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UNSPECIFIED (1999) Finitely generated cumulants. STATISTICA SINICA, 9 (4). pp. 1029-1052. ISSN 1017-0405
Full text not available from this repository.Abstract
Computations with cumulants are becoming easier through the use of computer algebra but there remains a difficulty with the finiteness of the computations because all distributions except the normal have an infinite number of non-zero cumulants. One is led therefore to replacing finiteness of computations by "finitely generated" in the sense of recurrence relationships. In fact it turns out that there is a natural definition in terms of the exponential model which is that the first and second derivative of the cumulant generating function, K, lie on a polynomial variety. This generalises recent polynomial conditions on variance functions. This is satisfied by many examples and has applications to, for example, exact expressions for variance functions and saddle-point approximations.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Journal or Publication Title: | STATISTICA SINICA |
| Publisher: | STATISTICA SINICA |
| ISSN: | 1017-0405 |
| Date: | October 1999 |
| Volume: | 9 |
| Number: | 4 |
| Number of Pages: | 24 |
| Page Range: | pp. 1029-1052 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/14012 |
Data sourced from Thomson Reuters' Web of Knowledge
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