On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws (Q287404): Difference between revisions

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-.1016/j.jkss.2015.10.003
@@ Property / DOI: 10.1016/j.jkss.2015.10.003 / rank @@
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-Q265961
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+Alexander I. Zejfman
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+E07
@@ Property / Mathematics Subject Classification ID: 60E07 / rank @@
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+F99
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+6585678
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@@ Property / zbMATH Keywords @@
+Weibull distribution
@@ Property / zbMATH Keywords: Weibull distribution / rank @@
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@@ Property / zbMATH Keywords @@
+scale-location mixture of normal laws
@@ Property / zbMATH Keywords: scale-location mixture of normal laws / rank @@
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@@ Property / zbMATH Keywords @@
+variance-mean normal mixture
@@ Property / zbMATH Keywords: variance-mean normal mixture / rank @@
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@@ Property / zbMATH Keywords @@
+random sum
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+stable distribution
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+exponential distribution
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+.06232
@@ Property / arXiv ID: 1506.06232 / rank @@
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@@ Property / cites work @@
+On the asymptotic behavior of tails of scale mixtures of normal distributions
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+Q4167332
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+Normal Variance-Mean Mixtures and z Distributions
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+Separating mixtures of probability distributions with the grid method of moments and the grid maximal likelihood method
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+Empirical distributions of stock returns: between the stretched exponential and the power law?
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+Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions
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+Stable distributions for asset returns
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+Modeling asset returns with alternative stable distributions<sup>*</sup>
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+PORTFOLIO THEORY FOR "FAT TAILS"
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+Weibull, RRSB or extreme-value theorists?
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+Q5804568
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+Q3717907
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@@ Property / DOI @@
+.1016/J.JKSS.2015.10.003
@@ Property / DOI: 10.1016/J.JKSS.2015.10.003 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:287404