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A parametric model for distributions with flexible behaviour in both tails

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  • Michael L. Stein

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  • Michael L. Stein, 2021. "A parametric model for distributions with flexible behaviour in both tails," Environmetrics, John Wiley & Sons, Ltd., vol. 32(8), December.
    • Handle: RePEc:wly:envmet:v:32:y:2021:i:8:n:e2704
    DOI: 10.1002/env.2704
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    File URL: https://doi.org/10.1002/env.2704
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    Cited by:

    1. M. Carvalho & S. Pereira & P. Pereira & P. Zea Bermudez, 2022. "An Extreme Value Bayesian Lasso for the Conditional Left and Right Tails," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(2), pages 222-239, June.
    2. Julie Bessac & Robert Underwood & Sheng Di, 2023. "Discussion on “Saving Storage in Climate Ensembles: A Model-Based Stochastic Approach”," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(2), pages 358-364, June.
    3. André, L.M. & Wadsworth, J.L. & O'Hagan, A., 2024. "Joint modelling of the body and tail of bivariate data," Computational Statistics & Data Analysis, Elsevier, vol. 189(C).
    4. Antonello Maruotti & Pierfrancesco Alaimo Di Loro, 2023. "CO2 emissions and growth: A bivariate bidimensional mean‐variance random effects model," Environmetrics, John Wiley & Sons, Ltd., vol. 34(5), August.
    5. Philémon Gamet & Jonathan Jalbert, 2022. "A flexible extended generalized Pareto distribution for tail estimation," Environmetrics, John Wiley & Sons, Ltd., vol. 33(6), September.
    6. Silius M. Vandeskog & Thordis L. Thorarinsdottir & Ingelin Steinsland & Finn Lindgren, 2022. "Quantile based modeling of diurnal temperature range with the five‐parameter lambda distribution," Environmetrics, John Wiley & Sons, Ltd., vol. 33(4), June.

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