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Persistent link: https://www.econbiz.de/10010437154
This paper considers a class of functions referred to as convex-concave-convex (CCC) functions to calibrate unimodal or multimodal probability distributions. In discrete case, this class of functions can be expressed by a system of linear constraints and incorporated into an optimization...
Persistent link: https://www.econbiz.de/10010949668