Further exploration into the valid regions of Gram-Charlier densities
From MaRDI portal
Publication:6136567
DOI10.1016/J.CAM.2023.115231MaRDI QIDQ6136567FDOQ6136567
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)
Cites Work
- Semi-Nonparametric Maximum Likelihood Estimation
- Asymptotic Approximations to Distributions
- Econometric Estimators and the Edgeworth Approximation
- Gram-Charlier densities.
- Gram Charlier Expansion for Time Varying Multiserver Queues with Abandonment
- Title not available (Why is that?)
- Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
- A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
- Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
- Title not available (Why is that?)
- Regions of positive and unimodal series expansion of the Edgeworth and Gram-Charlier approximations
- EFFICIENCY OF THE METHOD OF MOMENTS AND THE GRAM-CHARLIER TYPE A DISTRIBUTION
- The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal
- Gram-Charlier densities: maximum likelihood versus the method of moments
- Risk quantification and validation for Bitcoin
- The valid regions of Gram-Charlier densities with high-order cumulants
- Flexible distribution functions, higher-order preferences and optimal portfolio allocation
- Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series
Cited In (1)
This page was built for publication: Further exploration into the valid regions of Gram-Charlier densities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6136567)
