Relationships Between Central Moments and Cumulants, with Formulae for the Central Moments of Gamma Distributions
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Publication:4801411
DOI10.1081/STA-120018823zbMATH Open1048.62017OpenAlexW2018501095MaRDI QIDQ4801411FDOQ4801411
Authors: R. Willink 
Publication date: 7 April 2003
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120018823
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Cites Work
Cited In (14)
- Central moments via factorial moments for some discrete distributions
- Factorial, raw and central moments
- On an asymptotic series of Ramanujan
- On Greenwood goodness-of-fit test
- Small and large scale behavior of moments of Poisson cluster processes
- Parametric inference in a perturbed gamma degradation process
- A weighted \(k\)-nearest neighbor density estimate for geometric inference
- Discrete Gaussian Distributions via Theta Functions
- An approximation to the distribution and the moments of the number of events in Markovian arrival processes
- The role of score and information bias in panel data likelihoods
- Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support
- Computing relations between moments and cumulants
- Rate of strong convergence to Markov-modulated Brownian motion
- A Kinetic-Diffusion Asymptotic-Preserving Monte Carlo Algorithm for the Boltzmann-BGK Model in the Diffusive Scaling
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