Nonparametric estimation in random sum models
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Publication:5148446
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Cites work
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Combinatorial Methods in Discrete Distributions
- COMPOUND RANDOM VARIABLES
- Decompounding Poisson random sums: recursively truncated estimates in the discrete case
- Decompounding: an estimation problem for Poisson random sums.
- Elements of Distribution Theory
- scientific article; zbMATH DE number 3762932 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 2172354 (Why is no real title available?)
- Monotonicity and aging properties of random sums
- Nonparametric estimation of compound distributions with applications in insurance
- Operational Risk
- Optimal prediction of compound mixed Poisson processes
- Zero truncated Poisson integer-valued AR\((1)\) model
Cited in
(7)- Estimation of sums of random variables: examples and information bounds
- Sum of Profiles Model with Exchangeably Distributed Errors
- NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA
- Estimating mean and variance of sum of correlated random variables using empirical moments
- Estimating the distribution of a stochastic sum of IID random variables
- scientific article; zbMATH DE number 224177 (Why is no real title available?)
- Decompounding random sums: a nonparametric approach
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