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

DOI10.2307/2287118MaRDI QIDQ4746643zbMATH OpenOpenAlexFDO

Authors Loren Cobb, Peter Koppstein, Neng Hsin Chen

Publication date 1983

Full work available at URL https://doi.org/10.2307/2287118

zbMATH Keywords

asymptotic normalityconsistencyexponential familymaximum likelihood estimatorsbimodalityPearson systemmultimodal distributionsCatastrophe theorymoment recursion relationspolynomial exponential distributionsshape 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

(28)

• A class of maximum-entropy multivariate distributions
• Transformation invariant stochastic catastrophe theory
• Information-Theoretic Distribution Test with Application to Normality
• A first order linear differential equation approach of generating continuous probability distributions review, analysis and characterizations
• THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES
• Bathtub distributions: a review
• Economic applications and statistical analysis of the cusp catastrophe model
• Classical ergodicity and modern portfolio theory
• Monte Carlo Information-Geometric Structures
• 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
• 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
• Financial crashes as endogenous jumps: estimation, testing and forecasting
• Joint tests of contagion with applications
• A family of bimodal distributions generated by distributions with positive support
• Learning \(k\)-modal distributions via testing
• 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

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