Structural properties of the alpha power exponentiated generalized Pareto distribution with applications (Q6656865)
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scientific article; zbMATH DE number 7961790
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| English | Structural properties of the alpha power exponentiated generalized Pareto distribution with applications |
scientific article; zbMATH DE number 7961790 |
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Structural properties of the alpha power exponentiated generalized Pareto distribution with applications (English)
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3 January 2025
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heavy-tailed distribution
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Pareto distribution
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log-transformation
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alpha power transformation
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value at risk
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