Moments and cumulants of a mixture

DOI10.1007/S11009-013-9379-YzbMATH Open1327.62093OpenAlexW2087999006MaRDI QIDQ496943FDOQ496943

Authors: Christopher S. Withers, Shou Hsing Shih, Saralees Nadarajah 

Publication date: 23 September 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-013-9379-y

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zbMATH Keywords

momentsmixturesBell polynomialscumulantsCPU time

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Cites Work

• Computing relations between moments and cumulants
• Statistical analysis of finite mixture distributions
• Finite mixture models
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• Stochastic Methods and Their Applications to Communications
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities
• Multivariate Bell polynomials, series, chain rules, moments and inversion
• Symbolic computation for statistical inference
• Symbolic computation of moments of sampling distributions
• A low complexity robust detector in impulsive noise
• Multivariate Bell polynomials and their applications to powers and fractionary iterates of vector power series and to partial derivatives of composite vector functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• A cumulant-based adaptive technique for coherent radar detection in a mixture of K-distributed clutter and Gaussian disturbance
• Title not available (Why is that?)
• Applied statistical analysis for strange attractors and related problems
• Measuring serial dependence in categorical time series

Cited In (6)

• A note on the fourth cumulant of a finite mixture distribution
• Estimation in additive models and ANOVA-like applications
• Probability models and compounding
• Integrals of products of multinormal mixtures
• Generating moments of exponential scale mixtures
• Title not available (Why is that?)

Uses Software

• Mathematica
• Matlab
• ProbRel
• MomCumConvert

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