The Semiparametric Normal Variance‐Mean Mixture Model

DOI10.1111/1467-9469.00187zbMath0955.62032OpenAlexW2086299000MaRDI QIDQ4516150

Lars Korsholm

Publication date: 27 November 2000

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00187

zbMATH Keywords

identificationconsistencyasymptotic normalityefficiencynormal mixturemixing distribution estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Semiparametric estimation in the normal variance-mean mixture model ⋮ Semi-parametric modelling in finance: theoretical foundations ⋮ A semi-parametric approach to risk management ⋮ Bayesian estimation of NIG models via Markov chain Monte Carlo methods ⋮ Variance-Mean Mixture of Kotz-Type Distributions

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