Moment-based approximations of distributions using mixtures: Theory and applications

DOI10.1023/A:1004105603806zbMath0959.62016OpenAlexW2081481850MaRDI QIDQ1585883

Ramani S. Pilla, Prasanta Basak, Bruce G. Lindsay

Publication date: 2 May 2001

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004105603806

zbMATH Keywords

cumulantstail probabilitymoment matrixmixture distributioncumulative distribution functiongamma mixturesp-point mixtureweighted sums of chi-squares

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (19)

Impact of censoring on sample variances in a bivariate normal model ⋮ Moments-Based Approximation to the Renewal Function ⋮ Maximizing Probability Bounds Under Moment-Matching Restrictions ⋮ Moment density estimation for positive random variables ⋮ A comparison of efficient approximations for a weighted sum of chi-squared random variables ⋮ Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics ⋮ On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes ⋮ On the time and aggregate claim amount until the surplus drops below zero or reaches a safety level in a jump diffusion risk model ⋮ Fisher's measure of variability in repeated samples ⋮ A note on a Lévy insurance risk model under periodic dividend decisions ⋮ Discounted aggregate claim costs until ruin in the discrete-time renewal risk model ⋮ Hausdorff moment problem: Reconstruction of distributions ⋮ The multisample Cucconi test ⋮ Minimum Scoring Rule Inference ⋮ Optimal predictive densities and fractional moments ⋮ A note on empirical likelihoods derived from pairwise score functions ⋮ Conditional sum-product networks: modular probabilistic circuits via gate functions ⋮ Prepivoting composite score statistics by weighted bootstrap iteration ⋮ On a function studied by Ramanujan and connected with discrete mixtures of gamma densities

This page was built for publication: Moment-based approximations of distributions using mixtures: Theory and applications