MGGC research
Oskar Laverny
Maître de Conférence
What would be the dependence structure between quality of code and quantity of coffee ?
Publications
Parametric divisibility of stochastic losses
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several …
Estimation of high dimensional Gamma convolutions through random projection
Multivariate generalized Gamma convolutions are distributions defined by a convolutional semi-parametric structure. Their flexible …
Estimation of multivariate generalized gamma convolutions through Laguerre expansions
The generalized gamma convolutions class of distributions appeared in Thorin’s work while looking for the infinite divisibility …
Talks
Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Les convolutions généralisées de loi gamma ont été développées par Thorin dans les années 70 pour résoudre des problèmes …