Article ID Journal Published Year Pages File Type
10481823 Physica A: Statistical Mechanics and its Applications 2012 12 Pages PDF
Abstract
► We model current account balance data in the entire range (both surplus and deficit). ► The double Pareto-positive stable (dPPS) distribution is proposed as a new model. ► The dPPS distribution outperforms the fits of other classical models.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Preview
A two-tail version of the PPS distribution with application to current account balance data
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