A note on relationships between moments, central moments and cumulants from multivariate distributions

DOI10.1016/S0167-7152(98)00027-3zbMath0903.62049OpenAlexW1999535357MaRDI QIDQ1266001

Samuel Kotz, Narayanaswamy Balakrishnan

Publication date: 10 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00027-3

zbMATH Keywords

momentscumulantscentral momentsStirling number of the second kindStirling number of the first kind

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (8)

Relationships Between Central Moments and Cumulants, with Formulae for the Central Moments of Gamma Distributions ⋮ Efficient Computation of Higher-Order Cumulant Tensors ⋮ Multivariate cumulants in outlier detection for financial data analysis ⋮ New bivariate and multivariate log-normal distributions as models for insurance data ⋮ Stationary moments, distribution conjugation and phenotypic regions in stochastic gene transcription ⋮ Tree cumulants and the geometry of binary tree models ⋮ Propagation of Spiking Moments in Linear Hawkes Networks ⋮ Estimation in additive models and ANOVA-like applications

Cites Work

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