Schur properties of convolutions of gamma random variables
From MaRDI portal
Publication:889154
DOI10.1007/s00184-015-0537-9zbMath1355.60027arXiv1601.04731OpenAlexW3103156352MaRDI QIDQ889154
Gábor J. Székely, Farbod Roosta-Khorasani
Publication date: 6 November 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.04731
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The chaotic nature of faster gradient descent methods
- Some stochastic inequalities for weighted sums
- Stochastic comparisons of order statistics from gamma distributions
- The tail behavior of the convolutions of Gamma random variables
- Some new results on convolutions of heterogeneous gamma random variables
- Improved bounds on sample size for implicit matrix trace estimators
- Mean residual life order of convolutions of heterogeneous exponential random variables
- On the right spread order of convolutions of heterogeneous exponential random variables
- Convex functions, partial orderings, and statistical applications
- Ordering properties of convolutions of exponential random variables
- Schur properties of convolutions of exponential and geometric random variables
- Extremal probabilities for Gaussian quadratic forms
- Data completion and stochastic algorithms for PDE inversion problems with many measurements
- Some large-scale matrix computation problems
- Stochastic Algorithms for Inverse Problems Involving PDEs and many Measurements
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- An Application of Random Projection to Parameter Estimation in Partial Differential Equations
- Assessing Stochastic Algorithms for Large Scale Nonlinear Least Squares Problems Using Extremal Probabilities of Linear Combinations of Gamma Random Variables
- Tail Variance Premium with Applications for Elliptical Portfolio of Risks
- Lectures on Stochastic Programming
- Inequalities for linear combinations of gamma random variables
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- An Effective Method for Parameter Estimation with PDE Constraints with Multiple Right-Hand Sides
- SOME UNIFIED RESULTS ON COMPARING LINEAR COMBINATIONS OF INDEPENDENT GAMMA RANDOM VARIABLES
- ON SKEWNESS AND DISPERSION AMONG CONVOLUTIONS OF INDEPENDENT GAMMA RANDOM VARIABLES
- Peakedness of Distributions of Convex Combinations
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- Inequalities: theory of majorization and its applications
This page was built for publication: Schur properties of convolutions of gamma random variables