Density and distribution evaluation for convolution of independent gamma variables

DOI10.1007/s00180-019-00924-9zbMath1505.62195arXiv1806.04059OpenAlexW3104535306WikidataQ127178362 ScholiaQ127178362MaRDI QIDQ120486

Chaoran Hu, Jun Yan, Jun Yan, Chaoran Hu, Vladimir Pozdnyakov

Publication date: 30 September 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.04059

zbMATH Keywords

confluent hypergeometric functiondistribution theoryrenewal processstatistical computing

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (3)

On estimation for Brownian motion governed by telegraph process with multiple off states ⋮ coga ⋮ Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Uses Software

• R
• CRAN
• GSL

Cites Work

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