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  • Search: subject:"lognormal distribution."
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Year of publication
Subject
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lognormal distribution 43 Statistische Verteilung 12 Theorie 12 Statistical distribution 11 Theory 9 Pareto distribution 8 equation 7 Economic models 6 Income distribution 6 equations 6 income distribution 6 standard deviation 6 statistics 6 Einkommensverteilung 5 Gini coefficient 5 normal distribution 5 probability 5 skewness 5 time series 5 EM algorithm 4 Lognormal distribution 4 bond 4 calibration 4 correlation 4 heavy-tailed 4 inequality 4 justice 4 kurtosis 4 optimization 4 power-function distribution 4 probability density 4 probability density function 4 size distribution 4 stochastic processes 4 Algorithm 3 Algorithmus 3 Generalized error distribution 3 Lorenz curve 3 Probability theory 3 Stieltjes class 3
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Online availability
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Free 56
Type of publication
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Book / Working Paper 42 Article 14
Type of publication (narrower categories)
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Working Paper 12 Arbeitspapier 6 Graue Literatur 6 Non-commercial literature 6 Article in journal 5 Aufsatz in Zeitschrift 5 Article 2
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Language
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English 36 Undetermined 20
Author
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Jasso, Guillermina 5 Bee, Marco 3 Calderín-Ojeda, Enrique 3 Kleiber, Christian 3 Lambert, Peter J. 3 Riccaboni, Massimo 3 Fergusson, Kevin 2 García, Victoriano J. 2 Growiec, Jakub 2 Gómez-Déniz, Emilio 2 McCulloch, Brian 2 Okamoto, Masato 2 Schiavo, Stefano 2 Wu, Xueyuan 2 ALBU, Lucian-Liviu 1 Albu, Lucian-Liviu 1 Azpitarte, Francisco 1 Bae, Taehan 1 Capuano, Christian 1 Cheng, Kevin C. 1 Cox, Nicholas 1 Dalgaard, Carl-Johan 1 Dhongde, Shatakshee 1 Dutta, Kabir 1 Eguia, Jon X. 1 Emura, Takeshi 1 Engel, Charles 1 Erickson, Lennart 1 Fabio, Pammolli 1 González-Val, Rafael 1 Griffiths, William E. 1 Hajargasht, Gholamreza 1 Heij, C. 1 Heij, Heij, C. 1 Hirschberg, Joseph G. 1 Holmes, Mark 1 Jakub, Growiec 1 Jobst, Andreas 1 Kakamu, Kazuhiko 1 Kim, Daehaeng 1
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Institution
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International Monetary Fund (IMF) 8 Society for the Study of Economic Inequality - ECINEQ 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Department of Economics and Business, Universitat Pompeu Fabra 2 Department of Economics, Faculty of Business and Economics 2 Dipartimento di Economia e Management, Università degli Studi di Trento 2 Department of Economics, Waikato Management School 1 Department of Resource Economics, University of Nevada-Reno 1 Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento 1 Economics Department, University of Nevada-Reno 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Institute for the Study of Labor (IZA) 1 Narodowy Bank Polski 1 Society for Computational Economics - SCE 1 Treasury, Government of New Zealand 1 Wirtschaftswissenschaftliches Zentrum, Universität Basel 1
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Published in...
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IMF Working Papers 8 IZA Discussion Papers 4 MPRA Paper 3 Working Papers / Society for the Study of Economic Inequality - ECINEQ 3 Department of Economics - Working Papers Series 2 Department of Economics Working Papers / Dipartimento di Economia e Management, Università degli Studi di Trento 2 Economics Bulletin 2 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 2 Journal of Income Distribution 2 Acta Oeconomica Pragensia 1 Computing in Economics and Finance 2004 1 DEM working papers 1 DISA Working Papers 1 Discussion paper series / IZA 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Equilibrium : quarterly journal of economics and economic policy 1 IEB working paper 1 Insurance : mathematics and economics 1 National Bank of Poland Working Papers 1 New Zealand Treasury Working Paper 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1 Revista română de economie 1 Risks 1 Risks : open access journal 1 Romanian Journal of Economics 1 Stata Journal 1 Treasury Working Paper Series 1 WWZ Discussion Paper 1 WWZ working paper 1 Working Papers 1 Working Papers / Economics Department, University of Nevada-Reno 1 Working Papers in Economics 1 Working paper / Department of Economics, University of Cyprus 1 Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 1 Working papers / Wirtschaftswissenschaftliches Zentrum, Universität Basel 1
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Source
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RePEc 37 ECONIS (ZBW) 11 EconStor 8
Showing 1 - 10 of 56
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Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm
Bae, Taehan; Miljkovic, Tatjana - In: Insurance : mathematics and economics 117 (2024), pp. 182-195
Persistent link: https://www.econbiz.de/10015066975
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Equivalence scales for continuous distributions of expenditure
Kot, Stanisław Maciej - In: Equilibrium : quarterly journal of economics and … 18 (2023) 1, pp. 185-219
Persistent link: https://www.econbiz.de/10014252628
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Lognormal (re)distribution : a macrofounded theory of inequality
Eguia, Jon X.; Xefteris, Dimitrios - 2022
Persistent link: https://www.econbiz.de/10014336651
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On discriminating between lognormal and Pareto tail : a mixture-based approach
Bee, Marco - 2020
Persistent link: https://www.econbiz.de/10012416592
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The Generalized Lognormal Distribution and the Stieltjes Moment Problem
Kleiber, Christian - 2012
This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy … volatility. Compared to the classical lognormal distribution it has an additional shape parameter. It emerges that moment (in …
Persistent link: https://www.econbiz.de/10011390679
Saved in:
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The Generalized Lognormal Distribution and the Stieltjes Moment Problem
Kleiber, Christian - Wirtschaftswissenschaftliches Zentrum, Universität Basel - 2012
This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy … volatility. Compared to the classical lognormal distribution it has an additional shape parameter. It emerges that moment (in …
Persistent link: https://www.econbiz.de/10010827667
Saved in:
Cover Image
The generalized lognormal distribution and the Stieltjes moment problem
Kleiber, Christian - 2012
This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy … volatility. Compared to the classical lognormal distribution it has an additional shape parameter. It emerges that moment (in …
Persistent link: https://www.econbiz.de/10009718091
Saved in:
Cover Image
An EM algorithm for Double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims
Calderín-Ojeda, Enrique; Fergusson, Kevin; Wu, Xueyuan - In: Risks 5 (2017) 4, pp. 1-24
by the normal distribution. Extending the method for estimating the parameters of a double Pareto lognormal distribution … linear model. The DPLN distribution is obtained as a mixture of a lognormal distribution with a double Pareto distribution …
Persistent link: https://www.econbiz.de/10011996555
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An EM algorithm for Double-Pareto-lognormal generalized linear model applied to heavy-tailed insurance claims
Calderín-Ojeda, Enrique; Fergusson, Kevin; Wu, Xueyuan - In: Risks : open access journal 5 (2017) 4, pp. 1-24
by the normal distribution. Extending the method for estimating the parameters of a double Pareto lognormal distribution … linear model. The DPLN distribution is obtained as a mixture of a lognormal distribution with a double Pareto distribution …
Persistent link: https://www.econbiz.de/10011783746
Saved in:
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City size distribution and space
González-Val, Rafael - 2017
Persistent link: https://www.econbiz.de/10011796638
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