The Generalized Lognormal Distribution and the Stieltjes Moment Problem
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- Samuel Kotz & Christian Kleiber, 2002. "A characterization of income distributions in terms of generalized Gini coefficients," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 19(4), pages 789-794.
- Alfarano, Simone & Milaković, Mishael & Irle, Albrecht & Kauschke, Jonas, 2012.
"A statistical equilibrium model of competitive firms,"
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Elsevier, vol. 36(1), pages 136-149.
- Irle, Albrecht & Milaković, Mishael & Alfarano, Simone & Kauschke, Jonas, 2008. "A Statistical Equilibrium Model of Competitive Firms," Economics Working Papers 2008-10, Christian-Albrechts-University of Kiel, Department of Economics.
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- Gwo Dong Lin, 2017. "Recent developments on the moment problem," Journal of Statistical Distributions and Applications, Springer, vol. 4(1), pages 1-17, December.
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KeywordsGeneralized error distribution; generalized lognormal distribution; lognormal distribution; moment problem; size distribution; Stieltjes class; volatility model;
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
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