Random variate generation for Laguerre-type exponentially tilted -stable distributions
DOI10.1214/15-EJS1033zbMATH Open1328.62071OpenAlexW1593602095MaRDI QIDQ491385FDOQ491385
Authors: Stefano Favaro, Yee Whye Teh, Bernardo Nipoti 
Publication date: 25 August 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1433982944
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Cited In (7)
- Sampling exponentially tilted stable distributions
- Is infinity that far? A Bayesian nonparametric perspective of finite mixture models
- Random variate generation for exponential and gamma tilted stable distributions
- Random variate generation for exponentially and polynomially tilted stable distributions
- The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula
- Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions
- A Berry-Esseen theorem for Pitman's \(\alpha\)-diversity
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