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Dr. Ahmed Z. Afify :: Publications: |
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| Title: | A new heavy-tailed exponential distribution: inference, regression model and applications. |
| Authors: | Afify, A. Z., Pescim, R. R., Cordeiro, G. M. and Mahran |
| Year: | 2023 |
| Keywords: | Not Available |
| Journal: | Pakistan Journal of Statistics and Operation Research |
| Volume: | 19 |
| Issue: | Not Available |
| Pages: | 395-411 |
| Publisher: | Not Available |
| Local/International: | International |
| Paper Link: | |
| Full paper | Not Available |
| Supplementary materials | Not Available |
| Abstract: |
A new weighted exponentiated-exponential distribution is defined to model financial data. It has heavy-tailed behavior that is suitable for data with the right tails. Some actuarial measures for the new model are determined, and simulations are reported. Its parameters are estimated using eight approaches. A new Log-weighted exponentiated-exponential regression model is constructed for right censored data. The importance of the new models is proved through applications to financial data. |
