Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry and dependence

Mario Faliva, V. Potì, Maria Zoia, Valerio Poti'

Risultato della ricerca: Contributo in rivistaArticolopeer review

10 Citazioni (Scopus)

Abstract

Followiong on a reappraisal of othogonal-polynomial role in characterizing a distribution, this paper investigates the issue of how to tailor distributions to embody evidence of moments and dependance behaviours deviating from theoretic instances. As the paper shows, the orthogonal polynomials associated with a distribution clear the way to reshaping distributions so as to encode information on extra kurtosis, and between-squares dependence. Operational conditions of positive definiteness of modified distributions are duly provided.
Lingua originaleInglese
pagine (da-a)1-20
Numero di pagine20
RivistaCommunications in Statistics - Theory and Methods
DOI
Stato di pubblicazionePubblicato - 2015

Keywords

  • Asymmetry
  • Kurtosis
  • Moments
  • Orthogonal polynomials

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