. KTH; 2016. [cited 2020 Feb 17]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Isaksson D. Robust portfolio optimization with Expected Shortfall. [Thesis]. KTH; 2016. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-187888

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Silva, Gecirlei Francisco da. Aplicações estatísticas na área industrial.

Degree: PhD, Ciências de Computação e Matemática Computacional, 2009, University of São Paulo

Apresentamos algumas aplicações de ferramentas estatísticas que são comumente utilizadas na melhoria da qualidade de processos industriais. Inicialmente, desenvolveu-se procedimentos para testar a competência de… (more)

Subjects/Keywords: Análise da capacidade de processos; Analysis of the capacity of process; Comparações interlaboratoriais; Distribuição normal assimétrica; Distribuições elípticas; Elliptical distributions; Ensaios de proficiência; Interlaboratorial comparisons; Skew normal distributions; Test of proficiency

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APA (6th Edition):

Silva, G. F. d. (2009). Aplicações estatísticas na área industrial. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/55/55134/tde-30112011-142703/ ;

Chicago Manual of Style (16th Edition):

Silva, Gecirlei Francisco da. “Aplicações estatísticas na área industrial.” 2009. Doctoral Dissertation, University of São Paulo. Accessed February 17, 2020. http://www.teses.usp.br/teses/disponiveis/55/55134/tde-30112011-142703/ ;.

MLA Handbook (7th Edition):

Silva, Gecirlei Francisco da. “Aplicações estatísticas na área industrial.” 2009. Web. 17 Feb 2020.

Vancouver:

Silva GFd. Aplicações estatísticas na área industrial. [Internet] [Doctoral dissertation]. University of São Paulo; 2009. [cited 2020 Feb 17]. Available from: http://www.teses.usp.br/teses/disponiveis/55/55134/tde-30112011-142703/ ;.

Council of Science Editors:

Silva GFd. Aplicações estatísticas na área industrial. [Doctoral Dissertation]. University of São Paulo; 2009. Available from: http://www.teses.usp.br/teses/disponiveis/55/55134/tde-30112011-142703/ ;


McMaster University

11. Selvitella, Alessandro. Some Contributions to Distribution Theory and Applications.

Degree: PhD, 2017, McMaster University

 In this thesis, we present some new results in distribution theory for both discrete and continuous random variables, together with their motivating applications. We start… (more)

Subjects/Keywords: Distribution Theory; Quantum Mechanics; Molecular Biology; Simpson's Paradox; Optimal Transportation; Variational Characterization of Distributions; Statistical Inference; Von Mises Distribution; Inverse Stereographic Normal Distribution; Orthogonal Group; Protein Folding Problem; Symmetric Order Statistics; Prisoner's Dilemma; Strichartz Estimates; Elliptical Distributions; Measure of Amalgamation; Big Data; Consensus Monte Carlo Algorithm; Bohr Radius; Quantum Harmonic Oscillator; Nonlinear Schrödinger Equation; Characteristic Function; Optimization Algorithms; Symmetric Distributions

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APA (6th Edition):

Selvitella, A. (2017). Some Contributions to Distribution Theory and Applications. (Doctoral Dissertation). McMaster University. Retrieved from http://hdl.handle.net/11375/22097

Chicago Manual of Style (16th Edition):

Selvitella, Alessandro. “Some Contributions to Distribution Theory and Applications.” 2017. Doctoral Dissertation, McMaster University. Accessed February 17, 2020. http://hdl.handle.net/11375/22097.

MLA Handbook (7th Edition):

Selvitella, Alessandro. “Some Contributions to Distribution Theory and Applications.” 2017. Web. 17 Feb 2020.

Vancouver:

Selvitella A. Some Contributions to Distribution Theory and Applications. [Internet] [Doctoral dissertation]. McMaster University; 2017. [cited 2020 Feb 17]. Available from: http://hdl.handle.net/11375/22097.

Council of Science Editors:

Selvitella A. Some Contributions to Distribution Theory and Applications. [Doctoral Dissertation]. McMaster University; 2017. Available from: http://hdl.handle.net/11375/22097

.