1 citations · 1 across the 11 of their papers we have counts for
13 papers
Stochastic models with power-law trends: An analysis of Bitcoin price dynamics
Alex Bomfim, Marta Calvache, Felipe Quintino
Empirical studies have identified power-law scaling and long-memory dynamics in Bitcoin prices. To capture these features, we propose stochastic differential equations (SDEs) with…
Exact finite-sample bias, variance, and MSE of normalized scale-invariant inequality indices under Gamma mixture models
Roberto Vila, Felipe Quintino
We study the finite-sample properties of estimators of a broad class of normalized scale-invariant inequality indices (NSIIs) under finite Gamma mixture models. The class includes…
Income inequality estimation with gamma mixtures
Roberto Vila, Helton Saulo, Felipe Quintino
This paper studies the estimation of the th Gini index under finite mixtures of gamma distributions. We derive closed-form expressions for the th Gini index and for the expec…
Unbiased estimation of normalized scale-invariant indices under the Gamma distribution
Roberto Vila, Helton Saulo, Felipe Quintino
We introduce a broad class of normalized scale-invariant indices (NSIIs) generated by measurable symmetric homogeneous functions and encompassing several well-known measures, inclu…
Unifying the Hoover and Gini indices: Analytical, bias, and computational aspects
Roberto Vila, Helton Saulo, Felipe Quintino
We propose a new family of inequality indices that bridges the Hoover index and the Gini coefficient. The measure is defined as the normalized expected absolute value of a convex c…
Modeling double bounded data based on correlated gamma random variables
Roberto Vila, Felipe Quintino, Marcelo Bourguignon
Many types of bounded data defined on the unit interval arise naturally as ratios of the form . In the existing literature, the main statistical models proposed for this…
A general class of continuous asymmetric distributions with positive support
Felipe S. Quintino, Pushpa N. Rathie, Luan C. S. M. Ozelim +2
In order to better fit real-world datasets, studying asymmetric distribution is of great interest. In this work, we derive several mathematical properties of a general class of asy…
A transformed-score approach to closed-form and one-step efficient estimation for the beta distribution
Roberto Vila, Helton Saulo, Felipe Quintino +1
Power transformations of beta random variables produce unbiased estimating equations from transformed-model likelihood scores. This construction clarifies the connection between mo…
A novel unit-asymmetric distribution based on correlated Fréchet random variables
Roberto Vila, Felipe Quintino
In this paper, we propose a new distribution with unitary support which can be characterized as a ratio of the type , where follows a bivariate e…
Family of multivariate extended skew-elliptical distributions: Statistical properties, inference and application
Roberto Vila, Helton Saulo, Leonardo Santos +2
In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically…
A new unit-bimodal distribution based on correlated Birnbaum-Saunders random variables
Roberto Vila, Helton Saulo, Felipe Quintino +1
In this paper, we propose a new distribution over the unit interval which can be characterized as a ratio of the type where and are two correlated Birnbaum-Saun…
A General Class of Fatigue-life Distributions of Birnbaum-Saunders Type
C. C. Y. Dorea, R. Vila, F. S. Quintino
The derivation of Birnbaum-Saunders (BS) fatigue-life distribution is based on the asymptotic normality of crack damages' partial sums. We address the situation when this fails and…
A General Class of Trimodal Distributions: Properties and Inference
Roberto Vila, Victor Serra, Mehmet N. Çankaya +1
The modality is important topic for modelling. Using parametric models is an efficient way when real data set shows trimodality. In this paper we propose a new class of trimodal pr…