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dc.contributor.authorBARABESI Lucioen_GB
dc.contributor.authorCERASA ANDREAen_GB
dc.contributor.authorPERROTTA Domenicoen_GB
dc.contributor.authorCERIOLI Andreaen_GB
dc.date.accessioned2015-11-10T01:05:28Z-
dc.date.available2015-11-09en_GB
dc.date.available2015-11-10T01:05:28Z-
dc.date.created2015-11-05en_GB
dc.date.issued2016en_GB
dc.date.submitted2014-06-02en_GB
dc.identifier.citationEUROPEAN JOURNAL OF OPERATIONAL RESEARCH vol. 248 no. 3 p. 1031-1043en_GB
dc.identifier.issn0377-2217en_GB
dc.identifier.urihttp://www.sciencedirect.com/science/article/pii/S0377221715007985en_GB
dc.identifier.urihttp://publications.jrc.ec.europa.eu/repository/handle/JRC90417-
dc.description.abstractThis paper shows the potential of the Tweedie distribution in the analysis of international trade data. The availability of a flexible model for describing traded quantities is important for several reasons. First, it can provide direct support to policy makers. Second, it allows the assessment of the statistical performance of anti-fraud tools on a large number of data sets artificially generated with known statistical properties, which must comply with real world scenarios. We see the advantages of adopting the Tweedie model in several data sets which are particularly relevant in the anti-fraud context and which show non-trivial features. We also provide a systematic outline of the genesis of the Tweedie distribution and we address a number of relevant statistical and computational issues, such as the development of efficient algorithms both for parameter estimation and for random variate generation.en_GB
dc.description.sponsorshipJRC.G.2-Global security and crisis managementen_GB
dc.format.mediumPrinteden_GB
dc.languageENGen_GB
dc.publisherELSEVIER SCIENCE BVen_GB
dc.relation.ispartofseriesJRC90417en_GB
dc.titleModelling international trade data with the Tweedie distribution for anti-fraud and policy supporten_GB
dc.typeArticles in periodicals and booksen_GB
dc.identifier.doi10.1016/j.ejor.2015.08.042en_GB
JRC Directorate:Space, Security and Migration

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