Estimation of the Moment Generating Function

DOI10.1080/03610918908812809zbMath0695.62110OpenAlexW2017388630MaRDI QIDQ3471443

Robert A. Collins, Edward E. Jun. Gbur

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812809

zbMATH Keywords

expected utility maximizationmixture distributionsempirical moment generating function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (1)

Nonparametric recursive method for moment generating function kernel-type estimators

Cites Work

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• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
• A Note on the Generation of Random Normal Deviates
• Small sample comparison of estimation methods for the beta distribution
• A test of separate families of distributions based on the empirical moment generating function
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Variance of the MVUE for the Lognormal Mean

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