A Novel Asymmetric Distribution with Power Tails
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Publication:3435977
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Cites work
- scientific article; zbMATH DE number 3833344 (Why is no real title available?)
- scientific article; zbMATH DE number 5604057 (Why is no real title available?)
- A New Class of Skew-Normal Distributions
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Density estimation
- FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS
- Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
- Recent Developments in Nonparametric Density Estimation
- Statistical Applications of the Multivariate Skew Normal Distribution
- Systems of Frequency Curves
- Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets
- The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
- The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters
- Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method
Cited in
(8)- Modeling data with flat densities
- Uneven two-sided power distributions with applications in econometric models
- Nearly Gaussian distributions and application
- Asymmetric uniform-Laplace distribution: properties and applications
- The doubly-Pareto uniform distribution with applications in uncertainty analysis and econometrics
- Maximum likelihood estimation of asymmetric double type II Pareto distributions
- Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support
- Creating new distributions by blunting cusps
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