The Semiparametric Normal Variance‐Mean Mixture Model

DOI10.1111/1467-9469.00187zbMATHOpenAlexMaRDI QIDQ4516150FDO

Authors 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

asymptotic normalityconsistencyidentificationefficiencynormal mixturemixing distribution estimation

Mathematics Subject Classification ID

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

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Cited in

(6)

• Variance-mean mixture of Kotz-type distributions
• Semi-parametric modelling in finance: theoretical foundations
• Semiparametric Mixtures of Generalized Exponential Families
• Bayesian estimation of NIG models via Markov chain Monte Carlo methods
• A semi-parametric approach to risk management
• Semiparametric estimation in the normal variance-mean mixture model

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