TRANSMUTED NORMAL DISTRIBUTION AND AN APPLICATION TO FINANCE

DOI10.17654/AS054020301zbMath1430.62041OpenAlexW2917308059MaRDI QIDQ5237639

Demet Sezer, Nuri Çelik

Publication date: 18 October 2019

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

Full work available at URL: https://doi.org/10.17654/as054020301

zbMATH Keywords

statistical distributionsvalue at risk (VaR)transmuted distributionsgeneralization procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15)

Cites Work

• On the transmuted extreme value distribution with application
• Transmuted Dagum distribution: A more flexible and broad shaped hazard function model
• Transmuted Linear Exponential Distribution: A New Generalization of the Linear Exponential Distribution
• The Transmuted Log-Logistic Distribution: Modeling, Inference, and an Application to a Polled Tabapua Race Time up to First Calving Data
• Characterizations of the transmuted inverse Weibull distribution
• The Transmuted Weibull Lomax Distribution: Properties and Application
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