The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution

Higbee Joshua D.; Jensen Jonathan E.; McDonald James B.

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The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution

机译：非对称的Log-LAPLACE分布作为广义β分布的限制情况

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The asymmetric log-Laplace (ALL) and the generalized beta distribution of the second kind (GB2) have been used in many applications. We demonstrate that the ALL is a limiting case of the GB2 and examine their ability to model stock returns. (C) 2019 Elsevier B.V. All rights reserved.

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《Statistics & Probability Letters》 |2019年第2019期|共6页
作者
Higbee Joshua D.; Jensen Jonathan E.; McDonald James B.;
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作者单位

Brigham Young Univ Dept Econ Provo UT 84602 USA;

MIT Sloan Sch Management 100 Main St Cambridge MA 02142 USA;

Brigham Young Univ Dept Econ Provo UT 84602 USA;

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原文格式 PDF
正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
Beta prime; Feller-Pareto; GB2; Generalized F; Double Pareto; Stock returns;

机译：Beta Prime;Feller-Pareto;GB2;广义F;双帕架;股票回报;

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专利

1. The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution [J] . Higbee Joshua D., Jensen Jonathan E., McDonald James B. Statistics & Probability Letters . 2019,第期

机译：非对称的Log-LAPLACE分布作为广义β分布的限制情况
2. LIMITING DISTRIBUTIONS IN GENERALIZED ZECKENDORF DECOMPOSITIONS [J] . ALEXANDRE GUEGANIC, GRANGER CARTY, YUJIN H. KIM, The Fibonacci quarterly . 2019,第2期

机译：在广义Zeckendorf分解中的限制分布
3. Size-biased distributions in the generalized beta distribution family, with applications to forestry [J] . Ducey Mark J., Gove Jeffrey H. Forestry . 2015,第1期

机译：广义Beta分布族中大小偏向的分布，应用于林业
4. Limiting Distribution of the Asymmetric Shortest Queue Problem [C] . Ming Li, Junxiang Cheng The proceedings of 2010 international conference on probability and statistics of the International Institute for General Systems Studies.;vol. 1.;Advances on probability and statistics . 2010

机译：非对称最短排队问题的极限分布
5. Pathogens of seedlings act as a biotic filter, limiting the distributions of tropical trees and contributing to beta-diversity [D] . Spear, Erin Rachel. 2015

机译：幼苗的病原体充当生物过滤器，限制了热带树的分布并有助于β-多样性
6. Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution [O] . William L. Leão, Carlos A. Abanto-Valle, Ming-Hui Chen -1

机译：使用广义双曲斜学生t分布的具有杠杆和不对称重尾误差的随机均值波动模型的贝叶斯分析
7. Limiting distributions of high-dimensional multivariate Beta-type distributions [O] . Sakurai Tetsuro 2012

机译：高维多元Beta型分布的极限分布
8. Generalization of Generalized Beta Distributions [R] . Gordy, M. B. 1998

机译：广义Beta分布的推广

The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution

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