Further exploration into the valid regions of Gram-Charlier densities

DOI10.1016/j.cam.2023.115231MaRDI QIDQ6136567

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)

Cites Work

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