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

DOI10.1023/A:1004105603806zbMATH Open0959.62016OpenAlexW2081481850MaRDI QIDQ1585883FDOQ1585883

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

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17)

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