Estimation of multivariate generalized gamma convolutions through Laguerre expansions
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Publication:2074286
DOI10.1214/21-EJS1918zbMath1482.60021arXiv2103.03200MaRDI QIDQ2074286
Véronique Maume-Deschamps, Esterina Masiello, Oskar Laverny, Didier Rullière
Publication date: 9 February 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.03200
estimationinfinite divisibilityLaguerre's basismultivariate generalized gamma convolutionsThorin's measure
Infinitely divisible distributions; stable distributions (60E07) Estimation in multivariate analysis (62H12) Characteristic functions; other transforms (60E10)
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Cites Work
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