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Structural properties of the alpha power exponentiated generalized Pareto distribution with applications - MaRDI portal

Structural properties of the alpha power exponentiated generalized Pareto distribution with applications

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Publication:6656865

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DOI10.1134/s1995080224605411MaRDI QIDQ6656865

Winai Bodhisuwan, Panuwat Pimsap, Andrei I. Volodin

Publication date: 3 January 2025

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

heavy-tailed distribution Pareto distribution value at risk log-transformation alpha power transformation

Mathematics Subject Classification ID

Parametric inference (62Fxx) Distribution theory (60Exx) Statistical distribution theory (62Exx)

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