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Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support

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  • C. García
  • J. García Pérez
  • J. Dorp

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  • C. García & J. García Pérez & J. Dorp, 2011. "Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 463-486, November.
    • Handle: RePEc:spr:stmapp:v:20:y:2011:i:4:p:463-486
    DOI: 10.1007/s10260-011-0173-0
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    References listed on IDEAS

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    1. Hahn, Eugene David, 2008. "Mixture densities for project management activity times: A robust approach to PERT," European Journal of Operational Research, Elsevier, vol. 188(2), pages 450-459, July.
    2. Sorin Solomon & Moshe Levy, 2000. "Market Ecology, Pareto Wealth Distribution and Leptokurtic Returns in Microscopic Simulation of the LLS Stock Market Model," Papers cond-mat/0005416, arXiv.org.
    3. Kotz, Samuel & van Dorp, J. René, 2005. "A link between two-sided power and asymmetric Laplace distributions: with applications to mean and variance approximations," Statistics & Probability Letters, Elsevier, vol. 71(4), pages 383-394, March.
    4. van Dorp J.R. & Kotz S., 2002. "The Standard Two-Sided Power Distribution and its Properties: With Applications in Financial Engineering," The American Statistician, American Statistical Association, vol. 56, pages 90-99, May.
    5. Clementi, F. & Gallegati, M., 2005. "Power law tails in the Italian personal income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 427-438.
    6. José María Sarabia, 2008. "Parametric Lorenz Curves: Models and Applications," Economic Studies in Inequality, Social Exclusion, and Well-Being, in: Duangkamon Chotikapanich (ed.), Modeling Income Distributions and Lorenz Curves, chapter 9, pages 167-190, Springer.
    7. Barsky R. & Bound J. & Charles K.K. & Lupton J.P., 2002. "Accounting for the Black-White Wealth Gap: A Nonparametric Approach," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 663-673, September.
    8. Sasuke Miyazima & Keizo Yamamoto, 2006. "Power-law behaviors in high income distribution," Springer Books, in: Hideki Takayasu (ed.), Practical Fruits of Econophysics, pages 344-348, Springer.
    9. Aban, Inmaculada B. & Meerschaert, Mark M. & Panorska, Anna K., 2006. "Parameter Estimation for the Truncated Pareto Distribution," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 270-277, March.
    10. Nagahara, Yuichi, 1999. "The PDF and CF of Pearson type IV distributions and the ML estimation of the parameters," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 251-264, July.
    11. Coelho, Ricardo & Richmond, Peter & Barry, Joseph & Hutzler, Stefan, 2008. "Double power laws in income and wealth distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3847-3851.
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    1. López Martín, M.M. & García García, C.B. & García Pérez, J. & Sánchez Granero, M.A., 2012. "An alternative for robust estimation in Project Management," European Journal of Operational Research, Elsevier, vol. 220(2), pages 443-451.
    2. Pérez, José García & Martín, María del Mar López & García, Catalina García & Sánchez Granero, Miguel Ángel, 2016. "Project management under uncertainty beyond beta: The generalized bicubic distribution," Operations Research Perspectives, Elsevier, vol. 3(C), pages 67-76.
    3. Jorge I. Figueroa-Zúñiga & Cristian L. Bayes & Víctor Leiva & Shuangzhe Liu, 2022. "Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications," Statistical Papers, Springer, vol. 63(3), pages 919-942, June.

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