The generalized double Lomax distribution with applications

DOI10.6092/issn.1973-2201/6520zbMath1454.62072OpenAlexW2586543748MaRDI QIDQ4965770

Abu Seif Mohammad Fares, Vajjha Venkata Hara Gopal

Publication date: 10 March 2021

Full work available at URL: https://ideas.repec.org/a/bot/rivsta/v76y2016i4p341-352.html

zbMATH Keywords

leptokurticheavy tailed distributiondaily returnspolynomial tails

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Reliability and life testing (62N05)

Cites Work

• On characterizations of distributions by mean absolute deviation and variance bounds
• Financial Risk Modelling and Portfolio Optimization with R
• Statistics and Data Analysis for Financial Engineering
• An Analogue of the Chernoff–Borovkov–Utev Inequality and Related Characterization
• Generalized double Pareto shrinkage
• Double Lomax Distribution and its Applications
• Business Failures: Another Example of the Analysis of Failure Data
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