A unifying framework for k-statistics, polykays and their multivariate generalizations

DOI10.3150/07-BEJ6163MaRDI QIDQ1002565zbMATH OpenFDO

Authors E. Di Nardo, Giuseppe Guarino, D. Senato

Publication date 2 March 2009

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0607623

zbMATH Keywords

\(k\)-statisticscumulantspolykayssymmetric polynomialsumbral calculus

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Abstract: Through the classical umbral calculus, we provide a unifying syntax for single and multivariate $k$-statistics, polykays and multivariate polykays. From a combinatorial point of view, we revisit the theory as exposed by Stuart and Ord, taking into account the Doubilet approach to symmetric functions. Moreover, by using exponential polynomials rather than set partitions, we provide a new formula for $k$-statistics that results in a very fast algorithm to generate such estimators.

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Cited in

(17)

• On the computation of classical, Boolean and free cumulants
• Symbolic computation of moments of sampling distributions
• A new algorithm for computing the multivariate Faà di Bruno's formula
• k-statistics and dispersion effects in regression
• A symbolic method for k-statistics
• A symbolic treatment of Riordan arrays
• A new approach to Sheppard's corrections
• On a symbolic representation of non-central Wishart random matrices with applications
• On some applications of a symbolic representation of non centered Lévy processes
• Efficient Computation of Higher-Order Cumulant Tensors
• Natural statistics for spectral samples
• A new family of time-space harmonic polynomials with respect to Lévy processes
• CuBIC: cumulant based inference of higher-order correlations in massively parallel spike trains
• A symbolic handling of Sheffer polynomials
• Higher-order nonlinear shrinkage estimator of large-dimensional precision matrix
• Reviving pseudo-inverses: asymptotic properties of large dimensional Moore-Penrose and ridge-type inverses with applications
• On photon statistics parametrized by a non-central Wishart random matrix

Describes a project that uses

Uses Software

• Maple
• mathStatica

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