Vincentization Revisited
Genest, Christian
Ann. Statist., Tome 20 (1992) no. 1, p. 1137-1142 / Harvested from Project Euclid
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Vincentization is a convenient method of aggregating a set of $n \geq 2$ probability distributions $F_1, \ldots, F_n$ in such a way that their synthesis, $F = T(F_1, \ldots, F_n)$, be of the same functional form as the $F_i$'s when the latter are identical up to a location-scale transformation. A characterization of this combination rule is proposed and some of its consequences are outlined.
Publié le : 1992-06-14
Classification:  Consensus,  location-scale family,  opinion pool,  shape-preservation,  Vincent average,  62A99,  39B40 
@article{1176348676,
     author = {Genest, Christian},
     title = {Vincentization Revisited},
     journal = {Ann. Statist.},
     volume = {20},
     number = {1},
     year = {1992},
     pages = { 1137-1142},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348676}
}

Genest, Christian. Vincentization Revisited. Ann. Statist., Tome 20 (1992) no. 1, pp.  1137-1142. http://gdmltest.u-ga.fr/item/1176348676/