Distribution approximation and modelling via orthogonal polynomial sequences

DOI10.1080/02331888.2015.1053809MaRDI QIDQ5739675zbMATH OpenOpenAlexFDO

Authors Serge B. Provost, Hyung-Tae Ha

Publication date 19 July 2016

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2015.1053809

zbMATH Keywords

approximate distributionsdata modellingdensity estimationmoment-matching techniquesorthogonal polynomialspercentilestest statistics

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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Cited in

(11)

• Approximating probability density functions and their convolutions using orthogonal polynomials
• A least squares-type density estimator using a polynomial function
• Orthogonal polynomials for seminonparametric instrumental variables model
• Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence
• An application of the canonical moments theory to the estimation of random variables densities distributed over finite intervals
• Moment-Based Approximations of Probability Mass Functions with Applications Involving Order Statistics
• scientific article; zbMATH DE number 2172768 (Why is no real title available?)
• Uncertainty quantification of bifurcations in random ordinary differential equations
• A Viable Alternative to Resorting to Statistical Tables
• On estimating the information fraction being induced by a finite sequence of moments
• Orthogonal gamma-based expansion for the CIR's first passage time distribution

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Uses Software

• OPQ

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