A new family of tempered distributions

DOI10.1214/16-EJS1214MaRDI QIDQ502844zbMATHFDO

Authors Lucio Barabesi, Andrea Cerasa, Andrea Cerioli, Domenico Perrotta

Publication date 11 January 2017

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1480993456

zbMATH Keywords

Tweedie distributioninternational tradeheavy tails and point mass at zeropositive Linnik distributiontemperingsubordination of Lévy processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Exact distribution theory in statistics (62E15) Applications of statistics to economics (62P20)

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Cited in

(16)

• Outlier-free merging of homogeneous groups of pre-classified observations under contamination
• Large deviations for a class of tempered subordinators and their inverse processes
• 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
• pTAS distributions with application to risk management
• An algebraic approach to tempered distributions
• On the convolution equivalence of tempered stable distributions on the real line
• Modelling Cell Generation Times by Using the Tempered Stable Distribution
• The tempered discrete Linnik distribution
• Modeling international trade data with the Tweedie distribution for anti-fraud and policy support
• Tempered positive Linnik processes and their representations
• Multivariate exponential power Lévy processes and random fields
• On Characterizations and Tests of Benford’s Law
• A new look at the inverse Gaussian distribution with applications to insurance and economic data
• On the support of tempered distributions
• Euler scheme and tempered distributions

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