Moment identity for discrete random variable and its applications

DOI10.1080/02331888.2011.555548zbMath1254.60021OpenAlexW2050906726MaRDI QIDQ3143504

Luisa Tibiletti, Sudheesh Kumar Kattumannil

Publication date: 30 November 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2011.555548

zbMATH Keywords

optimal asset allocationStein's identitymoment identitydiscrete exponential familiesmodified power series familiesOrd families

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probability distributions: general theory (60E05)

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