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Laverny O, Masiello E, Maume-Deschamps V, Rullière D. Estimation of multivariate generalized gamma convolutions through Laguerre expansions. Electron J Stat 2021. [DOI: 10.1214/21-ejs1918] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/11/2022]
Affiliation(s)
- Oskar Laverny
- Institut Camille Jordan - ICJ, Univ Lyon, Université Claude Bernard Lyon 1, CNRS UMR 5208, F-69622 Villeurbanne, France SCOR SE
| | - Esterina Masiello
- Institut Camille Jordan - ICJ, Univ Lyon, Université Claude Bernard Lyon 1, CNRS UMR 5208, F-69622 Villeurbanne, France
| | - Véronique Maume-Deschamps
- Institut Camille Jordan - ICJ, Univ Lyon, Université Claude Bernard Lyon 1, CNRS UMR 5208, F-69622 Villeurbanne, France
| | - Didier Rullière
- Mines Saint-Étienne, Univ Clermont Auvergne, CNRS, UMR 6158 LIMOS, Institut Henri Fayol, Saint-Etienne, France
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Young DS, Chen X, Hewage DC, Nilo-Poyanco R. Finite mixture-of-gamma distributions: estimation, inference, and model-based clustering. ADV DATA ANAL CLASSI 2019. [DOI: 10.1007/s11634-019-00361-y] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/01/2022]
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