The odd log-logistic Weibull-G family of distributions with regression and financial risk models

DOI10.1007/S40305-021-00349-6MaRDI QIDQ2136512zbMATH OpenOpenAlexFDO

Authors Mahdi Rasekhi, Emrah Altun, Morad Alizadeh, Haitham M. Yousof

Publication date 10 May 2022

Published in Journal of the Operations Research Society of China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40305-021-00349-6

zbMATH Keywords

maximum likelihoodregression modelsimulationvalue at riskfinancial risk modelingodd log-logistic-G familyWeibull-G family

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cites work

• scientific article; zbMATH DE number 1442355 (Why is no real title available?)
• scientific article; zbMATH DE number 7312743 (Why is no real title available?)
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• An Extension of the Epsilon-Skew-Normal Distribution
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• The Topp-Leone generalized odd log-logistic family of distributions: properties, characterizations and applications
• The Topp–Leone odd log-logistic family of distributions
• The generalized odd log-logistic family of distributions: properties, regression models and applications
• The odd log-logistic Topp-Leone G family of distributions: heteroscedastic regression models and applications
• WEIBULL-LOMAX DISTRIBUTION: PROPERTIES AND APPLICATIONS

Cited in

(4)

• A new extended log-Weibull regression: simulations and applications
• A new generalized Weibull family of distributions: mathematical properties and applications
• The generalized odd log-logistic-G regression with interval-censored survival data
• Financial Data Analysis with Two Symmetric Distributions

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