Scientific African, 2023 This study introduces a new conditional innovation density called the generalized odd generalized exponentiated skew-t (GOGEST) distribution for the generalized autoregressive conditional heteroscedasticity (GARCH) volatility models.
O.D. Adubisi, A. Abdulkadir, D.J. Adashu
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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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Analysis of a Hyperbolic Heat Transfer Model in Blood-perfused Biological Tissues with Laser Heating [PDF]
Journal of Applied and Computational Mechanics, 2022 This paper proposes a hyperbolic heat transport model for a homogeneously perfused biological tissue irradiated by a laser beam. In particular, involving two local energy equations, one for the blood vessel and the other for the tissue, a non-Fourier ...
C.F. Munafo, P. Rogolino
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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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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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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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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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Duration Distribution and Up-crossings Rate of Generalized Hyperbolic Processes
Austrian Journal of Statistics, 2016 A Gaussian process is usually used to model the sea surface elevation in the oceanography. As the depth of the water decreases or the sea severity increases, the sea surface elevation departs from symmetry and Gaussianity. In this paper, a stationary non-
Moh’d T. Alodat, Khalid M. Aludaat
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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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