Estimation and Moment Recursion Relations for Multimodal Distributions of the Exponential Family

DOI10.2307/2287118MaRDI QIDQ4746643zbMATH OpenOpenAlexFDO

Authors Loren Cobb, Peter Koppstein, Neng Hsin Chen

Publication date 1983

Full work available at URL https://doi.org/10.2307/2287118

zbMATH Keywords

asymptotic normalitybimodalityCatastrophe theoryconsistencyexponential familymaximum likelihood estimatorsmoment recursion relationsmultimodal distributionsPearson systempolynomial exponential distributionsshape polynomial

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Point estimation (62F10)

Cited in

(28)

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• Maximum entropy estimation of density and regression functions
• On the recovery of joint distributions from limited information
• Transformation invariant stochastic catastrophe theory
• Classical ergodicity and modern portfolio theory
• Bathtub distributions: a review
• A class of maximum-entropy multivariate distributions
• Information-Theoretic Distribution Test with Application to Normality
• Economic applications and statistical analysis of the cusp catastrophe model
• THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES
• A flexible parametric density estimator for multimodal distributions of test statistics
• NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY
• A MULTIVARIATE VERSION OF STEIN'S IDENTITY WITH APPLICATIONS TO MOMENT CALCULATIONS AND ESTIMATION OF CONDITIONALLY SPECIFIED DISTRIBUTIONS
• Monte Carlo Information-Geometric Structures
• A family of bimodal distributions generated by distributions with positive support
• The generalized Pearson family of distributions and explicit representation of the associated density functions
• Joint tests of contagion with applications
• Learning \(k\)-modal distributions via testing
• A multifactor transformed diffusion model with applications to VIX and VIX futures
• Stochastic cusp catastrophe model and its Bayesian computations
• Extremal dependence tests for contagion
• The generalized kinetic modelling of a multicomponent ``real-life fluid by means of a single distribution function
• A first order linear differential equation approach of generating continuous probability distributions review, analysis and characterizations
• On the modal resolution of kernel density estimators
• Financial crashes as endogenous jumps: estimation, testing and forecasting

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