A generalization of the beta distribution with applications

1995/03/01 by James B. McDonald, Yexiao Xu, Yexiao J. Xu · 4 citations
Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Financial Risk and Volatility Modeling #Statistical Distribution Estimation and Applications

paper · doi:10.1016/0304-4076(94)01612-4

crossref issued 1995/03/01 · crossref published 1995/03/01 · crossref published-print 1995/03/01 · openalex publication_date 1995/03/01 · crossref created 2003/04/23 · crossref deposited 2024/12/04 · openalex created_date 2025/10/10 · crossref indexed 2026/07/31 · openalex updated_date 2026/08/01

Citations

• Tables of Integrals, Series, and Products

Cited by

• The asymmetric log-Laplace distribution as a limiting case of the generalized beta distribution
• Two multivariate generalized beta families
• Independence Properties of the Truncated Multivariate Elliptical Distributions
• Generalized beta distribution [wikipedia]