The Role of Orthogonal Polynomials in Tailoring Spherical Distributions to Kurtosis Requirements

Luca Bagnato, Maria Zoia, Mario Faliva

Risultato della ricerca: Contributo in rivistaArticolo in rivistapeer review

Abstract

This paper carries out an investigation of the orthogonal-polynomial approach to reshaping symmetric distributions to fit in with data requirements so as to cover the multivariate case. With this objective in mind, reference is made to the class of spherical distributions, given that they provide a natural multivariate generalization of univariate even densities. After showing how to tailor a spherical distribution via orthogonal polynomials to better comply with kurtosis requirements, we provide operational conditions for positiveness of the resulting multivariate Gram-Charlier-like expansion together with its kurtosis range. The approach here proposed is finally applied to some selected spherical distributions.
Lingua originaleEnglish
pagine (da-a)77-89
Numero di pagine13
RivistaSymmetry
Volume8
DOI
Stato di pubblicazionePubblicato - 2016

Keywords

  • Orthogonal polynomials
  • Spherical distributions

Fingerprint Entra nei temi di ricerca di 'The Role of Orthogonal Polynomials in Tailoring Spherical Distributions to Kurtosis Requirements'. Insieme formano una fingerprint unica.

Cita questo