Approximating the Probability Density Function of a Transformation of Random Variables
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-018-9629-0.pdf
Reference24 articles.
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3. Asmussen S, Jensen JL, Rojas-Nandayapa L (2015) Exponential family techniques in the lognormal left tail. Scand J Stat 43:774–787
4. Barndorff-Nielsen O (1978) Information and exponential families: in statistical theory. Wiley Series in Probability and Mathematical Statistics Series J. Wiley
5. Belomestny D, Comte F, Genon-Catalot V (2016) Nonparametric Laguerre estimation in the multiplicative censoring model. Electron J Stat 10:3114–3152
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