Tailoring the Gaussian Law for Excess Kurtosis and Skewness by Hermite Polynomials

DOI10.1080/03610920802696596zbMath1183.33016OpenAlexW2044004061MaRDI QIDQ5190583

Maria Grazia Zoia

Publication date: 18 March 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802696596

zbMATH Keywords

Hermite polynomialskurtosis and skewnessreshaped normal law

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Characterization and structure theory of statistical distributions (62E10)

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Cites Work

• On the bell-shape of stable densities
• Regions of positive and unimodal series expansion of the Edgeworth and Gram-Charlier approximations
• Linear Statistical Inference and its Applications
• The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal
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