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Some results of moments of uncertain variable through inverse uncertainty distribution
Sheng, Yuhong; Kar, Samarjit - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 1, pp. 57-76
Persistent link: https://www.econbiz.de/10011313102
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An entropy divergence, D-distribution and its selected application in multivariate financial time series
Jayakumar, G. S. David Sam; Sulthan, A.; Samuel, W. - In: International journal of financial services management … 11 (2021) 2, pp. 134-148
Persistent link: https://www.econbiz.de/10012940016
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Odd pareto families of distributions for modeling loss payment data
Mdziniso, Nonhle Channon; Corray, Kahadawala - In: Scandinavian actuarial journal (2018) 1, pp. 42-63
Persistent link: https://www.econbiz.de/10011880803
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On the convergence of uncertain random sequences
Ahmadzade, H.; Sheng, Yuhong; Esfahani, M. - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 2, pp. 205-220
Persistent link: https://www.econbiz.de/10011805599
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Almost stochastic dominance for risk averters and risk seeker
Guo, Xu; Wong, Wing Keung; Zhu, Lixing - In: Finance research letters 19 (2016), pp. 15-21
Persistent link: https://www.econbiz.de/10011657429
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New bivariate Poisson extended exponential distributions and associated BINAR(1) processes with applications
Maya, R.; Krishna, Anuresha; Khan, Naushad Mamode; … - In: Decision analytics journal 7 (2023), pp. 1-13
This study proposes two types of bivariate Poisson extended exponential distributions: the basic bivariate Poisson extended exponential distribution and the Sarmanov-based bivariate Poisson extended exponential distribution. The two bivariate Poisson extended exponential distributions are then...
Persistent link: https://www.econbiz.de/10014505329
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A review of Student's t distribution and its generalizations
Li, Rui; Nadarajah, Saralees - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1461-1490
Persistent link: https://www.econbiz.de/10012219612
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Alternative approach to moments of order statistics from one-parameter Weibull distribution
Rai, Piyush Kant; Sirohi, Anu - In: Statistics in transition : an international journal of … 21 (2020) 1, pp. 169-178
analysis and reliability theory. Sometimes it is very difficult to compute moments of such distributions due to various reasons … for e.g. analytical issues, multi parameter cases etc. This study presents the computation of the moments and the expected … in connection to survival function is used to obtain these moments and expected values. In addition the characteristic …
Persistent link: https://www.econbiz.de/10012183576
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Copula-based stochastic frontier model with autocorrelated inefficiency
Das, Arabinda - In: Central European journal of economic modelling and … 7 (2015) 2, pp. 111-126
Persistent link: https://www.econbiz.de/10011429746
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Are all firms inefficient?
Rho, Seunghwa; Schmidt, Peter - In: Journal of productivity analysis 43 (2015) 3, pp. 327-349
Persistent link: https://www.econbiz.de/10011380508