Finitely generated cumulants
UNSPECIFIED. (1999) Finitely generated cumulants. STATISTICA SINICA, 9 (4). pp. 1029-1052. ISSN 1017-0405Full text not available from this repository.
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|
|Number of Pages:||24|
|Page Range:||pp. 1029-1052|
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