Further exploration into the valid regions of Gram-Charlier densities

DOI10.1016/J.CAM.2023.115231MaRDI QIDQ6136567zbMATH OpenFDO

Authors Wei Lin, Kangli Shen, Jin E. Zhang

Publication date 31 August 2023

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

semidefinite programmingfinite domainGram-Charlier densityhigh-order cumulantsvalid regions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Semidefinite programming (90C22)

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Cites work

• scientific article; zbMATH DE number 1023365 (Why is no real title available?)
• scientific article; zbMATH DE number 1489808 (Why is no real title available?)
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• EFFICIENCY OF THE METHOD OF MOMENTS AND THE GRAM-CHARLIER TYPE A DISTRIBUTION
• Econometric Estimators and the Edgeworth Approximation
• Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
• Flexible distribution functions, higher-order preferences and optimal portfolio allocation
• Gram Charlier expansion for time varying multiserver queues with abandonment
• Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
• Gram-Charlier densities.
• Gram-Charlier densities: maximum likelihood versus the method of moments
• Regions of positive and unimodal series expansion of the Edgeworth and Gram-Charlier approximations
• Risk quantification and validation for Bitcoin
• Semi-Nonparametric Maximum Likelihood Estimation
• The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal
• The valid regions of Gram-Charlier densities with high-order cumulants

Cited in

(1)

• The Edgeworth and Gram-Charlier densities

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