Bayesian and non-Bayesian inference for the compound Poisson log-normal model with application in finance
In this article, we described a novel class of distributions that can be analyzed in complex and skewed real data sets. We called the proposed distribution as compound Poisson log-normal model, and it obtained by compounding the truncated Poisson and log-normal random variables. The baseline distrib...
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier
2024-03-01
|
| Colecção: | Alexandria Engineering Journal |
| Assuntos: | |
| Acesso em linha: | http://www.sciencedirect.com/science/article/pii/S1110016824000413 |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|