Generalized Laguerre expansions of multivariate probability densities with moments

DOI10.1016/J.CAMWA.2010.08.008MaRDI QIDQ623152zbMATH OpenOpenAlexFDO

Authors Hussein Mustapha, Roussos Dimitrakopoulos

Publication date 13 February 2011

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2010.08.008

zbMATH Keywords

multivariate approximationconditional pdfshigh-order statisticsLaguerre's series

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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Cited in

(8)

• Moment-based density estimation of confidential micro-data: a computational statistics approach
• High-order sequential simulation via statistical learning in reproducing kernel Hilbert space
• A Bayesian motivated Laplace inversion for multivariate probability distributions
• A new computational model of high-order stochastic simulation based on spatial Legendre moments
• Analytic and asymptotic properties of multivariate generalized Linnik's probability densities
• Estimation of multivariate generalized gamma convolutions through Laguerre expansions
• Expansions for multivariate densities
• A new non-stationary high-order spatial sequential simulation method

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