Results 11 to 20 of about 40,778 (262)
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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Analysis of generalized negative binomial distributions attached to hyperbolic Landau levels
Journal of Mathematical Physics, 2016 To each hyperbolic Landau level of the Poincar\'e disc is attached a generalized negative binomial distribution. In this paper, we compute the moment generating function of this distribution and supply its decomposition as a perturbation of the negative ...
Gnedenko B. V. +7 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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Fractal and Fractional, 2023 This work introduces a new thermoelastic model of an isotropic and homogeneous annular cylinder. The cylinder’s bounding inner surface is shocked thermally, and the bounding outer surface has no temperature increment and volumetric strain.
Eman A. N. Al-Lehaibi
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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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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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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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The HS-SAS and GSH-SAS Distribution as Model for Unconditional and Conditional Return Distributions
Austrian Journal of Statistics, 2016 We introduce two new skewed and leptokurtic distributions derived from the hyperbolic secant distribution and from Vaughan (2002)’s generalized hyperbolic distribution by use of the sinh-arcsinh transformation introduced in Jones and Pewsey (2009 ...
Matthias Fischer, Klaus Herrmann
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