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most citedCorrelation Structure and Fat Tails in Finance: a New Mechanism

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Showing 2015 · stat.MEShow all

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stat.ME2015

A deconvolution path for mixtures

Oscar Hernan Madrid Padilla, Nicholas G. Polson, James G. Scott

We propose a class of estimators for deconvolution in mixture models based on a simple two-step "bin-and-smooth" procedure applied to histogram counts. The method is both statistic…