{"id":"https://openalex.org/W4405202582","doi":"https://doi.org/10.1080/03610918.2024.2427225","title":"Computational aspects of likelihood-based inference for the univariate generalized hyperbolic distribution","display_name":"Computational aspects of likelihood-based inference for the univariate generalized hyperbolic distribution","publication_year":2024,"publication_date":"2024-12-08","ids":{"openalex":"https://openalex.org/W4405202582","doi":"https://doi.org/10.1080/03610918.2024.2427225"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2024.2427225","is_oa":true,"landing_page_url":"https://doi.org/10.1080/03610918.2024.2427225","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.1080/03610918.2024.2427225","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Arnold van Wyk","orcid":null},"institutions":[{"id":"https://openalex.org/I69552723","display_name":"University of Pretoria","ror":"https://ror.org/00g0p6g84","country_code":"ZA","type":"education","lineage":["https://openalex.org/I69552723"]}],"countries":["ZA"],"is_corresponding":true,"raw_author_name":"Arnold van Wyk","raw_affiliation_strings":["Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria","Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, South Africa"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria","institution_ids":["https://openalex.org/I69552723"]},{"raw_affiliation_string":"Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, South Africa","institution_ids":["https://openalex.org/I69552723"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5003527982","display_name":"Adelchi Azzalini","orcid":"https://orcid.org/0000-0002-7583-1269"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Adelchi Azzalini","raw_affiliation_strings":["Dipartimento di Scienze Statistiche, Universit\u00e0 di Padova","Dipartimento di Scienze Statistiche, Universit\u00e0 di Padova, Padova PD, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Scienze Statistiche, Universit\u00e0 di Padova","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"Dipartimento di Scienze Statistiche, Universit\u00e0 di Padova, Padova PD, Italy","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5024962335","display_name":"Andri\u00ebtte Bekker","orcid":"https://orcid.org/0000-0003-4793-5674"},"institutions":[{"id":"https://openalex.org/I69552723","display_name":"University of Pretoria","ror":"https://ror.org/00g0p6g84","country_code":"ZA","type":"education","lineage":["https://openalex.org/I69552723"]}],"countries":["ZA"],"is_corresponding":false,"raw_author_name":"Andriette Bekker","raw_affiliation_strings":["Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria","Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, South Africa"],"raw_orcid":"https://orcid.org/0000-0003-4793-5674","affiliations":[{"raw_affiliation_string":"Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria","institution_ids":["https://openalex.org/I69552723"]},{"raw_affiliation_string":"Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, South Africa","institution_ids":["https://openalex.org/I69552723"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I69552723"],"apc_list":null,"apc_paid":null,"fwci":0.4586,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.72233138,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"55","issue":"4","first_page":"1146","last_page":"1166"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9901000261306763,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9901000261306763,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9779999852180481,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11186","display_name":"Hydrology and Drought Analysis","score":0.9776999950408936,"subfield":{"id":"https://openalex.org/subfields/2306","display_name":"Global and Planetary Change"},"field":{"id":"https://openalex.org/fields/23","display_name":"Environmental Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/univariate","display_name":"Univariate","score":0.7853013277053833},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.671704888343811},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5094435811042786},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4832190275192261},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.44211870431900024},{"id":"https://openalex.org/keywords/maximum-likelihood","display_name":"Maximum likelihood","score":0.427152156829834},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4197847843170166},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4103577136993408},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.23132261633872986},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.176161527633667}],"concepts":[{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.7853013277053833},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.671704888343811},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5094435811042786},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4832190275192261},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44211870431900024},{"id":"https://openalex.org/C49781872","wikidata":"https://www.wikidata.org/wiki/Q1045555","display_name":"Maximum likelihood","level":2,"score":0.427152156829834},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4197847843170166},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4103577136993408},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.23132261633872986},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.176161527633667}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2024.2427225","is_oa":true,"landing_page_url":"https://doi.org/10.1080/03610918.2024.2427225","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1080/03610918.2024.2427225","is_oa":true,"landing_page_url":"https://doi.org/10.1080/03610918.2024.2427225","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547","https://openalex.org/P4310320449"],"host_organization_lineage_names":["Taylor & Francis","Informa"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G8183211320","display_name":null,"funder_award_id":"SRUG2204203865 nr. 120839","funder_id":"https://openalex.org/F4320320671","funder_display_name":"National Research Foundation"}],"funders":[{"id":"https://openalex.org/F4320320671","display_name":"National Research Foundation","ror":"https://ror.org/05s0g1g46"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W16827625","https://openalex.org/W1533511347","https://openalex.org/W1583602024","https://openalex.org/W1595159159","https://openalex.org/W1962266029","https://openalex.org/W1966418188","https://openalex.org/W1969248194","https://openalex.org/W1971604478","https://openalex.org/W1998841711","https://openalex.org/W2010778123","https://openalex.org/W2012500654","https://openalex.org/W2012966833","https://openalex.org/W2037248439","https://openalex.org/W2047951486","https://openalex.org/W2096018560","https://openalex.org/W2099727712","https://openalex.org/W2099929014","https://openalex.org/W2106005123","https://openalex.org/W2118786049","https://openalex.org/W2158746276","https://openalex.org/W2174253870","https://openalex.org/W2235821739","https://openalex.org/W2270481103","https://openalex.org/W2301006135","https://openalex.org/W2343583226","https://openalex.org/W2595258854","https://openalex.org/W2793559271","https://openalex.org/W2912773060","https://openalex.org/W2939205370","https://openalex.org/W3025987286","https://openalex.org/W4220689951","https://openalex.org/W4235708440","https://openalex.org/W4292571069","https://openalex.org/W4298263336","https://openalex.org/W4300223101","https://openalex.org/W4309882565","https://openalex.org/W4323262083","https://openalex.org/W4399570038","https://openalex.org/W4399570065","https://openalex.org/W4399573636","https://openalex.org/W7001016354","https://openalex.org/W7008968925"],"related_works":["https://openalex.org/W1828158523","https://openalex.org/W2047547195","https://openalex.org/W204175656","https://openalex.org/W2803255289","https://openalex.org/W1512294453","https://openalex.org/W1993992974","https://openalex.org/W2550734047","https://openalex.org/W2033490192","https://openalex.org/W2059475426","https://openalex.org/W4245421848"],"abstract_inverted_index":{"The":[0,154],"generalized":[1],"hyperbolic":[2,122],"distribution":[3],"is":[4,100],"among":[5],"the":[6,25,47,56,62,70,97,104,120,126,147,151,158],"more":[7],"often":[8],"adopted":[9],"parametric":[10],"families":[11],"in":[12,113,125,145,162],"a":[13,31,107,163],"wide":[14],"range":[15],"of":[16,50,58,61,69,106,119,150,165],"application":[17],"areas,":[18],"thanks":[19],"to":[20,30,55],"its":[21,36,52],"high":[22,39],"flexibility":[23,40],"as":[24,80],"parameters":[26,53],"vary":[27],"and":[28,170],"also":[29],"plausible":[32],"stochastic":[33],"mechanism":[34],"for":[35,81],"genesis.":[37],"This":[38,84,129],"comes":[41],"at":[42],"some":[43],"cost,":[44],"however,":[45],"namely":[46],"frequent":[48],"difficulty":[49],"estimating":[51],"due":[54],"presence":[57],"flat":[59],"areas":[60],"log-likelihood":[63],"function,":[64],"so":[65],"that":[66,142],"selected":[67],"points":[68],"parameter":[71],"space,":[72],"while":[73],"very":[74],"distant,":[75],"can":[76],"be":[77],"essentially":[78],"equivalent":[79],"data":[82],"fitting.":[83],"phenomenon":[85],"affects":[86],"not":[87],"only":[88],"maximum":[89,116,149],"likelihood":[90,117,152],"estimation,":[91],"but":[92],"Bayesian":[93],"methods":[94],"too,":[95],"since":[96],"target":[98],"function":[99],"little":[101],"affected":[102],"by":[103,137],"introduction":[105],"prior":[108],"distribution.":[109],"Our":[110],"interest":[111],"focuses":[112],"fact":[114],"on":[115],"estimation":[118],"Generalized":[121],"distribution,":[123],"working":[124],"univariate":[127],"case.":[128],"paper":[130,155],"improves":[131],"upon":[132],"currently":[133],"employed":[134],"computational":[135],"techniques":[136],"presenting":[138],"an":[139],"alternative":[140],"proposal":[141],"works":[143],"effectively":[144],"reaching":[146],"global":[148],"function.":[153],"further":[156],"illustrates":[157],"above":[159],"mentioned":[160],"problems":[161],"number":[164],"cases,":[166],"using":[167],"both":[168],"simulated":[169],"real":[171],"data.":[172]},"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2026-08-15T07:11:24.734988","created_date":"2025-10-10T00:00:00"}