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Volumn 35, Issue 4, 2007, Pages 448-454
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Tailweight, quantiles and kurtosis: A study of competing distributions
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Author keywords
Exponential power (EP) distribution; Kurtosis; Laplace distribution; Mixing on normal variance; Origin neighborhood; Quantiles; Symmetric; t Distribution; Tailweight; Variance gamma (VG) distribution
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Indexed keywords
ASYMPTOTIC STABILITY;
FINANCE;
LAPLACE EQUATION;
MATHEMATICAL MODELS;
NUMERICAL METHODS;
EXPONENTIAL POWER (EP) DISTRIBUTION;
KURTOSIS;
ORIGIN NEIGHBORHOOD;
QUANTILES;
TAILWEIGHT;
VARIANCE GAMMA (VG) DISTRIBUTION;
DISTRIBUTION FUNCTIONS;
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EID: 34248512976
PISSN: 01676377
EISSN: None
Source Type: Journal
DOI: 10.1016/j.orl.2006.07.003 Document Type: Article |
Times cited : (13)
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References (11)
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