Pages that link to "Item:Q1585883"
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The following pages link to Moment-based approximations of distributions using mixtures: Theory and applications (Q1585883):
Displaying 19 items.
- The multisample Cucconi test (Q520397) (← links)
- Hausdorff moment problem: Reconstruction of distributions (Q945812) (← links)
- On a function studied by Ramanujan and connected with discrete mixtures of gamma densities (Q1047811) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Discounted aggregate claim costs until ruin in the discrete-time renewal risk model (Q1739342) (← links)
- Impact of censoring on sample variances in a bivariate normal model (Q1874094) (← links)
- Conditional sum-product networks: modular probabilistic circuits via gate functions (Q2069070) (← links)
- Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics (Q2157505) (← links)
- A comparison of efficient approximations for a weighted sum of chi-squared random variables (Q2628891) (← links)
- Fisher's measure of variability in repeated samples (Q2692527) (← links)
- Minimum Scoring Rule Inference (Q2791832) (← links)
- Moments-Based Approximation to the Renewal Function (Q2884885) (← links)
- Moment density estimation for positive random variables (Q2892896) (← links)
- Optimal predictive densities and fractional moments (Q3077454) (← links)
- On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes (Q4576958) (← links)
- A note on empirical likelihoods derived from pairwise score functions (Q5218874) (← links)
- Prepivoting composite score statistics by weighted bootstrap iteration (Q5247413) (← links)
- Maximizing Probability Bounds Under Moment-Matching Restrictions (Q5885348) (← links)
- On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model (Q6121111) (← links)