A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL

DOI10.17654/AS053040441MaRDI QIDQ5229466zbMATH OpenOpenAlexWikidataFDO

Authors Yasemin Gençtürk, Ayten Yiğiter, Canan Hamurkaroglu

Publication date 15 August 2019

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.17654/as053040441

zbMATH Keywords

composite modelsexponential distributionlognormal distributionmaximum likelihood

Mathematics Subject Classification ID

Applications of operator theory in probability theory and statistics (47N30) Multivariate distribution of statistics (62H10)

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Cites work

• A composite Exponential-Pareto distribution
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• Fat-tailed regression modeling with spliced distributions
• Modeling actuarial data with a composite lognormal-Pareto model
• Modeling claims data with composite Stoppa models
• Modeling loss data using composite models
• New composite models for the Danish fire insurance data
• On composite lognormal-Pareto models
• Two lognormal models for real data

Cited in

(2)

• A new class of composite GBII regression models with varying threshold for modeling heavy-tailed data
• Information matrices for composite type distributions

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