Moment-based approximations of distributions using mixtures: Theory and applications

DOI10.1023/A:1004105603806zbMath0959.62016MaRDI QIDQ1585883

Ramani S. Pilla, Prasanta Basak, Bruce G. Lindsay

Publication date: 2 May 2001

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004105603806

zbMATH Keywords

cumulants; tail probability; moment matrix; mixture distribution; cumulative distribution function; gamma mixtures; p-point mixture; weighted sums of chi-squares

Mathematics Subject Classification ID

62E15: Exact distribution theory in statistics

62E17: Approximations to statistical distributions (nonasymptotic)

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