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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models

Demetrescu, Matei; Kruse-Becher, Robinson - 2021

Persistent link: https://www.econbiz.de/10012620758

Zero-modified Poisson-Modification of Quasi Lindley distribution and its application

Tharshan, Ramajeyam; Wijekoon, Pushpakanthie - In: Statistics in transition : an international journal of … 23 (2022) 4, pp. 113-128

The Poisson-Modification of Quasi Lindley (PMQL) distribution is a newly introduced mixed Poisson distribution for over-dispersed count data. The aim of this article is to introduce the Zero-modified PMQL (ZMPMQL) distribution as an alternative to the PMQL distribution in order to accommodate...

Persistent link: https://www.econbiz.de/10014287906

Improved density and distribution function estimation

Oryshchenko, Vitaliy; Smith, Richard J. - 2018 - This draft: July 2018

distribution functions of (generalised) residuals in semi-parametric models defined by a finite number of moment restrictions. Such …

Persistent link: https://www.econbiz.de/10011878199

Rank-based inference tools for copula regression, with property and casualty insurance applications

Côté, Marie-Pier; Genest, Christian; Omelka, Marek - In: Insurance / Mathematics & economics 89 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012133498

On the use of residuals as dependent variables

Chen, Wei; Hribar, Paul; Melessa, Samuel J. - In: Journal of financial reporting : a publication of the … 7 (2022) 1, pp. 68-83

Persistent link: https://www.econbiz.de/10013417053