Summary
The characteristics of the one-dimensional generalized hyperbolic distributions are discussed, and the questions of maximum likelihood estimation for the hyperbolic distribution are considered in some detail. Various ways of approximating a theoretical distribution by one of the hyperbolic or generalized hyperbolic distributions are outlined and as an application of this an approximation is obtained to the distribution of the sum of a sample of observations from the hyperbolic distribution.
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© 1981 D. Reidel Publishing Company
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Barndorff-Nielsen, O., Blaesild, P. (1981). Hyperbolic Distributions and Ramifications: Contributions to Theory and Application. In: Taillie, C., Patil, G.P., Baldessari, B.A. (eds) Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 79. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-8549-0_2
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DOI: https://doi.org/10.1007/978-94-009-8549-0_2
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