Letter to the Editor of Annals of Applied Statistics
Milan Stehlik, Philipp Hermann
TL;DR
This letter discusses and responds to Goerg's 2011 paper on Lambert W random variables, highlighting their significance and potential applications in risk estimation within the field of applied statistics.
Contribution
The letter provides critical insights and commentary on the properties and applications of Lambert W distributions introduced by Goerg, emphasizing their relevance in statistical modeling.
Findings
Lambert W distributions offer flexible skewed models.
Potential applications in risk estimation are highlighted.
The letter discusses theoretical properties and practical implications.
Abstract
This is "Letter to the Editor" of Annals of Applied Statistics, addressing the paper by Goerg G. M. (2011) "Lambert W random variables-a new family of generalized skewed distributions with applications to risk estimation".
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Taxonomy
TopicsAdvanced Statistical Methods and Models · Hydrology and Drought Analysis · Financial Risk and Volatility Modeling