90 citations · 197 across the 35 of their papers we have counts for
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math.ST2023
Uncovering a generalised gamma distribution: from shape to interpretation
Matthias Wagener, Andriette Bekker, Mohammad Arashi +1
In this paper, we introduce the flexible interpretable gamma (FIG) distribution which has been derived by Weibullisation of the body-tail generalised normal distribution. The param…
stat.ME2023★ 1 cited
The generalized hyperbolic family and automatic model selection through the multiple-choice LASSO
Luca Bagnato, Alessio Farcomeni, Antonio Punzo
We revisit the generalized hyperbolic (GH) distribution and its nested models. These include widely used parametric choices like the multivariate normal, skew-t, Laplace, and sever…