Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models

ISSN Print: 2161-718X
ISSN Online: 2161-7198
www.scirp.net/journal/ojs
E-mail: [email protected]

Citations

"Simulated Minimum Cramér-Von Mises Distance Estimation for Some Actuarial and Financial Models"
written by Andrew Luong, Christopher Blier-Wong,
published by Open Journal of Statistics, Vol.7 No.5, 2017

has been cited by the following article(s):

[1]	Simulated Minimum Quadratic Distance Methods Using Grouped Data for Some Bivariate Continuous Models
	2018

[2]	Minimum Quadratic Distance Methods Using Grouped Data for Parametric Families of Copulas
	2018

[1]	Comparison of five estimation methods for the parameters of the Johnson unbounded distribution using simulated and real-data samples Computational Statistics, 2025 DOI:10.1007/s00180-024-01596-w

[2]	Simulated Minimum Quadratic Distance Methods Using Grouped Data for Some Bivariate Continuous Models Open Journal of Statistics, 2018 DOI:10.4236/ojs.2018.82024

[3]	Minimum Quadratic Distance Methods Using Grouped Data for Parametric Families of Copulas Open Journal of Statistics, 2018 DOI:10.4236/ojs.2018.83028