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Results on nonparametric exponential models are presented by exploiting the notion of sub-exponential random variable. Applications of these models to exponential utility maximization problems are also highlighted.

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Statistical Models Built on Sub-exponential Random Variables

  • 会议论文

  • 发表日期：

    2026年

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  • Paola Siri,
  • Barbara Trivellato

摘要

Results on nonparametric exponential models are presented by exploiting the notion of sub-exponential random variable. Applications of these models to exponential utility maximization problems are also highlighted.