{"entities":{"Q652384":{"pageid":654233,"ns":120,"title":"Item:Q652384","lastrevid":57128838,"modified":"2026-03-26T17:33:13Z","type":"item","id":"Q652384","labels":{"en":{"language":"en","value":"Lambert \\(W\\) random variables -- a new family of generalized skewed distributions with applications to risk estimation"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5988366"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$24448EF3-1B0E-4917-9881-C57D0D25732A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5b9361bce77f624706765b10a2c031586b1db928","datavalue":{"value":{"text":"Lambert \\(W\\) random variables -- a new family of generalized skewed distributions with applications to risk estimation","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q652384$AC173637-7070-4FCB-9817-E38B6F7778FD","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b4458df6e52db2f2e4ed84d736f50c26af3a0cd9","datavalue":{"value":"1228.62016","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q652384$B51907D0-202A-4438-98B4-3B4EB61F4B74","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c2daaed1941759b17611f5ea08170a860cb28075","datavalue":{"value":"10.1214/11-AOAS457","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q652384$A953ECBB-5C72-4D6D-8D2A-B39EA045DEEB","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9a1158c5effcb7750f1a287c3d0f0c3d1e21b9dc","datavalue":{"value":{"entity-type":"item","numeric-id":652383,"id":"Q652383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$6B946A5E-1663-4A7D-9EBC-6C2A68D9E278","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"4102646a184533068ef36ec87782fa4b23ee7fb0","datavalue":{"value":{"entity-type":"item","numeric-id":58072,"id":"Q58072"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$81187F76-F8DD-4607-9FD1-76A955EB8322","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"536c80f3f9e0a556b7a4a2c6c76d788418a82fdd","datavalue":{"value":{"time":"+2011-12-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q652384$B50CDBE0-034A-450A-9AE3-4529A0ED2BD1","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"dd307e562df24c8a04539ffa6036e445dc622311","datavalue":{"value":"https://arxiv.org/abs/0912.4554","type":"string"},"datatype":"url"},"type":"statement","id":"Q652384$D2CA5B75-6BD3-4010-A334-AC00B64C692B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"d8ffc76a8c6beec5fb69a40f3b2bb21397df0094","datavalue":{"value":"62E10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q652384$D3546E32-8161-4883-8D07-13BE7BD50DB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e91f303795c91a4b05320ceb841642d986dc5c77","datavalue":{"value":"62F10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q652384$A441CFE5-2A3C-4C00-83FE-16239EA58F71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"948dd30fa7aee33f4ba6adbce243dba18e816c1c","datavalue":{"value":"62N02","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q652384$6709BBA2-5EF7-460B-AF20-A27B659A7A14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c2ef3c37a0453694c8108248b63c06b23b44dda9","datavalue":{"value":"62-08","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q652384$64660942-E16F-46AF-A177-47F89E7F8ACC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d2cf3d9c310c9e245976266ae6f056a2b7fab392","datavalue":{"value":"5988366","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q652384$3CCC8684-1E79-4D1B-898E-78A3311FA7F9","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"36fc2d9ed5795db3f2da2907ecf04b7a2055603b","datavalue":{"value":"family of skewed distributions","type":"string"},"datatype":"string"},"type":"statement","id":"Q652384$20A2F97E-049B-48B7-B8DE-2DAA7772A26D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ad010e9ac7029743a7ee41dcfbe0368450b9a1c2","datavalue":{"value":"skewness","type":"string"},"datatype":"string"},"type":"statement","id":"Q652384$4F841DAD-5BB7-462A-986B-54457E6252EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8ef8f3fe54350acd897380caeeccfd4970096cbf","datavalue":{"value":"transformation of random variables","type":"string"},"datatype":"string"},"type":"statement","id":"Q652384$2409E039-337C-475B-9016-87C0ADB4ECF7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"74f6e4a6bb52880b468186b6d3ee3feb165c18c0","datavalue":{"value":"Lambert \\(W\\)","type":"string"},"datatype":"string"},"type":"statement","id":"Q652384$0FD97C8C-5A9B-48F6-ABB2-9F683EB7D0AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"616a4afef0e793500df71b39889c34b119fc192a","datavalue":{"value":"latent variables","type":"string"},"datatype":"string"},"type":"statement","id":"Q652384$F71F9B9E-E405-4676-8D8C-A79BA78103EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d0f43bd5fe13903490703d0339a23d693da3cb74","datavalue":{"value":"stylized facts of asset returns","type":"string"},"datatype":"string"},"type":"statement","id":"Q652384$6EC2A87E-3DC8-4B7B-A82C-16A17BB3100F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c47bacaff190e8fe82754d0c88d749d0459e25ae","datavalue":{"value":"value at risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q652384$D88FA830-1551-4548-843F-20D8DEFA4FE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"920b849b50f1ccd0cb2f9167f03a928d981c0909","datavalue":{"value":"GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q652384$58428B2B-B212-4F95-ADEF-EEB8C91E21C4","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"442837ffca865eac7ed970a1e940c7f14d1f74ed","datavalue":{"value":{"entity-type":"item","numeric-id":16530,"id":"Q16530"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$229E0863-E0D4-404E-80EB-4ABDA99C17E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"b2f45492d0a9ee38c7f6f7ea29a7881599069d9b","datavalue":{"value":{"entity-type":"item","numeric-id":13519,"id":"Q13519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$E9E832A0-38CC-477B-8DB4-33FA6A9DFEAD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$68F1E166-19D8-454C-93B1-0A23BD756468","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"789ebe881ac2468a38f8fdad3b895408343f39eb","datavalue":{"value":{"entity-type":"item","numeric-id":3440889,"id":"Q3440889"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$41FB5AB2-CBF1-4AE8-9FE8-0CB82E64CF5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c9dcdf37798a2d0026a995e5f1b1900c516f99a","datavalue":{"value":{"entity-type":"item","numeric-id":1582663,"id":"Q1582663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$399B77FA-AA7A-436E-BF70-1E9B48C5A073","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d2d34953c49801bce005879d921dd54af657f176","datavalue":{"value":{"entity-type":"item","numeric-id":3703094,"id":"Q3703094"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$282A9DAE-23EB-4F13-8DEC-B8F70FCB8938","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"173d153b852c0982aaa1042cd54853bb50dc71b8","datavalue":{"value":{"entity-type":"item","numeric-id":4266837,"id":"Q4266837"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$0CE2E921-7B66-4E46-9948-99E6F0EFA10A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"869a85c3771185b70f606229676a476ecd55d88c","datavalue":{"value":{"entity-type":"item","numeric-id":4665862,"id":"Q4665862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$EE556937-F893-492A-994F-922B8DCBE497","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c445d641bcab4cb7a8435e7256d2d0514ddb8e2d","datavalue":{"value":{"entity-type":"item","numeric-id":4364943,"id":"Q4364943"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$453CBD2D-8D45-4D70-8E83-E2678A82F59B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"78f893c5a0fc19f00b03e99c177230ae602ecddd","datavalue":{"value":{"entity-type":"item","numeric-id":2497810,"id":"Q2497810"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$5612920C-0D16-4B7B-AFD6-F851507F923B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9977b5ac5cab7cb6bfc3e29047c82cedae7b4936","datavalue":{"value":{"entity-type":"item","numeric-id":1126491,"id":"Q1126491"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$3254B60F-30F5-4D3D-BF75-7513ECF94757","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ea53bbeba83b938a339859145966fd4c51f0dd0","datavalue":{"value":{"entity-type":"item","numeric-id":4368993,"id":"Q4368993"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$B64E0F68-4383-4AC2-B12C-35E60F534BFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7d76e062c66a76e8a4d3a1bc30f57ffc32f39a3","datavalue":{"value":{"entity-type":"item","numeric-id":1815863,"id":"Q1815863"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$F0630DE1-488B-4EDD-831B-A60E89B93C5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d73158eb94ac530ddbf1fe1179d54b91096c75e8","datavalue":{"value":{"entity-type":"item","numeric-id":292001,"id":"Q292001"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$94CC4211-D138-4FA1-B257-BEFD3CDB8EC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$5E5318DF-3977-4B8B-8759-C3D91C13CED7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ae5f90ba6aa849e38287f6562418dffaea332c53","datavalue":{"value":{"entity-type":"item","numeric-id":1429870,"id":"Q1429870"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$7F139D33-72AE-4B55-8B29-1E8CE53DF510","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"40b37aead5b5bffcbd3ecb91dff92b12bccf1007","datavalue":{"value":{"entity-type":"item","numeric-id":5467688,"id":"Q5467688"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$BAEE563A-7B1B-459A-A552-E00E2C5E1781","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9ca080c6ecb8505b7ec378bb384573f7d5ba1f86","datavalue":{"value":{"entity-type":"item","numeric-id":4366467,"id":"Q4366467"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$C4A576B4-78CE-4732-835B-FAAC77769C2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d86c0b691b1919d1e74b3377fa6b8fb42aee7635","datavalue":{"value":{"entity-type":"item","numeric-id":3374319,"id":"Q3374319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$F0E6F47C-C494-4627-87F8-7B1CD50C5C12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"79a91ed2322a2f6b5cd3c4dcecc28bf2cf2e4fc1","datavalue":{"value":{"entity-type":"item","numeric-id":2534887,"id":"Q2534887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$8C2AB70A-858E-44C6-8C71-A423A9D593BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8e2d40488ca9cacbcde2295321c63d167ac17e69","datavalue":{"value":{"entity-type":"item","numeric-id":4427515,"id":"Q4427515"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$3B44CE8C-8800-4420-A9F2-1225F009BBFE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc7b1103e938b445d0519027d1a059a553865e1e","datavalue":{"value":{"entity-type":"item","numeric-id":4197160,"id":"Q4197160"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$ECE3C7D4-1F82-466D-B7AA-B631AA9E303A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be1110eb596cb1444bd402f957ccbfa7d8505023","datavalue":{"value":{"entity-type":"item","numeric-id":3583603,"id":"Q3583603"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$DCFEEF90-5BBB-419D-B438-BD3770C91CA8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f2cc12cc55ef15c710e88b2cdf50ed527e090ff","datavalue":{"value":{"entity-type":"item","numeric-id":4197930,"id":"Q4197930"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q652384$7057E137-C29F-4F22-A0CA-927FA637039D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f47ed9c25ae143fc97f6d1ab0654afee07dcaf8f","datavalue":{"value":{"entity-type":"item","numeric-id":2339554,"id":"Q2339554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b13f73326103b197c6f1a8cc5d3f7dc4cf8ac117","datavalue":{"value":{"amount":"+0.7557778358459473","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q652384$28E2977D-568B-43CA-B7EC-D1D1DF9F159D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7fe7a5655bd122b86de8862bb32f26e592d8a5f2","datavalue":{"value":{"entity-type":"item","numeric-id":2839066,"id":"Q2839066"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"64ef00a547ae45c5aeac9e83e036396997e3ad6c","datavalue":{"value":{"amount":"+0.7496263980865479","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q652384$BF22D254-B834-4725-B293-0F8E4AEEBC2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"123ae003c71e8fb76faf0a4f4a9100acd6275170","datavalue":{"value":{"entity-type":"item","numeric-id":2642614,"id":"Q2642614"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ea4120511293ad2952e1c939b9703b69543d358d","datavalue":{"value":{"amount":"+0.7395266890525818","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q652384$E282DC20-A8E3-4A27-934C-EB10D9C8CF35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e21e4c8baf99956e2f2552d72e370d2eeeeeef07","datavalue":{"value":{"entity-type":"item","numeric-id":3747481,"id":"Q3747481"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d02e3adc1d4044c57a1478befb628347b8e6fef1","datavalue":{"value":{"amount":"+0.7378911972045898","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q652384$8911B399-50CB-40EF-BC64-69CEB8C302AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cd79916e6a01ec9847ef38b05601a0aa5bffb729","datavalue":{"value":{"entity-type":"item","numeric-id":2784093,"id":"Q2784093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"708aa9ec4f7819d4c4cce712d3118ca28b6cd9e2","datavalue":{"value":{"amount":"+0.7362141609191895","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q652384$433D5C2D-4F5D-4294-8214-24D893134338","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:652384","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:652384"}}}}}