Gamma mixture of generalized error distribution

DOI10.1080/03610926.2019.1609037OpenAlexW2943504793WikidataQ127951212 ScholiaQ127951212MaRDI QIDQ5077993FDOQ5077993

Authors: Zhengyuan Wei, Suping Li, Qiao Li, Yucan Yu, Xiaoyang Zheng 

Publication date: 20 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1609037

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zbMATH Keywords

general error distributionpoint estimatorgamma mixture of generalized error distributionsymmetric heavy-tailed distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• On Bayesian Modeling of Fat Tails and Skewness
• Title not available (Why is that?)
• Skew scale mixtures of normal distributions: properties and estimation
• Higher-order expansions for distributions of extremes from general error distribution
• Bayesian inference for extreme quantiles of heavy tailed distributions
• Scale mixtures of skew-normal-Cauchy distributions
• An introduction to analysis of financial data with R.
• Alpha-skew-Laplace distribution

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