Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series

DOI10.1080/03610926.2020.1833219OpenAlexW3092834252MaRDI QIDQ5093697

Oh Kang Kwon

Publication date: 1 August 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1833219

zbMATH Keywords

Gram-Charlier seriespositive definite regionunimodal region

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Further exploration into the valid regions of Gram-Charlier densities

Cites Work

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• On the representation of a density by an Edgeworth series
• Regions of positive and unimodal series expansion of the Edgeworth and Gram-Charlier approximations
• EFFICIENCY OF THE METHOD OF MOMENTS AND THE GRAM-CHARLIER TYPE A DISTRIBUTION
• The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal
• Algorithms in real algebraic geometry
• Gram-Charlier densities.

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