Explicit results on conditional distributions of generalized exponential mixtures
DOI10.1017/JPR.2020.26zbMATH Open1454.62066OpenAlexW3083241623WikidataQ115563648 ScholiaQ115563648MaRDI QIDQ5139901FDOQ5139901
Authors: Claudia Klüppelberg, Miriam Isabel Seifert 
Publication date: 11 December 2020
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://mediatum.ub.tum.de/doc/1485000/document.pdf
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Cited In (9)
- CHARACTERIZATION OF GENERALIZED MIXTURES OF EXPONENTIAL DISTRIBUTION BASED ON CONDITIONAL EXPECTATION OF ORDER STATISTICS
- Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials
- Testing for parameter changes in linear state space models
- ON CHARACTERIZATIONS OF GENERALIZED MIXTURES OF GEOMETRIC AND EXPONENTIAL DISTRIBUTIONS BY CONDITIONAL EXPECTATION OF RECORD VALUES
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests
- The joint distribution of the sum and the maximum of heterogeneous exponential random variables
- Sum of generalized exponential mixture distribution with random parameter
- Existence of moments and an asymptotic result based on a mixture of exponential distributions
- Control charts for measurement error models
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