Modeling international trade data with the Tweedie distribution for anti-fraud and policy support
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Cites work
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 4082773 (Why is no real title available?)
- scientific article; zbMATH DE number 51089 (Why is no real title available?)
- scientific article; zbMATH DE number 1995731 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- A GARCH option pricing model with \(\alpha\)-stable innovations
- A note on a universal random variate generator for integer-valued random variables
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs
- Discussion of `On simulation and properties of the stable law' by Devroye and James
- 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
- Financial models with Lévy processes and volatility clustering.
- Finding an unknown number of multivariate outliers
- Generalized Gamma measures and shot-noise Cox processes
- Modelling Cell Generation Times by Using the Tempered Stable Distribution
- Modelling heterogeneity in survival analysis by the compound Poisson distribution
- Multi-objective portfolio optimization considering the dependence structure of asset returns
- Multivariate outlier detection with high-breakdown estimators
- On simulation and properties of the stable law
- Prior Probabilities
- Random variate generation for exponentially and polynomially tilted stable distributions
- Robust clustering around regression lines with high density regions
- Sampling exponentially tilted stable distributions
- Sensitivity Analysis in Practice
- Survival models for heterogeneous populations derived from stable distributions
- The Graduation of Income Distributions
- Universal methods for generating random variables with a given characteristic function
Cited in
(12)- Outlier-free merging of homogeneous groups of pre-classified observations under contamination
- Semiautomatic robust regression clustering of international trade data
- Assessing trimming methodologies for clustering linear regression 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
- Goodness-of-Fit Testing for the Newcomb-Benford Law With Application to the Detection of Customs Fraud
- The tempered discrete Linnik distribution
- Tempered positive Linnik processes and their representations
- On Characterizations and Tests of Benford’s Law
- A new look at the inverse Gaussian distribution with applications to insurance and economic data
- Newcomb-Benford law and the detection of frauds in international trade
- What drives illicit financial flows? An empirical study of trade data discrepancies
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