Cumulants as iterated integrals

DOI10.1016/j.jspi.2010.10.011zbMath1204.62020arXiv0905.3375OpenAlexW1577419855MaRDI QIDQ622436

Franz Lehner

Publication date: 31 January 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.3375

zbMATH Keywords

momentsshufflecumulantsiterated integralHöffding's lemma

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10) Elementary classical functions (33B99)

Cites Work

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• Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
• Lie elements and an algebra associated with shuffles
• A multivariate extension of Hoeffding's lemma
• How are moments and moments of spacings related to distribution functions?
• Variability orders and mean differences
• On some expressions for variance, covariance, skewness and L-moments
• Some Concepts of Dependence

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