Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density

DOI10.1080/00949655.2023.2202399MaRDI QIDQ6141441

Jennifer So-Kuen Chan, Thanakorn Nitithumbundit

Publication date: 23 January 2024

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionECM algorithmunbounded likelihoodvariance gamma distributionleave-one-out likelihood

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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