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

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

Risultato della ricerca: Contributo in rivistaArticolo in rivistapeer review

9 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 originaleEnglish
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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