Transmuted normal distribution and an application to finance

DOI10.17654/AS054020301MaRDI QIDQ5237639zbMATH OpenOpenAlexFDO

Authors Demet Sezer, Nuri Çelik

Publication date 18 October 2019

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

Full work available at URL https://doi.org/10.17654/as054020301

zbMATH Keywords

generalization procedurestatistical distributionstransmuted distributionsvalue at risk (VaR)

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to economics (62P20)

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Cites work

• Characterizations of the transmuted inverse Weibull distribution
• scientific article; zbMATH DE number 6387442 (Why is no real title available?)
• On the transmuted extreme value distribution with application
• The transmuted log-logistic distribution: modeling, inference, and an application to a polled Tabapua race time up to first calving data
• The Transmuted Weibull Lomax Distribution: Properties and Application
• Transmuted Dagum distribution with applications
• Transmuted Dagum distribution: a more flexible and broad shaped hazard function model
• Transmuted generalized inverse Weibull distribution
• Transmuted linear exponential distribution: a new generalization of the linear exponential distribution
• Transmuted Pareto distribution
• Transmuted Weibull distribution: a generalization of the Weibull probability distribution

Cited in

(1)

• The Role of the Normal Distribution in Financial Markets

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