A new family of tempered distributions

DOI10.1214/16-EJS1214MaRDI QIDQ502844zbMATH OpenFDO

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

heavy tails and point mass at zerointernational tradepositive Linnik distributionsubordination of Lévy processestemperingTweedie distribution

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

(18)

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

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