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Modified method of moments for generalized Laplace distributions
Communications in Statistics - Simulation and Computation ( IF 0.9 ) Pub Date : 2024-03-05 , DOI: 10.1080/03610918.2024.2307463
Adrian Fischer 1 , Robert E. Gaunt 2 , Andrey Sarantsev 3
Affiliation  

In this note, we consider the performance of the classic method of moments for parameter estimation of symmetric variance-gamma (generalized Laplace) distributions. We do this through both theoreti...

中文翻译:

广义拉普拉斯分布的矩量修正法

在本文中,我们考虑对称方差-伽玛(广义拉普拉斯)分布参数估计的经典矩方法的性能。我们通过两种理论来做到这一点...
更新日期:2024-03-06
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