Optimal approximation by one Gaussian function to probability density functions

DOI10.7858/EAMJ.2023.040MaRDI QIDQ6498085zbMATH OpenFDO

Authors Gwang-Il Kim, Seung Yeon Cho, Doobae Jun

Publication date 7 May 2024

Published in East Asian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

optimal approximationnon-normal distributionnearly-Gaussian functionperiodically oscillating distribution

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Recommendations

• On using Gaussian functions with varied parameters for approximation of functions of one variable on a finite segment
• Approximation of probability distributions by convex mixtures of Gaussian measures
• Nonlinear approximation using Gaussian kernels
• scientific article; zbMATH DE number 1747146
• An approximation procedure for asymmetric stable Paretian densities

Cites work

• A generalization of the beta distribution with applications
• An extensive analysis on the Japanese markets via S. Taylor's model
• Financial data and the skewed generalized \(t\) distribution
• Non-Gaussian distribution for stock returns and related stochastic differential equation

This page was built for publication: Optimal approximation by one Gaussian function to probability density functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6498085)