A mixture of generalized hyperbolic distributions [PDF]
Canadian Journal of Statistics, 2015 AbstractWe introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives within which the mixture of multivariatet‐distributions and the mixture of skew‐tdistributions predominate.
Browne, Ryan P., McNicholas, Paul D.
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A Mixture of Coalesced Generalized Hyperbolic Distributions [PDF]
Journal of Classification, 2019 A mixture of multiple scaled generalized hyperbolic distributions (MMSGHDs) is introduced. Then, a coalesced generalized hyperbolic distribution (CGHD) is developed by joining a generalized hyperbolic distribution with a multiple scaled generalized hyperbolic distribution.
Cristina Tortora +3 more
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Moments of the generalized hyperbolic distribution [PDF]
Computational Statistics, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Scott, David J +3 more
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Modeling Insurance Claims Distribution through Combining Generalized Hyperbolic Skew-t Distribution with Extreme Value Theory [PDF]
تحقیقات مالی, 2016 This paper examines whether combining Generalized Hyperbolic Skew-t distribution, recently introduced in the field of insurance, and Extreme Value Theory (EVT) could result in a modeling of loss function that could model central value as well as extreme ...
Saeed Bajalan +2 more
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Coefficient Bounds for a Family of Analytic Functions Linked with a Petal-Shaped Domain and Applications to Borel Distribution [PDF]
Sahand Communications in Mathematical Analysis, 2023 In this paper, by employing sine hyperbolic inverse functions, we introduced the generalized subfamily $\mathcal{RK}_{\sinh}(\beta)$ of analytic functions defined on the open unit disk $\Delta:=\{\xi: \xi \in \mathbb{C} \text{ and } |\xi|
Trailokya Panigrahi +2 more
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Inference in Multiple Linear Regression Model with Generalized Secant Hyperbolic Distribution Errors
Ingeniería y Ciencia, 2021 We study multiple linear regression model under non-normally distributed random error by considering the family of generalized secant hyperbolic distributions.
Álvaro Alexander Burbano Moreno +2 more
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Mastering the Body and Tail Shape of a Distribution
Mathematics, 2021 The normal distribution and its perturbation have left an immense mark on the statistical literature. Several generalized forms exist to model different skewness, kurtosis, and body shapes.
Matthias Wagener +2 more
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Nonparametric Risk Management with Generalized Hyperbolic Distributions [PDF]
SSRN Electronic Journal, 2005 In this paper we propose the GHADA risk management model that is based on the generalized hyperbolic (GH) distribution and on a nonparametric adaptive methodology. Compared to the normal distribution, the GH distribution possesses semi-heavy tails and represents the financial risk factors more appropriately.
Chen, Ying +2 more
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Journal of Statistical Software, 2021 The MixGHD package for R performs model-based clustering, classification, and discriminant analysis using the generalized hyperbolic distribution (GHD).
Cristina Tortora +4 more
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Hyperbolic Cosine–Exponentiated Exponential Lifetime Distribution and its Application in Reliability [PDF]
International Journal of Supply and Operations Management, 2017 Recently, Kharazmi and Saadatinik (2016) introduced a new family of lifetime distributions called hyperbolic cosine – F (HCF) distribution. In the present paper, it is focused on a special case of HCF family with exponentiated exponential distribution as
Omid Kharazmi
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