A Software Tool for the Exponential Power Distribution: The normalp Package
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DOI: http://hdl.handle.net/10.18637/jss.v012.i04
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- Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds, 2009. "Introducing the GED-Copula with an application to Financial Contagion in Latin America," MPRA Paper 46669, University Library of Munich, Germany, revised 01 Feb 2010.
- Wolf-Dieter Richter, 2017. "Statistical reasoning in dependent p-generalized elliptically contoured distributions and beyond," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-25, December.
- Massimiliano Giacalone & Demetrio Panarello & Raffaele Mattera, 2018. "Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(4), pages 1831-1859, July.
- Martín, J. & Pérez, C.J., 2009. "Bayesian analysis of a generalized lognormal distribution," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1377-1387, February.
- Mattera, Raffaele, 2017. "A GED-based regression to fit the actual data distribution," MPRA Paper 80501, University Library of Munich, Germany.
- Roger W. Barnard & Kent Pearce & A. Alexandre Trindade, 2018. "When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management," Annals of Operations Research, Springer, vol. 262(1), pages 47-65, March.
- Alexander Robitzsch, 2020. "L p Loss Functions in Invariance Alignment and Haberman Linking with Few or Many Groups," Stats, MDPI, vol. 3(3), pages 1-38, August.
- Massimiliano Giacalone, 2022. "Optimal forecasting accuracy using Lp-norm combination," METRON, Springer;Sapienza Università di Roma, vol. 80(2), pages 187-230, August.
- Mehmet Niyazi Çankaya & Abdullah Yalçınkaya & Ömer Altındaǧ & Olcay Arslan, 2019. "On the robustness of an epsilon skew extension for Burr III distribution on the real line," Computational Statistics, Springer, vol. 34(3), pages 1247-1273, September.
- Reiner Franke, 2015. "How Fat-Tailed is US Output Growth?," Metroeconomica, Wiley Blackwell, vol. 66(2), pages 213-242, May.
- Fabio Vanni & Paolo Barucca, 2019. "Degree-correlations in a bursting dynamic network model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 663-695, September.
- Li, Xinmin & Tian, Lili & Wang, Juan & Muindi, Josephia R., 2012. "Comparison of quantiles for several normal populations," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2129-2138.
- Sucarrat, Genaro, 2009. "Automated financial multi-path GETS modelling," UC3M Working papers. Economics we093620, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Cerqueti, Roy & Giacalone, Massimiliano & Panarello, Demetrio, 2019. "A Generalized Error Distribution Copula-based method for portfolios risk assessment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 687-695.
- Robert Paige & A. Trindade & R. Wickramasinghe, 2014. "Extensions of saddlepoint-based bootstrap inference," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(5), pages 961-981, October.
- Lama, Nicola & Boracchi, Patrizia & Biganzoli, Elia, 2009. "Exploration of distributional models for a novel intensity-dependent normalization procedure in censored gene expression data," Computational Statistics & Data Analysis, Elsevier, vol. 53(5), pages 1906-1922, March.
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