Lambert W random variables—a new family of generalized skewed distributions with applications to risk estimation

Published 2011 View Full Article

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Title
Lambert W random variables—a new family of generalized skewed distributions with applications to risk estimation
Authors
Keywords
-
Journal
Annals of Applied Statistics
Volume 5, Issue 3, Pages 2197-2230
Publisher
Institute of Mathematical Statistics
Online
2011-10-13
DOI
10.1214/11-aoas457

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