Gram–Charlier-like expansions of power-raised hyperbolic secant laws

Maria Zoia, Mario Faliva, Piero Quatto

Risultato della ricerca: Contributo in rivistaArticolo in rivistapeer review

1 Citazioni (Scopus)

Abstract

Spherical distributions arise quite naturally as multivariate versions of univariate (even) densities and prove useful in several applications. Likewise their univariate counterparts, they may not always meet the kurtosis requirements of empirical evidence. This paper devises a methodological approach which duly reshapes spherical distributions to match kurtosis requirements to due extent. This approach is tailored to the family of power-raised hyperbolic secant laws and hinges on Gram–Charlier-like expansions via second-degree orthogonal polynomials.
Lingua originaleEnglish
pagine (da-a)229-234
Numero di pagine6
RivistaSTATISTICS & PROBABILITY LETTERS
Volume137
DOI
Stato di pubblicazionePubblicato - 2018

Keywords

  • Gram–Charlier-like expansions
  • Kurtosis
  • Spherical distributions

Fingerprint Entra nei temi di ricerca di 'Gram–Charlier-like expansions of power-raised hyperbolic secant laws'. Insieme formano una fingerprint unica.

Cita questo