Ir al contenido

Documat


Resumen de A note on slash methodology to deal with symmetrical and unimodal distributions with heavy tails

Inmaculada Barranco Chamorro Árbol académico, Jimmy Reyes, Diego Gallardo Mateluna

  • In this paper a new slash model is introduced. The resulting distribution exhibits greater kurtosis than other slash models previously considered in literature. Closed expressions are given for the probability density function, moments and kurtosis coefficient. Inference based on iterative maximum likelihood methods is carried out. Real applications of interest in Economics are included.


Fundación Dialnet

Mi Documat