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Distributional Replication

A function which transforms a continuous random variable such that it has a specified distribution is called a replicating function. We suppose that functions may be assigned a price, and study an optimization problem in which the cheapest approximation to a replicating function is sought. Under sui...

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Detalles Bibliográficos
Autor principal: Beare, Brendan K.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8392496/
https://www.ncbi.nlm.nih.gov/pubmed/34441203
http://dx.doi.org/10.3390/e23081063

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