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  • Search: subject:"Generalized distribution"
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Subject
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Generalized distribution 2 Income distribution 2 Income inequality 2 double-Pareto lognormal distribution 2 income distribution 2 kappa-generalized distribution 2 mixture model 2 Bayesian inference 1 Beta generalized distribution 1 Beta-family 1 Censored data 1 DCS 1 Entropy 1 Forecasting model 1 Fractional derivative 1 Fractional distribution function 1 Gamma generalized distribution 1 Gamma-generalized distribution 1 Generalized Rayleigh distribution 1 Generalized distribution function 1 Hazard function 1 High-frequency data 1 Inequality 1 Influence diagnostics 1 Information 1 Log-gamma generalized distribution 1 Logistic model 1 Lorenz orders 1 MCMC Method 1 Maximum likelihood estimation 1 Mittag-Leffler function 1 Mixture models 1 Moment 1 Pearson system 1 Prognoseverfahren 1 Proportional hazard and accelerated failure models 1 Rayleigh 1 Risikomaß 1 Risk measure 1 Shannon entropy 1
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Article 11
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 10 English 1
Author
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Clementi, Fabio 2 Gallegati, Mauro 2 Kaniadakis, Giorgio 2 Okamoto, Masato 2 Ortega, Edwin 2 Alzaatreh, Ayman 1 Belzunce, Félix 1 Büyükkılıç, F. 1 Cordeiro, Gauss 1 Cristino, Cláudio 1 Demirhan, D. 1 Demétrio, Clarice 1 Ertik, H. 1 Famoye, Felix 1 Hashimoto, Elizabeth 1 Lee, Carl 1 Li, Handong 1 Louzada, Francisco 1 Pinar, José F. 1 Rizzato, Fernanda 1 Ruiz, José M. 1 Song, Shijia 1 Sordo, Miguel A. 1 Tojeiro, Cynthia 1 Şirin, H. 1
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Economics Bulletin 2 Statistical Papers / Springer 2 Empirical Economics 1 Journal of Economics 1 METRON 1 Physica A: Statistical Mechanics and its Applications 1 Statistical Methods and Applications 1 Statistics & Probability Letters 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1
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RePEc 10 ECONIS (ZBW) 1
Showing 1 - 10 of 11
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A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score
Song, Shijia; Li, Handong - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 203-214
Persistent link: https://www.econbiz.de/10014428040
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Erratum to “Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation”
Okamoto, Masato - In: Economics Bulletin 33 (2013) 3, pp. 2443-2444
This erratum corrects typos in Okamoto (2012).
Persistent link: https://www.econbiz.de/10010693312
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Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation
Okamoto, Masato - In: Economics Bulletin 32 (2012) 4, pp. 2969-2982
This paper compares the goodness-of-fit of two new types of parametric income distribution models (PIDMs), the kappa-generalized (kG) and double-Pareto lognormal (dPLN) distributions, with that of beta-type PIDMs using US and Italian data for the 2000s. A three-parameter model kG tends to...
Persistent link: https://www.econbiz.de/10011278565
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The beta generalized Rayleigh distribution with applications to lifetime data
Cordeiro, Gauss; Cristino, Cláudio; Hashimoto, Elizabeth; … - In: Statistical Papers 54 (2013) 1, pp. 133-161
For the first time, we propose a new distribution so-called the beta generalized Rayleigh distribution that contains as special sub-models some well-known distributions. Expansions for the cumulative distribution and density functions are derived. We obtain explicit expressions for the moments,...
Persistent link: https://www.econbiz.de/10010998656
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A new method for generating families of continuous distributions
Alzaatreh, Ayman; Lee, Carl; Famoye, Felix - In: METRON 71 (2013) 1, pp. 63-79
In this paper, a new method is proposed for generating families of continuous distributions. A random variable <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$X$$</EquationSource> </InlineEquation>, “the transformer”, is used to transform another random variable <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$T$$</EquationSource> </InlineEquation>, “the transformed”. The resulting family, the <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$T$$</EquationSource> </InlineEquation>-<InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$X$$</EquationSource> </InlineEquation> family of distributions, has a...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10011000669
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Comparison of concentration for several families of income distributions
Belzunce, Félix; Pinar, José F.; Ruiz, José M.; … - In: Statistics & Probability Letters 83 (2013) 4, pp. 1036-1045
In this paper, we consider the comparison of parametric families of income distributions in terms of inequality and relative deprivation, which are two important aspects for understanding the concentration of incomes in a population. Based on inequalities of their parameters, we give sufficient,...
Persistent link: https://www.econbiz.de/10010662317
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A general threshold stress hybrid hazard model for lifetime data
Tojeiro, Cynthia; Louzada, Francisco - In: Statistical Papers 53 (2012) 4, pp. 833-848
In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model...
Persistent link: https://www.econbiz.de/10010848039
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A new model of income distribution: the κ-generalized distribution
Clementi, Fabio; Gallegati, Mauro; Kaniadakis, Giorgio - In: Journal of Economics 105 (2012) 1, pp. 63-91
Persistent link: https://www.econbiz.de/10010987641
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A model of personal income distribution with application to Italian data
Clementi, Fabio; Gallegati, Mauro; Kaniadakis, Giorgio - In: Empirical Economics 39 (2010) 2, pp. 559-591
Persistent link: https://www.econbiz.de/10008674029
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A fractional mathematical approach to the distribution functions of quantum gases: Cosmic Microwave Background Radiation problem is revisited
Ertik, H.; Demirhan, D.; Şirin, H.; Büyükkılıç, F. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 21, pp. 4573-4585
Efforts on the fundamentals of the nonextensive thermostatistical formulations of the realistic description of the physical systems have always been underway. In this context, the quantum systems of bosons and fermions are taken into consideration as g-ons. A new formalism of the unified...
Persistent link: https://www.econbiz.de/10011057639
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