Moments and cumulants of a mixture

DOI10.1007/s11009-013-9379-yzbMath1327.62093OpenAlexW2087999006MaRDI QIDQ496943

Christopher S. Withers, Shou Hsing Shih, Saralees Nadarajah

Publication date: 23 September 2015

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-013-9379-y

zbMATH Keywords

momentscumulantsBell polynomialsmixturesCPU time

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (1)

Estimation in additive models and ANOVA-like applications

Uses Software

• Mathematica
• Matlab
• ProbRel
• MomCumConvert

Cites Work

• Measuring serial dependence in categorical time series
• Symbolic computation of moments of sampling distributions
• A low complexity robust detector in impulsive noise
• Computing relations between moments and cumulants
• Multivariate Bell polynomials and their applications to powers and fractionary iterates of vector power series and to partial derivatives of composite vector functions
• STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
• A cumulant-based adaptive technique for coherent radar detection in a mixture of K-distributed clutter and Gaussian disturbance
• Stochastic Methods and Their Applications to Communications
• Applied statistical analysis for strange attractors and related problems
• Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities
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