The Semiparametric Normal Variance‐Mean Mixture Model

DOI10.1111/1467-9469.00187zbMATH Open0955.62032OpenAlexW2086299000MaRDI QIDQ4516150FDOQ4516150

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

Recommendations

• Semiparametric estimation in the normal variance-mean mixture model
• Semiparametric Estimation of a Two‐component Mixture Model where One Component is known
• Semiparametric Mixtures of Symmetric Distributions
• Efficient maximum likelihood estimation in semiparametric mixture models
• Semiparametric estimation of normal mixture densities

zbMATH Keywords

asymptotic normalityconsistencyidentificationefficiencynormal mixturemixing distribution estimation

Mathematics Subject Classification ID

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

Cited In (6)

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

This page was built for publication: The Semiparametric Normal Variance‐Mean Mixture Model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4516150)