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

Andriy Andreev, Antti Kanto, Pekka Malo

Research output: Contribution to journalArticleScientificpeer-review

11 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalJOURNAL OF APPLIED STATISTICS
Volume34
Pages (from-to)487-506
Number of pages20
DOIs
Publication statusPublished - 2007
MoE publication typeA1 Journal article - refereed

Keywords

  • Pearson system
  • block bootstrap
  • selection criteria
  • BOOTSTRAP
  • BEHAVIOR
  • MOMENTS
  • RETURN
  • RISK

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