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...
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| Hovedforfatter: | |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Elsevier
2024-03-01
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| Serier: | Alexandria Engineering Journal |
| Fag: | |
| Online adgang: | http://www.sciencedirect.com/science/article/pii/S1110016824000413 |
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