Characterizations of GIG Laws: a Survey Complemented with Two New Results
Year of publication: |
2014-01
|
---|---|
Authors: | Koudou, Angelo Efoevi ; Ley, Christophe |
Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
Subject: | GIG distributions | inverse Gaussian distributions | MLE characterization | Stein characterization |
-
Characterizations of GIG laws : a survey complemented with two new results
Koudou, Angelo Efoevi, (2014)
-
Characterization of the Jorgensen set in generalized linear models
Casalis, M., (1994)
-
Maximum Likelihood Characterization of Distributions
Duerinckx, Mitia, (2012)
- More ...
-
Efficiency Combined with Simplicity: New Testing Procedures for Generalized Inverse Gaussian Models
Koudou, Angelo Efoevi, (2014)
-
Koudou, Angelo Efoevi, (2013)
-
Approximate Computation of Expectations: the Canonical Stein Operator
Ley, Christophe, (2014)
- More ...