A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL

DOI10.17654/AS053040441OpenAlexW2897578021WikidataQ115505520 ScholiaQ115505520MaRDI QIDQ5229466

Ayten Yiğiter, Yasemin Gençtürk, Canan Hamurkaroglu

Publication date: 15 August 2019

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/as053040441

zbMATH Keywords

exponential distributionmaximum likelihoodlognormal distributioncomposite models

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of operator theory in probability theory and statistics (47N30)

Cites Work

• Modeling loss data using composite models
• Modeling claims data with composite Stoppa models
• New composite models for the Danish fire insurance data
• Fat-Tailed Regression Modeling with Spliced Distributions
• Modeling actuarial data with a composite lognormal-Pareto model
• On composite lognormal-Pareto models
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A NEW MODEL FOR DATA WITH STRUCTURAL CHANGE AT THRESHOLD: COMPOSITE EXPONENTIAL-LOGNORMAL MODEL