Understanding the density of possible prices in one-minute intervals provides traders, investors, and financial institutions with the data necessary for making informed decisions, managing risk, optimizing trading strategies, and enhancing the overall efficiency of the cryptocurrency market....

Studying the extreme value theory (EVT) involves multiple main objectives, among them the estimation of the tail index parameter. Some estimation methods are used to estimate the tail index parameter like maximum likelihood estimation (MLE). Additionally, the Hill estimator is one type of...

Weibull distribution has been considered one of the most common and valuable distributions for building and analyzing good models for lifetime data. Many researchers have studied the properties of Weibull distribution, also in search of the best method to estimate both parameters. In this paper,...

This paper introduces a novel three-parameter skew-log-logistic distribution. The research involves the development of a new random variable based on Azzalini and Capitanio's (2013) proposition. Additionally, various statistical properties of this distribution are explored. The paper presents a...

In this paper, we attempted to expand the Frechet distribution by employing the T-X family of distributions and named the newly formulated model Extended odd Frechet-exponential distribution (EOFED). Several structural properties, reliability measurements and characteristics were estimated and...

In this paper, we propose inference procedures for the estimation of parameters by using order statistics. First, we derive some new expressions for single and product moments of the order statistics from the extended power Lindley distribution. We then use these moments to obtain the best...

Kernel density estimation of circular data has recently received considerable attention for its ability to model and analyse distributions on unit circles and other periodic domains. Our aim is to contribute to the literature on data-driven bandwidth selectors in circular kernel density...