collaborators

1 paper

math.PR2026

A Kernel Approach to Multivariate Generalized Gammas Convolutions

Léo Gonin, Esterina Masiello, Véronique Maume-Deschamps

We propose a kernel-based estimation framework for Multivariate Generalized Gamma convolutions (MGGC), a class of probability distributions on R d + . MGGC are useful for risk mode…