The generalized double Lomax distribution with applications

DOI10.6092/ISSN.1973-2201/6520MaRDI QIDQ4965770zbMATH OpenOpenAlexFDO

Authors Abu Seif Mohammad Fares, Vajjha Venkata Hara Gopal

Publication date 10 March 2021

Full work available at URL https://ideas.repec.org/a/bot/rivsta/v76y2016i4p341-352.html

zbMATH Keywords

heavy tailed distributiondaily returnsleptokurticpolynomial tails

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Reliability and life testing (62N05) Statistics of extreme values; tail inference (62G32) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 5898079 (Why is no real title available?)
• An Analogue of the Chernoff–Borovkov–Utev Inequality and Related Characterization
• Business Failures: Another Example of the Analysis of Failure Data
• Double Lomax Distribution and its Applications
• Financial risk modelling and portfolio optimization with R
• Generalized double Pareto shrinkage
• On characterizations of distributions by mean absolute deviation and variance bounds
• Statistics and Data Analysis for Financial Engineering

Cited in

(3)

• Double Lomax Distribution and its Applications
• Double generalized threshold models with constraint on the dispersion by the mean
• Skew counterparts of the generalized double Lomax distribution: properties and applications

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