Spherical distributions arise quite naturally as multivariate versions of univariate (even) densities and prove useful in several applications. Likewise their univariate counterparts, they may not always meet the kurtosis requirements of empirical evidence. This paper devises a methodological approach which duly reshapes spherical distributions to match kurtosis requirements to due extent. This approach is tailored to the family of power-raised hyperbolic secant laws and hinges on Gram–Charlier-like expansions via second-degree orthogonal polynomials

Faliva, M., Quatto, P., Zoia, M. (2018). Gram-Charlier- like expansions of power-raised hyperbolic secant laws. STATISTICS & PROBABILITY LETTERS, 137, 229-234 [10.1016/j.spl.2018.01.027].

Gram-Charlier- like expansions of power-raised hyperbolic secant laws

Quatto, P
;
2018

Abstract

Spherical distributions arise quite naturally as multivariate versions of univariate (even) densities and prove useful in several applications. Likewise their univariate counterparts, they may not always meet the kurtosis requirements of empirical evidence. This paper devises a methodological approach which duly reshapes spherical distributions to match kurtosis requirements to due extent. This approach is tailored to the family of power-raised hyperbolic secant laws and hinges on Gram–Charlier-like expansions via second-degree orthogonal polynomials
Articolo in rivista - Articolo scientifico
Spherical distributions; Gram–Charlier-like expansions; Kurtosis
English
2018
137
229
234
none
Faliva, M., Quatto, P., Zoia, M. (2018). Gram-Charlier- like expansions of power-raised hyperbolic secant laws. STATISTICS & PROBABILITY LETTERS, 137, 229-234 [10.1016/j.spl.2018.01.027].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/186870
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