The valid regions of Gram–Charlier densities with high-order cumulants
Wei Lin, Jin E. Zhang
Topics & Concepts
CumulantMathematicsEdgeworth seriesTruncation (statistics)Series (stratigraphy)Probability density functionSeries expansionGaussianOrder (exchange)Applied mathematicsProbability distributionMathematical analysisDistribution (mathematics)Statistical physicsStatisticsPhysicsEconomicsBiologyFinanceQuantum mechanicsPaleontologyStatistical Distribution Estimation and ApplicationsFinancial Risk and Volatility ModelingStatistical Methods and Bayesian Inference