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Table 1.

Distributions and corresponding −log[Z(x; φ)] functions.

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Table 1 Expand

Fig 1.

Plots of EGuNH density for a variety of parameter combinations.

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Fig 1 Expand

Fig 2.

Plots of EGuNH density for a variety of parameter combinations.

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Fig 2 Expand

Fig 3.

Plots of EGuNH density for a variety of parameter combinations.

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Fig 3 Expand

Fig 4.

Plots of EGuNH density for a variety of parameter combinations.

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Fig 4 Expand

Fig 5.

Plots of EGuNH hazard rate for a variety of parameter combinations.

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Fig 5 Expand

Fig 6.

Plots of EGuNH hazard rate for a variety of parameter combinations.

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Fig 6 Expand

Fig 7.

Plots of EGuNH hazard rate for a variety of parameter combinations.

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Fig 7 Expand

Fig 8.

Plots of EGuNH hazard rate for a variety of parameter combinations.

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Fig 8 Expand

Fig 9.

Bowley skewness of EGuNH.

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Fig 9 Expand

Fig 10.

Moors kurtosis of EGuNH.

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Fig 10 Expand

Fig 11.

MacGillivray skewness of EGuNH for a variety of parameter combinations.

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Fig 11 Expand

Fig 12.

MacGillivray skewness of EGuNH for a variety of parameter combinations.

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Fig 12 Expand

Fig 13.

Plots of the Lorenz curves of EGuNH distribution.

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Fig 13 Expand

Fig 14.

Plots of the Bonferroni curves of EGuNH distribution.

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Fig 14 Expand

Table 2.

Descriptive measures of EGuNH for some parameter values.

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Table 2 Expand

Table 3.

Moments and moment ratios of EGuNH for some parameter combinations.

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Table 3 Expand

Fig 15.

Plots of the VaR of EGuNH distribution for some random parameter values.

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Fig 15 Expand

Fig 16.

Plots of the ES of EGuNH distribution for some random parameter values.

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Fig 16 Expand

Table 4.

AEs, Biases, MSEs and CPs for combination-I.

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Table 4 Expand

Table 5.

AEs, Biases, MSEs and CPs for combination-II.

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Table 5 Expand

Table 6.

AEs, Biases, MSEs and CPs for combination-IV.

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Table 6 Expand

Table 7.

AEs, Biases, MSEs and CPs for combination-IV.

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Table 7 Expand

Table 8.

The comparative fitted models.

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Table 8 Expand

Table 9.

The descriptive statistics related to D1, D2 and D3.

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Table 9 Expand

Fig 17.

TTT plot for D1.

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Fig 17 Expand

Fig 18.

TTT plot for D2.

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Fig 18 Expand

Fig 19.

TTT plot for D3.

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Fig 19 Expand

Fig 20.

Estimated hrf for D1.

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Fig 20 Expand

Fig 21.

TTT plot for D2.

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Fig 21 Expand

Fig 22.

Estimated hrf plots for D3.

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Fig 22 Expand

Fig 23.

Estimated density for D1.

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Fig 23 Expand

Fig 24.

Estimated plots of density for D2.

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Fig 24 Expand

Fig 25.

Estimated density plot for D3.

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Fig 25 Expand

Fig 26.

PP plot for D1.

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Fig 26 Expand

Fig 27.

PP plot for D2.

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Fig 27 Expand

Fig 28.

PP plot for D3.

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Fig 28 Expand

Fig 29.

Estimated cdf plot for D1.

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Fig 29 Expand

Fig 30.

Estimated cdf plot for D2.

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Fig 30 Expand

Fig 31.

Estimated cdf plot for D3.

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Fig 31 Expand

Fig 32.

Estimated sf plot for D1.

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Fig 32 Expand

Fig 33.

Estimated sf plot of density for D2.

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Fig 33 Expand

Fig 34.

Estimated sf plot for D3.

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Fig 34 Expand

Table 10.

MLEs with their respective SEs (in parenthesis) for D1, D2 and D3.

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Table 10 Expand

Table 11.

The statistics , AIC, BIC, A, W, D and p for D1, D2 and D3.

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Table 11 Expand

Fig 35.

Estimated VaRs for D1.

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Fig 35 Expand

Fig 36.

Estimated VaRs for D2.

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Fig 36 Expand

Fig 37.

Estimated VaRs for D3.

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Fig 37 Expand

Fig 38.

Estimated ES for D1.

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Fig 38 Expand

Fig 39.

Estimated ES for D2.

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Fig 39 Expand

Fig 40.

Estimated ES for D3.

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Fig 40 Expand

Table 12.

Numerical measures of VaRs and ESs of EGuNH for D1, D2 and D3.

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Table 12 Expand