Randomly weighted average with Dirichlet component proportions

DOI10.1080/03610918.2015.1014104zbMATH Open1364.62033OpenAlexW2549325465MaRDI QIDQ5267877FDOQ5267877

Authors: Rasool Roozegar 

Publication date: 13 June 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1014104

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zbMATH Keywords

Cauchy-Stieltjes transformrandomly weighted averagemultivariate B-splineDirichlet and beta distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Numerical methods for integral transforms (65R10) Integral transforms in distribution spaces (46F12)

Cited In (7)

• Limiting behavior of randomly weighted averages of symmetric heavy-tailed random variables
• The odd log-logistic generalized Gompertz distribution: properties, applications and different methods of estimation
• Weighted averages with random proportions that are jointly uniformly distributed over the unit simplex
• A novel extension of randomly weighted averages
• Randomly weighted averages with beta random proportions
• Classes of power semicircle laws that are randomly weighted average distributions
• Averages for multivariate random vectors with random weights: distributional characterization and application

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