A Diffusion Equation for the Density of the Ratio of Two Jointly Distributed Gaussian Variables and the Exponential Analysis Problem
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Publication:2904824
DOI10.1137/110835323zbMath1244.62071arXiv1102.2354OpenAlexW3104235932MaRDI QIDQ2904824
Publication date: 23 August 2012
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.2354
Density estimation (62G07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Heat equation (35K05) Numerical methods for integral transforms (65R10)
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