8 citations · 8 across the 19 of their papers we have counts for
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math.ST2013★ 8 cited
Sublinear expectation linear regression
Lu Lin, Yufeng Shi, Xin Wang +1
Nonlinear expectation, including sublinear expectation as its special case, is a new and original framework of probability theory and has potential applications in some scientific…
math.ST2013
A New Distribution-Random Limit Normal Distribution
Xiaolin Gong, Shuzhen Yang
This paper introduces a new distribution to improve tail risk modeling. Based on the classical normal distribution, we define a new distribution by a series of heat equations. Then…