6 citations · 8 across the 3 of their papers we have counts for
1 paper · 1 filter
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…