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The Standard Two-Sided Power Distribution and its Properties: With Applications in Financial Engineering

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  • van Dorp J.R.
  • Kotz S.

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  • van Dorp J.R. & Kotz S., 2002. "The Standard Two-Sided Power Distribution and its Properties: With Applications in Financial Engineering," The American Statistician, American Statistical Association, vol. 56, pages 90-99, May.
    • Handle: RePEc:bes:amstat:v:56:y:2002:m:may:p:90-99
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    1. Andy Lewin & Ekundayo Shittu & Thomas Mazzuchi & Rene Dorp, 2021. "The correlation of cost and schedule variance in satellite programs: level of effort versus discrete cost accounts," Environment Systems and Decisions, Springer, vol. 41(2), pages 248-266, June.
    2. García García,Catalina & Herrerías Velasco,José Manuel & García Pérez,José, 2007. "Los Procesos De Elicitación En El Método De Las Dos Funciones De Distribución: Un Caso Práctico," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 25, pages 245-274, Abril.
    3. Franco Nicolás, M. & Vivo Molina, J.M., 2007. "Weighting Two Quality Indexes In Valuation Theory: Survival Function And An Alternative Technique/Ponderando Dos Índices De Calidad En Teoría De Valoración: Función De Supervivencia Y Una Técnica Alte," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 25, pages 83-106, Abril.
    4. Barker, Kash & Haimes, Yacov Y., 2009. "Assessing uncertainty in extreme events: Applications to risk-based decision making in interdependent infrastructure sectors," Reliability Engineering and System Safety, Elsevier, vol. 94(4), pages 819-829.
    5. Miguel Ángel Sánchez & Juan E Trinidad & José García & Manuel Fernández, 2015. "The Effect of the Underlying Distribution in Hurst Exponent Estimation," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-17, May.
    6. Luo, Yao, 2020. "Unobserved heterogeneity in auctions under restricted stochastic dominance," Journal of Econometrics, Elsevier, vol. 216(2), pages 354-374.
    7. Björn Bornkamp & Katja Ickstadt, 2009. "Bayesian Nonparametric Estimation of Continuous Monotone Functions with Applications to Dose–Response Analysis," Biometrics, The International Biometric Society, vol. 65(1), pages 198-205, March.
    8. Ching-Chung Kuo, 2011. "Optimal assignment of resources to strengthen the weakest link in an uncertain environment," Annals of Operations Research, Springer, vol. 186(1), pages 159-173, June.
    9. Yang Liu & Xiaojing Wang, 2020. "Bayesian Nonparametric Monotone Regression of Dynamic Latent Traits in Item Response Theory Models," Journal of Educational and Behavioral Statistics, , vol. 45(3), pages 274-296, June.
    10. López Martín, M.M. & García García, C.B. & García Pérez, J. & Sánchez Granero, M.A., 2012. "An alternative for robust estimation in Project Management," European Journal of Operational Research, Elsevier, vol. 220(2), pages 443-451.
    11. Shokofeh Zinodiny & Saralees Nadarajah, 2022. "Matrix Variate Two-Sided Power Distribution," Methodology and Computing in Applied Probability, Springer, vol. 24(1), pages 179-194, March.
    12. C. García & J. García Pérez & J. Dorp, 2011. "Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 463-486, November.
    13. Pérez, José García & Martín, María del Mar López & García, Catalina García & Sánchez Granero, Miguel Ángel, 2016. "Project management under uncertainty beyond beta: The generalized bicubic distribution," Operations Research Perspectives, Elsevier, vol. 3(C), pages 67-76.
    14. Caballer Mellado, Vicente & Herrerías Pleguezuelo, Herrerías, 2007. "Tasacion y Valoracion. Situacion Actual y Perspectiva de Futuro," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 25, pages 23-48, Abril.
    15. Catalina García & José Pérez & Salvador Rambaud, 2010. "Proposal of a new distribution in PERT methodology," Annals of Operations Research, Springer, vol. 181(1), pages 515-538, December.
    16. Rubinchik-Pessach, Anna, 2005. "Can decentralization be beneficial?," Journal of Public Economics, Elsevier, vol. 89(7), pages 1231-1249, July.
    17. López Martín, María del Mar & García, Catalina García & García Pérez, José, 2012. "Treatment of kurtosis in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(5), pages 2032-2045.

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