Modeling international trade data with the Tweedie distribution for anti-fraud and policy support
From MaRDI portal
Publication:320834
DOI10.1016/j.ejor.2015.08.042zbMath1346.62154OpenAlexW1742465820MaRDI QIDQ320834
Andrea Cerasa, Domenico Perrotta, Andrea Cerioli, Lucio Barabesi
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.08.042
Lévy processesexponential tiltinginternational tradecompound Poisson distributiontempered stable distribution
Related Items (9)
A new look at the inverse Gaussian distribution with applications to insurance and economic data ⋮ The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula ⋮ An evolutionary approach to fraud management ⋮ Assessing trimming methodologies for clustering linear regression data ⋮ Outlier-free merging of homogeneous groups of pre-classified observations under contamination ⋮ On Characterizations and Tests of Benford’s Law ⋮ The tempered discrete Linnik distribution ⋮ Semiautomatic robust regression clustering of international trade data ⋮ Tempered positive Linnik processes and their representations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On simulation and properties of the stable law
- Discussion of `On simulation and properties of the stable law' by Devroye and James
- Multi-objective portfolio optimization considering the dependence structure of asset returns
- A GARCH option pricing model with \(\alpha\)-stable innovations
- A note on a universal random variate generator for integer-valued random variables
- Modelling heterogeneity in survival analysis by the compound Poisson distribution
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- Robust clustering around regression lines with high density regions
- Finding an Unknown Number of Multivariate Outliers
- The Graduation of Income Distributions
- Modelling Cell Generation Times by Using the Tempered Stable Distribution
- Survival models for heterogeneous populations derived from stable distributions
- Random variate generation for exponentially and polynomially tilted stable distributions
- Sampling Exponentially Tilted Stable Distributions
- Sensitivity Analysis in Practice
- Generalized Gamma measures and shot-noise Cox processes
- Universal methods for generating random variables with a given characteristic function
- Multivariate Outlier Detection With High-Breakdown Estimators
- Prior Probabilities
- Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
- Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
- Discussion: The forward search: theory and data analysis
This page was built for publication: Modeling international trade data with the Tweedie distribution for anti-fraud and policy support
