Computational examples of a new method for distribution selection in the Pearson system

Andriy Andreev; Antti Kanto; Pekka Malo

doi:10.1080/02664760701231922

Computational examples of a new method for distribution selection in the Pearson system

Andriy Andreev, Antti Kanto, Pekka Malo

Statistics, Helsinki

Research output: Contribution to journal › Article › Scientific › peer-review

14 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	JOURNAL OF APPLIED STATISTICS
Volume	34
Pages (from-to)	487-506
Number of pages	20
DOIs	https://doi.org/10.1080/02664760701231922
Publication status	Published - 2007
MoE publication type	A1 Journal article - refereed

Keywords

Pearson system
block bootstrap
selection criteria
BOOTSTRAP
BEHAVIOR
MOMENTS
RETURN
RISK

Access to Document

10.1080/02664760701231922

OpenUrl availability

Full text

Cite this

@article{dfaff59124854d3aa00d28dae6fc6d81,

title = "Computational examples of a new method for distribution selection in the Pearson system",

keywords = "Pearson system, block bootstrap, selection criteria, BOOTSTRAP, BEHAVIOR, MOMENTS, RETURN, RISK",

author = "Andriy Andreev and Antti Kanto and Pekka Malo",

year = "2007",

doi = "10.1080/02664760701231922",

language = "English",

volume = "34",

pages = "487--506",

journal = "JOURNAL OF APPLIED STATISTICS",

issn = "1360-0532",

publisher = "Routledge (Taylor & Francis)",

}

TY - JOUR

T1 - Computational examples of a new method for distribution selection in the Pearson system

AU - Andreev, Andriy

AU - Kanto, Antti

AU - Malo, Pekka

PY - 2007

Y1 - 2007

KW - Pearson system

KW - block bootstrap

KW - selection criteria

KW - BOOTSTRAP

KW - BEHAVIOR

KW - MOMENTS

KW - RETURN

KW - RISK

U2 - 10.1080/02664760701231922

DO - 10.1080/02664760701231922

M3 - Article

SN - 1360-0532

VL - 34

SP - 487

EP - 506

JO - JOURNAL OF APPLIED STATISTICS

JF - JOURNAL OF APPLIED STATISTICS

ER -