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., Gram–Charlier-like expansions of power-raised hyperbolic secant laws, <<STATISTICS & PROBABILITY LETTERS>>, 2018; 137 (137): 229-234. [doi:10.1016/j.spl.2018.01.027] [http://hdl.handle.net/10807/119556]
Gram–Charlier-like expansions of power-raised hyperbolic secant laws
Faliva, MarioPrimo
;Zoia, MariaUltimo
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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.