A new family of tempered distributions

DOI10.1214/16-EJS1214zbMath1357.62072MaRDI QIDQ502844

Lucio Barabesi, Andrea Cerasa, Domenico Perrotta, Andrea Cerioli

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1480993456

zbMATH Keywords

international tradeTweedie distributionheavy tails and point mass at zeropositive Linnik distributionsubordination of Lévy processestempering

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15)

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A new look at the inverse Gaussian distribution with applications to insurance and economic data ⋮ The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula ⋮ Assessing trimming methodologies for clustering linear regression data ⋮ Outlier-free merging of homogeneous groups of pre-classified observations under contamination ⋮ On Characterizations and Tests of Benford’s Law ⋮ Multivariate exponential power Lévy processes and random fields ⋮ The tempered discrete Linnik distribution ⋮ Large deviations for a class of tempered subordinators and their inverse processes ⋮ Tempered positive Linnik processes and their representations

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