Moment-based approximations of distributions using mixtures: Theory and applications
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Publication:1585883
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
cumulants; tail probability; moment matrix; mixture distribution; cumulative distribution function; gamma mixtures; p-point mixture; weighted sums of chi-squares
62E15: Exact distribution theory in statistics
62E17: Approximations to statistical distributions (nonasymptotic)
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