Properties and generation of representative points of the exponential distribution
Author
Abstract
Suggested Citation
DOI: 10.1007/s00362-021-01236-1
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Vincent Lemaire & Thibaut Montes & Gilles Pagès, 2020. "New Weak Error bounds and expansions for Optimal Quantization," Post-Print hal-02361644, HAL.
- Vlad Bally & Gilles Pagès & Jacques Printems, 2005. "A Quantization Tree Method For Pricing And Hedging Multidimensional American Options," Mathematical Finance, Wiley Blackwell, vol. 15(1), pages 119-168, January.
- Matsuura, Shun & Kurata, Hiroshi, 2011. "Principal points of a multivariate mixture distribution," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 213-224, February.
- Jiang, Jia-Jian & He, Ping & Fang, Kai-Tai, 2015. "An interesting property of the arcsine distribution and its applications," Statistics & Probability Letters, Elsevier, vol. 105(C), pages 88-95.
- Shun Matsuura & Hiroshi Kurata, 2014. "Principal points for an allometric extension model," Statistical Papers, Springer, vol. 55(3), pages 853-870, August.
- Giorgia Callegaro & Lucio Fiorin & Martino Grasselli, 2017. "Pricing via recursive quantization in stochastic volatility models," Quantitative Finance, Taylor & Francis Journals, vol. 17(6), pages 855-872, June.
- Shun Matsuura & Thaddeus Tarpey, 2020. "Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families," Statistical Papers, Springer, vol. 61(4), pages 1629-1643, August.
- Tarpey, T., 1995. "Principal Points and Self-Consistent Points of Symmetrical Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 53(1), pages 39-51, April.
- Bernard D. Flury, 1993. "Estimation of Principal Points," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(1), pages 139-151, March.
- Matsuura, Shun & Kurata, Hiroshi, 2010. "A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1863-1869, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Xiao Ke & Sirao Wang & Min Zhou & Huajun Ye, 2023. "New Approaches on Parameter Estimation of the Gamma Distribution," Mathematics, MDPI, vol. 11(4), pages 1-15, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Yang, Jun & He, Ping & Fang, Kai-Tai, 2022. "Three kinds of discrete approximations of statistical multivariate distributions and their applications," Journal of Multivariate Analysis, Elsevier, vol. 188(C).
- Santanu Chakraborty & Mrinal Kanti Roychowdhury & Josef Sifuentes, 2021. "High Precision Numerical Computation of Principal Points for Univariate Distributions," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 558-584, November.
- Shun Matsuura & Thaddeus Tarpey, 2020. "Optimal principal points estimators of multivariate distributions of location-scale and location-scale-rotation families," Statistical Papers, Springer, vol. 61(4), pages 1629-1643, August.
- Shun Matsuura & Hiroshi Kurata, 2014. "Principal points for an allometric extension model," Statistical Papers, Springer, vol. 55(3), pages 853-870, August.
- Tarpey, Thaddeus & Loperfido, Nicola, 2015. "Self-consistency and a generalized principal subspace theorem," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 27-37.
- Matsuura, Shun & Kurata, Hiroshi, 2010. "A principal subspace theorem for 2-principal points of general location mixtures of spherically symmetric distributions," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1863-1869, December.
- Kai-Tai Fang & Jianxin Pan, 2023. "A Review of Representative Points of Statistical Distributions and Their Applications," Mathematics, MDPI, vol. 11(13), pages 1-25, June.
- Vincent Lemaire & Thibaut Montes & Gilles Pag`es, 2020. "Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization," Papers 2001.03101, arXiv.org, revised Jul 2020.
- Tarpey, Thaddeus, 2000. "Parallel Principal Axes," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 295-313, November.
- Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021.
"A Fully Quantization-based Scheme for FBSDEs,"
Working Papers
07/2021, University of Verona, Department of Economics.
- Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021. "A Fully Quantization-based Scheme for FBSDEs," Papers 2105.09276, arXiv.org.
- Matsuura, Shun & Kurata, Hiroshi, 2011. "Principal points of a multivariate mixture distribution," Journal of Multivariate Analysis, Elsevier, vol. 102(2), pages 213-224, February.
- Yamamoto, Wataru & Shinozaki, Nobuo, 2000. "On uniqueness of two principal points for univariate location mixtures," Statistics & Probability Letters, Elsevier, vol. 46(1), pages 33-42, January.
- Callegaro, Giorgia & Gnoatto, Alessandro & Grasselli, Martino, 2023. "A fully quantization-based scheme for FBSDEs," Applied Mathematics and Computation, Elsevier, vol. 441(C).
- Pötzelberger Klaus & Strasser Helmut, 2001. "Clustering And Quantization By Msp-Partitions," Statistics & Risk Modeling, De Gruyter, vol. 19(4), pages 331-372, April.
- Gilles Pagès & Thibaut Montes & Vincent Lemaire, 2020. "Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization," Working Papers hal-02434232, HAL.
- Vincent Lemaire & Thibaut Montes & Gilles Pagès, 2022. "Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization," Post-Print hal-02434232, HAL.
- Bali, Juan Lucas & Boente, Graciela, 2009. "Principal points and elliptical distributions from the multivariate setting to the functional case," Statistics & Probability Letters, Elsevier, vol. 79(17), pages 1858-1865, September.
- Long-Hao Xu & Yinan Li & Kai-Tai Fang, 2024. "The resampling method via representative points," Statistical Papers, Springer, vol. 65(6), pages 3621-3649, August.
- Loperfido, Nicola, 2014. "A note on the fourth cumulant of a finite mixture distribution," Journal of Multivariate Analysis, Elsevier, vol. 123(C), pages 386-394.
- Zineb El Filali Ech-Chafiq & Pierre Henry-Labordere & Jérôme Lelong, 2021. "Pricing Bermudan options using regression trees/random forests," Working Papers hal-03436046, HAL.
More about this item
Keywords
Discrete approximation; Exponential distribution; Mean squared error; Principal points; Representative points;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:63:y:2022:i:1:d:10.1007_s00362-021-01236-1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.