Expressing a probability density function in terms of another PDF: a generalized Gram-Charlier expansion
DOI10.1007/S10910-006-9134-5zbMATH Open1129.62007OpenAlexW2102362310MaRDI QIDQ2468699FDOQ2468699
Authors: Mario N. Berberan-Santos 
Publication date: 25 January 2008
Published in: Journal of Mathematical Chemistry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10910-006-9134-5
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Characterization and structure theory of statistical distributions (62E10) Approximations to statistical distributions (nonasymptotic) (62E17) Applications of hypergeometric functions (33C90)
Cites Work
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- Analytical inversion of the Laplace transform without contour integration: application to luminescence decay laws and other relaxation functions
Cited In (8)
- On the generalization of the Edgeworth/Gram-Charlier series
- Generalized Laguerre expansions of multivariate probability densities with moments
- Approximation of probability density functions for PDEs with random parameters using truncated series expansions
- The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion
- The valid regions of Gram-Charlier densities with high-order cumulants
- Multivariate generalized Gram-Charlier series in vector notations
- Title not available (Why is that?)
- Cryptic selection forces and dynamic heritability in generalized phenotypic evolution
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