erlang

Local moment matching with Erlang mixtures under automatic roughness penalization

We consider the class of Erlang mixtures for the task of density estimation on the positive real line when the only available information is given as local moments, a histogram with potentially higher order moments in some bins. By construction, the …

Local moment matching with Gamma mixtures under automatic roughness penalization

Local moment matching with Gamma mixtures under automatic roughness penalization

Parametric divisibility of stochastic losses

Local moment matching with Gamma mixtures under automatic roughness penalization

Local moment matching with Gamma mixtures under automatic roughness penalization