On moment measures of departure from the normal and exponential laws

DOI10.1016/0304-4149(76)90018-1zbMath0341.60013OpenAlexW2042066216MaRDI QIDQ1231704

Julian Leslie, Christopher C. Heyde

Publication date: 1976

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(76)90018-1

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic processes (60G99)

Related Items (9)

Inequalities for a distribution with monotone hazard rate ⋮ Weighted sup-norm inequalities and their applications ⋮ Error bounds for asymptotic expansion of the scale mixtures of the normal distribution ⋮ Non-uniform error bounds for asymptotic expansions of scale mixtures of distributions ⋮ Expansion of scale mixtures of the gamma distribution ⋮ Error bounds for asymptotic expansions of scale mixtures of univariate and multivariate distributions ⋮ Polynomial expansions of density and distribution functions of scale mixtures ⋮ Asymptotic expansions for the standardized and Studentized estimates in the growth curve model ⋮ On measures of the distance of a mixture from its parent distribution

Cites Work

• Mixtures of distributions, moment inequalities and measures of exponentiality and normality
• A review of transient behavior in regular diffusion and birth-death processes. Part II
• Unnamed Item

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