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A generalized normal distribution

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Cited by:

  1. Li, Liuling & Mizrach, Bruce, 2010. "Tail return analysis of Bear Stearns' credit default swaps," Economic Modelling, Elsevier, vol. 27(6), pages 1529-1536, November.
  2. Frankel, David M., 2012. "Recurrent crises in global games," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 309-321.
  3. David M. Frankel, 2010. "Rent Seeking and Economic Fragility," Levine's Bibliography 661465000000000159, UCLA Department of Economics.
  4. Tumlinson, Samuel E., 2015. "On the non-existence of maximum likelihood estimates for the extended exponential power distribution and its generalizations," Statistics & Probability Letters, Elsevier, vol. 107(C), pages 111-114.
  5. Zhou, Tong & Peng, Yongbo, 2020. "Adaptive Bayesian quadrature based statistical moments estimation for structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
  6. Bertrand Jayles & Ramon Escobedo & Stéphane Cezera & Adrien Blanchet & Tatsuya Kameda & Clément Sire & Guy Théraulaz, 2020. "The impact of incorrect social information on collective wisdom in human groups," Post-Print hal-03019820, HAL.
  7. Bhupendra Singh & K. Sharma & Shubhi Rathi & Gajraj Singh, 2012. "A generalized log-normal distribution and its goodness of fit to censored data," Computational Statistics, Springer, vol. 27(1), pages 51-67, March.
  8. García, V.J. & Gómez-Déniz, E. & Vázquez-Polo, F.J., 2010. "A new skew generalization of the normal distribution: Properties and applications," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 2021-2034, August.
  9. Kapla, Daniel & Fertl, Lukas & Bura, Efstathia, 2022. "Fusing sufficient dimension reduction with neural networks," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
  10. Mijeong Kim & Yanyuan Ma, 2019. "Semiparametric efficient estimators in heteroscedastic error models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(1), pages 1-28, February.
  11. Lassance, Nathan & Vrins, Frédéric, 2023. "Portfolio selection: A target-distribution approach," European Journal of Operational Research, Elsevier, vol. 310(1), pages 302-314.
  12. Jorge Munoz-Minjares & Osbaldo Vite-Chavez & Jorge Flores-Troncoso & Jorge M. Cruz-Duarte, 2021. "Alternative Thresholding Technique for Image Segmentation Based on Cuckoo Search and Generalized Gaussians," Mathematics, MDPI, vol. 9(18), pages 1-19, September.
  13. Tran, Quang Van & Kukal, Jaromir, 2022. "A novel heavy tail distribution of logarithmic returns of cryptocurrencies," Finance Research Letters, Elsevier, vol. 47(PA).
  14. Jayles, Bertrand & Escobedo, Ramon & Cezera, Stéphane & Blanchet, Adrien & Kameda, Tatsuya & Sire, Clément & Théraulaz, Guy, 2020. "The impact of incorrect social information on collective wisdom in human groups," TSE Working Papers 1101, Toulouse School of Economics (TSE).
  15. Merchant, Sandra M. & Nagata, Wayne, 2011. "Instabilities and spatiotemporal patterns behind predator invasions with nonlocal prey competition," Theoretical Population Biology, Elsevier, vol. 80(4), pages 289-297.
  16. Jiang, Xiaolong & Liu, Pei & Li, Zheng, 2014. "Data reconciliation and gross error detection for operational data in power plants," Energy, Elsevier, vol. 75(C), pages 14-23.
  17. 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.
  18. Pierdomenico Duttilo, 2024. "Modelling financial returns with mixtures of generalized normal distributions," Papers 2411.11847, arXiv.org.
  19. Karol I. Santoro & Héctor J. Gómez & Inmaculada Barranco-Chamorro & Héctor W. Gómez, 2022. "Extended Half-Power Exponential Distribution with Applications to COVID-19 Data," Mathematics, MDPI, vol. 10(6), pages 1-16, March.
  20. 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.
  21. Alex Dytso & Ronit Bustin & H. Vincent Poor & Shlomo Shamai, 2018. "Analytical properties of generalized Gaussian distributions," Journal of Statistical Distributions and Applications, Springer, vol. 5(1), pages 1-40, December.
  22. 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.
  23. Fritzsch, Simon & Timphus, Maike & Weiß, Gregor, 2024. "Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?," Journal of Banking & Finance, Elsevier, vol. 158(C).
  24. Liu, Xiaochun, 2019. "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 62(C).
  25. Damian Jelito & Marcin Pitera, 2021. "New fat-tail normality test based on conditional second moments with applications to finance," Statistical Papers, Springer, vol. 62(5), pages 2083-2108, October.
  26. Müller K. & Richter W.-D., 2016. "Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}," Dependence Modeling, De Gruyter, vol. 4(1), pages 1-29, February.
  27. Zema, Sebastiano Michele, 2022. "Directed acyclic graph based information shares for price discovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  28. Punzo, Antonio & Bagnato, Luca, 2021. "Modeling the cryptocurrency return distribution via Laplace scale mixtures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 563(C).
  29. Sandi Baressi Šegota & Nikola Anđelić & Mario Šercer & Hrvoje Meštrić, 2022. "Dynamics Modeling of Industrial Robotic Manipulators: A Machine Learning Approach Based on Synthetic Data," Mathematics, MDPI, vol. 10(7), pages 1-17, April.
  30. Xin Chen & Zhangming Shan & Decai Tang & Biao Zhou & Valentina Boamah, 2023. "Interest rate risk of Chinese commercial banks based on the GARCH-EVT model," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-11, December.
  31. Zaid Mundher, 2022. "A Method for Investigating Coverage Area Issue in Dynamic Networks," Technium, Technium Science, vol. 4(1), pages 19-27.
  32. Jeong, Hanbat & Lee, Lung-fei, 2024. "Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables," Journal of Econometrics, Elsevier, vol. 242(1).
  33. Zhiyong Zhang, 2013. "Bayesian growth curve models with the generalized error distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(8), pages 1779-1795, August.
  34. Sebastiano Michele Zema, 2020. "Directed Acyclic Graph based Information Shares for Price Discovery," LEM Papers Series 2020/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  35. Agnieszka Wyłomańska & D Robert Iskander & Krzysztof Burnecki, 2020. "Omnibus test for normality based on the Edgeworth expansion," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-36, June.
  36. Simon Fritzsch & Maike Timphus & Gregor Weiss, 2021. "Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?," Papers 2109.10946, arXiv.org.
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