Moment-Based Approximations of Distributions Using Mixtures: Theory and Applications
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DOI: 10.1023/A:1004105603806
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Cited by:
- Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of distributions," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1612-1618, September.
- Marco Marozzi, 2014. "The multisample Cucconi test," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 209-227, June.
- Strobl Eric V. & Zhang Kun & Visweswaran Shyam, 2019. "Approximate Kernel-Based Conditional Independence Tests for Fast Non-Parametric Causal Discovery," Journal of Causal Inference, De Gruyter, vol. 7(1), pages 1-24, March.
- Farhood Rismanchian & Young Hoon Lee, 2018. "Moment-based approximations for first- and second-order transient performance measures of an unreliable workstation," Operational Research, Springer, vol. 18(1), pages 75-95, April.
- Seri, Raffaello, 2022. "Computing the asymptotic distribution of second-order U- and V-statistics," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
- Jae-Kyung Woo & Haibo Liu, 2018. "Discounted Aggregate Claim Costs Until Ruin in the Discrete-Time Renewal Risk Model," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1285-1318, December.
- Emanuele Taufer & Sudip Bose & Aldo Tagliani, 2009. "Optimal predictive densities and fractional moments," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(1), pages 57-71, January.
- Stephen Portnoy, 2015. "Maximizing Probability Bounds Under Moment-Matching Restrictions," The American Statistician, Taylor & Francis Journals, vol. 69(1), pages 41-44, February.
- A. Philip Dawid & Monica Musio & Laura Ventura, 2016. "Minimum Scoring Rule Inference," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 123-138, March.
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Keywords
Cumulants; cumulative distribution function; gamma mixtures; mixture distribution; moment matrix; p-point mixture; tail probability; weighted sums of chi-squares;All these keywords.
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