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

asymptotic normality consistency exponential family maximum likelihood estimators bimodality Pearson system multimodal distributions Catastrophe theory moment recursion relations polynomial exponential distributions shape polynomial

Mathematics Subject Classification ID

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

Cited In (27)

THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES
Bathtub distributions: a review
Economic applications and statistical analysis of the cusp catastrophe model
Monte Carlo Information-Geometric Structures
Classical ergodicity and modern portfolio theory
A multifactor transformed diffusion model with applications to VIX and VIX futures
Asymmetric mixtures and catastrophes
Nonlinear principal components and long-run implications of multivariate diffusions
A MULTIVARIATE VERSION OF STEIN'S IDENTITY WITH APPLICATIONS TO MOMENT CALCULATIONS AND ESTIMATION OF CONDITIONALLY SPECIFIED DISTRIBUTIONS
A flexible parametric density estimator for multimodal distributions of test statistics
On the recovery of joint distributions from limited information
Title not available (Why is that?)
The generalized kinetic modelling of a multicomponent ``real-life fluid by means of a single distribution function
Extremal dependence tests for contagion
The effect of a random initial value in neural first-passage-time models
The rise and fall of catastrophe theory applications in economics: was the baby thrown out with the bathwater?
Maximum entropy estimation of density and regression functions
On the modal resolution of kernel density estimators
Joint tests of contagion with applications
Financial crashes as endogenous jumps: estimation, testing and forecasting
A family of bimodal distributions generated by distributions with positive support
NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY
The generalized Pearson family of distributions and explicit representation of the associated density functions
Stochastic cusp catastrophe model and its Bayesian computations
A class of maximum-entropy multivariate distributions
Information-Theoretic Distribution Test with Application to Normality
Transformation invariant stochastic catastrophe theory

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