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Moment-Based Approximations of Distributions Using Mixtures: Theory and Applications

Year of publication:
2000
Authors: Lindsay, Bruce ; Pilla, Ramani ; Basak, Prasanta
Published in:
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 52.2000, 2, p. 215-230
Publisher: Springer
Subject: Cumulants | cumulative distribution function | gamma mixtures | mixture distribution | moment matrix | p-point mixture | tail probability | weighted sums of chi-squares
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005760217
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