Structural Properties of the Alpha Power Exponentiated Generalized Pareto Distribution with Applications

被引：0
|
作者：
Panuwat Pimsap [1 ]
Winai Bodhisuwan [1 ]
Andrei Volodin [2 ]
机构：
[1] Department of Statistics,
[2] Kasetsart University,undefined
[3] Sino-Canada Research Centre of Nonlinear Dynamics and Noise Control,undefined
[4] Xiamen University of Technology,undefined
[5] Department of Mathematics and Statistics,undefined
[6] University of Regina,undefined
来源：
Lobachevskii Journal of Mathematics | 2024年 / 45卷 / 9期
关键词：
heavy-tailed distribution; Pareto distribution; log-transformation; alpha power transformation; value at risk;
D O I：
10.1134/S1995080224605411
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：4267 / 4291
页数：24
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