scholarly journals Generating OWA weights using truncated distributions

2018 ◽  
Vol 33 (4) ◽  
pp. 791-801 ◽  
Author(s):  
Maxime Lenormand
2010 ◽  
Vol 39 (6) ◽  
pp. 1111-1121 ◽  
Author(s):  
Purushottam W. Laud ◽  
Paul Damien ◽  
Thomas S. Shively

Author(s):  
Hugo A. Loaiciga ◽  
Joel Michaelsen ◽  
Paul F Hudak

Filomat ◽  
2019 ◽  
Vol 33 (11) ◽  
pp. 3409-3424 ◽  
Author(s):  
Mohamed El-Hadidy

The distributions obtained by N intervals truncations are characterized by its high sensitivity for stochastic volatility data. In stable intervals, we use this method to delete some certain range of data values from a domain of the random variable. A comprehensive treatment of the statistical properties of this distribution is presented. We assume Normal and Log-Lindley distributions to apply the obtained results.


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