Gamma mixture of generalized error distribution

DOI10.1080/03610926.2019.1609037OpenAlexW2943504793WikidataQ127951212 ScholiaQ127951212MaRDI QIDQ5077993

Zhengyuan Wei, Suping Li, Yucan Yu, Qiao Li, Xiaoyang Zheng

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1609037

zbMATH Keywords

general error distributionpoint estimatorgamma mixture of generalized error distributionsymmetric heavy-tailed distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Bayesian inference for extreme quantiles of heavy tailed distributions
• Skew scale mixtures of normal distributions: properties and estimation
• Alpha-skew-Laplace distribution
• Higher-order expansions for distributions of extremes from general error distribution
• Scale mixtures of skew-normal-Cauchy distributions
• On Bayesian Modeling of Fat Tails and Skewness
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Gamma mixture of generalized error distribution