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Estimation of multivariate generalized gamma convolutions through
  Laguerre expansions
v1v2v3 (latest)

Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Electronic Journal of Statistics (EJS), 2021
4 March 2021
Oskar Laverny
Esterina Masiello
Véronique Maume-Deschamps
D. Rullière
ArXiv (abs)PDFHTMLGithub

Papers citing "Estimation of multivariate generalized gamma convolutions through Laguerre expansions"

3 / 3 papers shown
Local moment matching with Erlang mixtures under automatic roughness
  penalization
Local moment matching with Erlang mixtures under automatic roughness penalization
Oskar Laverny
Philippe Lambert
74
0
0
24 Feb 2024
Parametric divisibility of stochastic losses
Parametric divisibility of stochastic losses
Oskar Laverny
A. Ferriero
Ecaterina Nisipasu
65
0
0
12 Oct 2022
Estimation of high dimensional Gamma convolutions through random
  projections
Estimation of high dimensional Gamma convolutions through random projections
Oskar Laverny
196
1
0
25 Mar 2022
1
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