IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v50y2006i10p2769-2798.html
   My bibliography  Save this article

GS-distributions: A new family of distributions for continuous unimodal variables

Author

Listed:
  • Muino, J.M.
  • Voit, E.O.
  • Sorribas, A.

Abstract

No abstract is available for this item.

Suggested Citation

  • Muino, J.M. & Voit, E.O. & Sorribas, A., 2006. "GS-distributions: A new family of distributions for continuous unimodal variables," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2769-2798, June.
  • Handle: RePEc:eee:csdana:v:50:y:2006:i:10:p:2769-2798
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(05)00080-0
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Udo Kamps, 1991. "A general recurrence relation for moments of order statistics in a class of probability distributions and characterizations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 38(1), pages 215-225, December.
    2. M. Jones, 2004. "Families of distributions arising from distributions of order statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 1-43, June.
    3. I. D. Hill & R. Hill & R. L. Holder, 1976. "Fitting Johnson Curves by Moments," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 25(2), pages 180-189, June.
    4. Nagahara, Yuichi, 1999. "The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 251-264, July.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Sree Vinutha Venkataraman & S. V. D. Nageswara Rao, 2016. "Estimation of dynamic VaR using JSU and PIV distributions," Risk Management, Palgrave Macmillan, vol. 18(2), pages 111-134, August.
    2. Jean-Yves Datey & Genevieve Gauthier & Jean-Guy Simonato, 2003. "The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices," Multinational Finance Journal, Multinational Finance Journal, vol. 7(1-2), pages 55-82, March-Jun.
    3. Carol Alexander & José María Sarabia, 2012. "Quantile Uncertainty and Value‐at‐Risk Model Risk," Risk Analysis, John Wiley & Sons, vol. 32(8), pages 1293-1308, August.
    4. Donald Lien & Christopher Stroud & Keying Ye, 2013. "Comparing VaR Approximation Methods Which Use the First Four Moments as Inputs," Working Papers 0220mss, College of Business, University of Texas at San Antonio.
    5. A. A. Ogunde & S. T. Fayose & B. Ajayi & D. O. Omosigho, 2020. "Properties, Inference and Applications of Alpha Power Extended Inverted Weibull Distribution," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 9(6), pages 1-90, November.
    6. Ghosh Indranil, 2019. "On the Reliability for Some Bivariate Dependent Beta and Kumaraswamy Distributions: A Brief Survey," Stochastics and Quality Control, De Gruyter, vol. 34(2), pages 115-121, December.
    7. Abdus Saboor & Muhammad Nauman Khan & Gauss M. Cordeiro & Marcelino A. R. Pascoa & Juliano Bortolini & Shahid Mubeen, 2019. "Modified beta modified-Weibull distribution," Computational Statistics, Springer, vol. 34(1), pages 173-199, March.
    8. Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
    9. Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007. "Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers," Journal of Econometrics, Elsevier, vol. 137(2), pages 641-673, April.
    10. Carol Alexander & Jose Maria Sarabia, 2010. "Endogenizing Model Risk to Quantile Estimates," ICMA Centre Discussion Papers in Finance icma-dp2010-07, Henley Business School, University of Reading.
    11. Arthur Pewsey & Héctor Gómez & Heleno Bolfarine, 2012. "Likelihood-based inference for power distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(4), pages 775-789, December.
    12. Jiong Liu & R. A. Serota, 2023. "Rethinking Generalized Beta family of distributions," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(2), pages 1-14, February.
    13. Verhoeven, Peter & McAleer, Michael, 2004. "Fat tails and asymmetry in financial volatility models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 351-361.
    14. Amal S. Hassan & Said G. Nassr, 2019. "Power Lindley-G Family of Distributions," Annals of Data Science, Springer, vol. 6(2), pages 189-210, June.
    15. Gauss Cordeiro & Cláudio Cristino & Elizabeth Hashimoto & Edwin Ortega, 2013. "The beta generalized Rayleigh distribution with applications to lifetime data," Statistical Papers, Springer, vol. 54(1), pages 133-161, February.
    16. Bertrand K. Hassani & Wei Yang, 2016. "The Lila distribution and its applications in risk modelling," Documents de travail du Centre d'Economie de la Sorbonne 16068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    17. Fischer, Matthias J., 2004. "The L-distribution and skew generalizations," Discussion Papers 63/2004, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Statistics and Econometrics.
    18. Matthias Wagener & Andriette Bekker & Mohammad Arashi, 2021. "Mastering the Body and Tail Shape of a Distribution," Mathematics, MDPI, vol. 9(21), pages 1-22, October.
    19. Lam, William H.K. & Shao, Hu & Sumalee, Agachai, 2008. "Modeling impacts of adverse weather conditions on a road network with uncertainties in demand and supply," Transportation Research Part B: Methodological, Elsevier, vol. 42(10), pages 890-910, December.
    20. Choi, Pilsun & Nam, Kiseok, 2008. "Asymmetric and leptokurtic distribution for heteroscedastic asset returns: The SU-normal distribution," Journal of Empirical Finance, Elsevier, vol. 15(1), pages 41-63, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:50:y:2006:i:10:p:2769-2798. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.