Expansions for nearly Gaussian distributions
Astron. Astrophys. Suppl. Ser., 130 1 (1998) 193-205
Published online: 1998-05-15
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
Topology optimization method of district heating system considering load uncertainty
Jiaying Chen, Liwei Ding, Hongkun Lv, Kang Zhang, Chenglong Hou, Zhenya Lai and Xiaojie LinEnergy Reports 10 4679 (2023)
https://doi.org/10.1016/j.egyr.2023.11.029
Further exploration into the valid regions of Gram–Charlier densities
Wei Lin, Kangli Shen and Jin E. ZhangJournal of Computational and Applied Mathematics 429 115231 (2023)
https://doi.org/10.1016/j.cam.2023.115231
Simulation of sea surface elevations by the Edgeworth distribution
Irina Shumeyko, Vyacheslav Burdyugov, Alexandra Abramovich, et al.E3S Web of Conferences 389 02024 (2023)
https://doi.org/10.1051/e3sconf/202338902024
Complexity Reduction in Analyzing Independence between Statistical Randomness Tests Using Mutual Information
Jorge Augusto Karell-Albo, Carlos Miguel Legón-Pérez, Raisa Socorro-Llanes, Omar Rojas and Guillermo Sosa-GómezEntropy 25 (11) 1545 (2023)
https://doi.org/10.3390/e25111545
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model
Inés Jiménez, Andrés Mora-Valencia and Javier PeroteEmerging Markets Review 56 101054 (2023)
https://doi.org/10.1016/j.ememar.2023.101054
Comparison of different Gaussian quadrature rules for lattice Boltzmann simulations of noncontinuum Couette flows: From the slip to free molecular flow regimes
Yong ShiPhysics of Fluids 35 (7) (2023)
https://doi.org/10.1063/5.0158713
(2023)
https://doi.org/10.1101/2023.01.25.525607
1 (2022)
https://doi.org/10.1109/PMAPS53380.2022.9810644
2327 (2022)
https://doi.org/10.1109/ISIT50566.2022.9834526
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies
Inés Jiménez, Andrés Mora-Valencia and Javier PeroteRisk Management 24 (1) 81 (2022)
https://doi.org/10.1057/s41283-021-00084-5
Rare desynchronization events in power grids: on data implementation and dimensional reductions
Tim Ritmeester and Hildegard Meyer-OrtmannsJournal of Physics: Complexity 3 (4) 045010 (2022)
https://doi.org/10.1088/2632-072X/aca739
Level-crossing distributions of kinematic variables in multidirectional second-order ocean waves
Romain HascoëtOcean Engineering 265 112585 (2022)
https://doi.org/10.1016/j.oceaneng.2022.112585
Decomposing neural networks as mappings of correlation functions
Kirsten Fischer, Alexandre René, Christian Keup, et al.Physical Review Research 4 (4) (2022)
https://doi.org/10.1103/PhysRevResearch.4.043143
Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series
Oh Kang KwonCommunications in Statistics - Theory and Methods 51 (15) 5064 (2022)
https://doi.org/10.1080/03610926.2020.1833219
Gyrotactic trapping of micro-swimmers in simple shear flows: a study directly from the fundamental Smoluchowski equation
Bohan Wang, Weiquan Jiang and Guoqian ChenJournal of Fluid Mechanics 939 (2022)
https://doi.org/10.1017/jfm.2022.231
Transient dispersion in a channel with crossflow and wall adsorption
Bohan Wang, Weiquan Jiang, Guoqian Chen and Luoyi TaoPhysical Review Fluids 7 (7) (2022)
https://doi.org/10.1103/PhysRevFluids.7.074501
The valid regions of Gram–Charlier densities with high-order cumulants
Wei Lin and Jin E. ZhangJournal of Computational and Applied Mathematics 407 113945 (2022)
https://doi.org/10.1016/j.cam.2021.113945
Non-Gaussian likelihood of weak lensing power spectra
Alex Hall and Andy TaylorPhysical Review D 105 (12) (2022)
https://doi.org/10.1103/PhysRevD.105.123527
Angular momentum distribution in a relativistic configuration: magnetic quantum number analysis
Michel Poirier and Jean-Christophe PainJournal of Physics B: Atomic, Molecular and Optical Physics 54 (14) 145002 (2021)
https://doi.org/10.1088/1361-6455/ac10f9
Constraints on Galileons from the positions of supermassive black holes
D. J. Bartlett, H. Desmond and P. G. FerreiraPhysical Review D 103 (2) (2021)
https://doi.org/10.1103/PhysRevD.103.023523
Entanglement and avoided crossing dynamics in the disordered Majumdar-Ghosh model
Pranay Barkataki and M S RamkarthikPhysica Scripta 96 (9) 095102 (2021)
https://doi.org/10.1088/1402-4896/ac0469
On the statistical evolution of the large-scale structure and the effective dynamics
Xin WangJournal of Cosmology and Astroparticle Physics 2021 (10) 037 (2021)
https://doi.org/10.1088/1475-7516/2021/10/037
Firm size and economic concentration: An analysis from a lognormal expansion
Lina M. Cortés, Juan M. Lozada, Javier Perote and María Carmen Díaz RoldánPLOS ONE 16 (7) e0254487 (2021)
https://doi.org/10.1371/journal.pone.0254487
Multivariate Statistical Methods
György TerdikFrontiers in Probability and the Statistical Sciences, Multivariate Statistical Methods 183 (2021)
https://doi.org/10.1007/978-3-030-81392-5_4
The transformed Gram Charlier distribution: Parametric properties and financial risk applications
Ángel León and Trino-Manuel ÑíguezJournal of Empirical Finance 63 323 (2021)
https://doi.org/10.1016/j.jempfin.2021.07.004
Approximation of Probability Density Functions for PDEs with Random Parameters Using Truncated Series Expansions
Giacomo Capodaglio, Max Gunzburger and Henry P. WynnVietnam Journal of Mathematics 49 (3) 685 (2021)
https://doi.org/10.1007/s10013-020-00465-5
(2021)
https://doi.org/10.1101/2021.10.27.466120
Analytical and numerical expressions for the number of atomic configurations contained in a supershell
Jean-Christophe Pain and Michel PoirierJournal of Physics B: Atomic, Molecular and Optical Physics 53 (11) 115002 (2020)
https://doi.org/10.1088/1361-6455/ab81ea
Non-Gaussianity in the weak lensing correlation function likelihood – implications for cosmological parameter biases
Chien-Hao Lin, Joachim Harnois-Déraps, Tim Eifler, et al.Monthly Notices of the Royal Astronomical Society 499 (2) 2977 (2020)
https://doi.org/10.1093/mnras/staa2948
Bayesian Spectral Moment Estimation and Uncertainty Quantification
Norman M. Cao and Francesco SciortinoIEEE Transactions on Plasma Science 48 (1) 22 (2020)
https://doi.org/10.1109/TPS.2019.2946952
Near-Gaussian distributions for modelling discrete stellar velocity data with heteroskedastic uncertainties
Jason L Sanders and N Wyn EvansMonthly Notices of the Royal Astronomical Society 499 (4) 5806 (2020)
https://doi.org/10.1093/mnras/staa2860
Generalized distribution-moment approximation for kinetic theories of muscular contraction
Graham M. DonovanMathematical Biosciences 329 108455 (2020)
https://doi.org/10.1016/j.mbs.2020.108455
Systems of Frequency Distributions for Water and Environmental Engineering
Systems of Frequency Distributions for Water and Environmental Engineering 207 (2020)https://doi.org/10.1017/9781108859530.010
Galaxy morphology rules out astrophysically relevant Hu-Sawicki f(R) gravity
Harry Desmond and Pedro G. FerreiraPhysical Review D 102 (10) (2020)
https://doi.org/10.1103/PhysRevD.102.104060
Firm Size and Concentration Inequality: A Flexible Extension of Gibrat’s Law
Lina Cortes, Juan M. Lozada and Javier PeroteSSRN Electronic Journal (2019)
https://doi.org/10.2139/ssrn.3348712
The Hunt for Primordial Interactions in the Large-Scale Structures of the Universe
Matteo BiagettiGalaxies 7 (3) 71 (2019)
https://doi.org/10.3390/galaxies7030071
Generic Consistency for Approximate Stochastic Programming and Statistical Problems
Christian Hess and Raffaello SeriSIAM Journal on Optimization 29 (1) 290 (2019)
https://doi.org/10.1137/17M1156769
Sampling the thermal Wigner density via a generalized Langevin dynamics
Thomas Plé, Simon Huppert, Fabio Finocchi, Philippe Depondt and Sara BonellaThe Journal of Chemical Physics 151 (11) (2019)
https://doi.org/10.1063/1.5099246
Inhomogeneous quadratic tests in transient signal detection: Closed-form upper bounds and application in GNSS
Daniel Egea-Roca, Gonzalo Seco-Granados and José A. López-SalcedoDigital Signal Processing 78 20 (2018)
https://doi.org/10.1016/j.dsp.2018.02.012
A Cumulant-Tensor-Based Probabilistic Load Flow Method
Pouya Amid and Curran CrawfordIEEE Transactions on Power Systems 33 (5) 5648 (2018)
https://doi.org/10.1109/TPWRS.2018.2811707
Asymptotic Secrecy Analysis of Random Networks With Colluding Eavesdroppers
Satyanarayana Vuppala and Giuseppe AbreuIEEE Systems Journal 12 (1) 871 (2018)
https://doi.org/10.1109/JSYST.2016.2524582
1927 (2018)
https://doi.org/10.23919/ACC.2018.8430825
Hunting high and low: disentangling primordial and late-time non-Gaussianity with cosmic densities in spheres
C Uhlemann, E Pajer, C Pichon, et al.Monthly Notices of the Royal Astronomical Society 474 (3) 2853 (2018)
https://doi.org/10.1093/mnras/stx2623
Asymptotic Expansion of Risk-Neutral Pricing Density
Thomas MazzoniInternational Journal of Financial Studies 6 (1) 30 (2018)
https://doi.org/10.3390/ijfs6010030
How Accurate is Your Gaussian/Gamma Approximation?
Peter J. Smith, Rajitha Senanayake and Pawel A. DmochowskiIEEE Wireless Communications Letters 7 (5) 804 (2018)
https://doi.org/10.1109/LWC.2018.2826001
(2017)
https://doi.org/10.1101/170399
Cumulant expansion for fast estimate of non-Condon effects in vibronic transition profiles
Joonsuk Huh and Robert BergerScientific Reports 7 (1) (2017)
https://doi.org/10.1038/s41598-017-17506-8
Model-independent analyses of non-Gaussianity in Planck CMB maps using Minkowski functionals
Thomas Buchert, Martin J France and Frank SteinerClassical and Quantum Gravity 34 (9) 094002 (2017)
https://doi.org/10.1088/1361-6382/aa5ce2
A Short Sharpe Course
Steven PavSSRN Electronic Journal (2017)
https://doi.org/10.2139/ssrn.3036276
SALT long-slit spectroscopy of quasar HE 0435-4312: fast displacement of the Mg II emission line
J. Średzińska, B. Czerny, K. Hryniewicz, et al.Astronomy & Astrophysics 601 A32 (2017)
https://doi.org/10.1051/0004-6361/201628257
Sequential quantiles via Hermite series density estimation
Michael Stephanou, Melvin Varughese and Iain MacdonaldElectronic Journal of Statistics 11 (1) (2017)
https://doi.org/10.1214/17-EJS1245
Positive Definite and Unimodal Regions for Gram-Charlier Series in Analytic Form
Oh Kang KwonSSRN Electronic Journal (2017)
https://doi.org/10.2139/ssrn.2928665
Measuring Firm Size Distribution with Semi-Nonparametric Densities
Lina M. Cortes and Javier PeroteSSRN Electronic Journal (2017)
https://doi.org/10.2139/ssrn.2905763
Influence of Non-Gaussian-Distributed Surface Roughness on the Static Performance of Slider Bearings
Jian Li, Guojun Zhang, Yu Huang, et al.Tribology Transactions 60 (4) 739 (2017)
https://doi.org/10.1080/10402004.2016.1208311
Measuring firm size distribution with semi-nonparametric densities
Lina M. Cortés, Andrés Mora-Valencia and Javier PerotePhysica A: Statistical Mechanics and its Applications 485 35 (2017)
https://doi.org/10.1016/j.physa.2017.05.019
Evaluation of closure strategies for a periodically-forced Duffing oscillator with slowly modulated frequency subject to Gaussian white noise
Jason Yalim, Bruno D. Welfert and Juan M. LopezCommunications in Nonlinear Science and Numerical Simulation 44 144 (2017)
https://doi.org/10.1016/j.cnsns.2016.08.003
Improving the modelling of redshift-space distortions– II. A pairwise velocity model covering large and small scales
Davide Bianchi, Will J. Percival and Julien BelMonthly Notices of the Royal Astronomical Society 463 (4) 3783 (2016)
https://doi.org/10.1093/mnras/stw2243
The productivity of top researchers: a semi-nonparametric approach
Lina M. Cortés, Andrés Mora-Valencia and Javier PeroteScientometrics 109 (2) 891 (2016)
https://doi.org/10.1007/s11192-016-2072-5
1269 (2016)
https://doi.org/10.1109/ISBI.2016.7493498
Dark census: Statistically detecting the satellite populations of distant galaxies
Francis-Yan Cyr-Racine, Leonidas A. Moustakas, Charles R. Keeton, Kris Sigurdson and Daniel A. GilmanPhysical Review D 94 (4) (2016)
https://doi.org/10.1103/PhysRevD.94.043505
A Novel Probabilistic Optimal Power Flow Model With Uncertain Wind Power Generation Described by Customized Gaussian Mixture Model
Deping Ke, C. Y. Chung and Yuanzhang SunIEEE Transactions on Sustainable Energy 7 (1) 200 (2016)
https://doi.org/10.1109/TSTE.2015.2489201
A polynomial scheme of asymptotic expansion for backward SDEs and option pricing
Masaaki FujiiQuantitative Finance 16 (3) 427 (2016)
https://doi.org/10.1080/14697688.2015.1036770
Multivariate moments expansion density: Application of the dynamic equicorrelation model
Trino-Manuel Ñíguez and Javier PeroteJournal of Banking & Finance 72 S216 (2016)
https://doi.org/10.1016/j.jbankfin.2015.12.012
Asymptotic Expansions for Heavy-tailed Data
Giancarlo Pastor, Inmaculada Mora-Jimenez, Antonio Caamano and Riku JanttiIEEE Signal Processing Letters 1 (2016)
https://doi.org/10.1109/LSP.2016.2526625
Spectral Methods in Chemistry and Physics
Bernard ShizgalScientific Computation, Spectral Methods in Chemistry and Physics 247 (2015)
https://doi.org/10.1007/978-94-017-9454-1_5
Nonstationary filtered shot-noise processes and applications to neuronal membranes
Marco Brigham and Alain DestexhePhysical Review E 91 (6) (2015)
https://doi.org/10.1103/PhysRevE.91.062102
Expansions for multivariate densities
Ruby C. WengJournal of Statistical Planning and Inference 167 174 (2015)
https://doi.org/10.1016/j.jspi.2015.05.001
Fractional Edgeworth expansion: Corrections to the Gaussian-Lévy central-limit theorem
Netanel Hazut, Shlomi Medalion, David A. Kessler and Eli BarkaiPhysical Review E 91 (5) (2015)
https://doi.org/10.1103/PhysRevE.91.052124
Spectral Methods in Chemistry and Physics
Bernard ShizgalScientific Computation, Spectral Methods in Chemistry and Physics 187 (2015)
https://doi.org/10.1007/978-94-017-9454-1_4
Calculating probability densities associated with grain-size distributions
J.M. Rickman, A. Lawrence, A.D. Rollett and M.P. HarmerComputational Materials Science 101 211 (2015)
https://doi.org/10.1016/j.commatsci.2015.01.030
A Tight Bound on the Distance Between a Noncentral Chi Square and a Normal Distribution
Raffaello SeriIEEE Communications Letters 19 (11) 1877 (2015)
https://doi.org/10.1109/LCOMM.2015.2461681
Detailed computation of hot-plasma atomic spectra
Jean-Christophe Pain, Franck Gilleron and Thomas BlenskiLaser and Particle Beams 33 (2) 201 (2015)
https://doi.org/10.1017/S0263034615000257
Moment transport equations and their application to the perturbed universe
Carlos A. Sierra and Yeinzon RodríguezNuclear and Particle Physics Proceedings 267-269 260 (2015)
https://doi.org/10.1016/j.nuclphysbps.2015.10.116
Harmonic modelling of PV systems for probabilistic harmonic load flow studies
Francisco‐Javier Ruiz‐Rodriguez, Jesus‐Casa Hernandez and Francisco JuradoInternational Journal of Circuit Theory and Applications 43 (11) 1541 (2015)
https://doi.org/10.1002/cta.2021
Analysis and Design of Multiple-Antenna Cognitive Radios With Multiple Primary User Signals
David Morales-Jimenez, Raymond H. Y. Louie, Matthew R. McKay and Yang ChenIEEE Transactions on Signal Processing 63 (18) 4925 (2015)
https://doi.org/10.1109/TSP.2015.2448528
Retrieval of Higher Order Ocean Spectral Information From Sunglint
Geoffrey P. CuretonIEEE Transactions on Geoscience and Remote Sensing 53 (1) 36 (2015)
https://doi.org/10.1109/TGRS.2014.2317477
https://doi.org/10.1002/9781118949092.biblio
Edgeworth streaming model for redshift space distortions
Cora Uhlemann, Michael Kopp and Thomas HauggPhysical Review D 92 (6) (2015)
https://doi.org/10.1103/PhysRevD.92.063004
4951 (2014)
https://doi.org/10.1109/ICC.2014.6884105
Statistical Treatment of Turbulent Polydisperse Particle Systems
J. S. Shrimpton, S. Haeri and Stephen J. ScottGreen Energy and Technology, Statistical Treatment of Turbulent Polydisperse Particle Systems 93 (2014)
https://doi.org/10.1007/978-1-4471-6344-2_6
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis
Esther B. Del Brio, Andrés Mora-Valencia and Javier PerotePhysica A: Statistical Mechanics and its Applications 401 330 (2014)
https://doi.org/10.1016/j.physa.2014.01.037
A Polynomial Scheme of Asymptotic Expansion for Backward SDEs and Option Pricing
Masaaki FujiiSSRN Electronic Journal (2014)
https://doi.org/10.2139/ssrn.2432072
Edgeworth Expansion Based Model for the Convolutional Noise pdf
Yonatan Rivlin and Monika PinchasMathematical Problems in Engineering 2014 1 (2014)
https://doi.org/10.1155/2014/951927
Maximum-likelihood approach to topological charge fluctuations in lattice gauge theory
R. C. Brower, M. Cheng, G. T. Fleming, et al.Physical Review D 90 (1) (2014)
https://doi.org/10.1103/PhysRevD.90.014503
The Rate of Convergence of some Asymptotic Expansions for Distribution Approximations via an Esseen Type Estimate
Manuel L. Esquível, João Lita da Silva, João Tiago Mexia and Luís RamosCommunications in Statistics - Theory and Methods 43 (2) 266 (2014)
https://doi.org/10.1080/03610926.2012.659828
390 (2014)
https://doi.org/10.1109/ISWCS.2014.6933384
On the measure of non-gaussianity of a nearly Gaussian noise
B. M. GrafovRussian Journal of Electrochemistry 50 (5) 490 (2014)
https://doi.org/10.1134/S1023193514050061
A hypergeometric generating function approach to charge counting statistics in ballistic chaotic cavities
C A Souza-Filho, A F Macedo-Junior and A M S MacêdoJournal of Physics A: Mathematical and Theoretical 47 (10) 105102 (2014)
https://doi.org/10.1088/1751-8113/47/10/105102
1502 (2014)
https://doi.org/10.1109/ACSSC.2014.7094713
Option Pricing under Skewness and Kurtosis Using a Cornish Fisher Expansion
Sofiane Aboura and Didier MaillardSSRN Electronic Journal (2014)
https://doi.org/10.2139/ssrn.2520032
Higher moments of primordial non-Gaussianity and N-body simulations
Saroj Adhikari, Sarah Shandera and Neal DalalJournal of Cosmology and Astroparticle Physics 2014 (06) 052 (2014)
https://doi.org/10.1088/1475-7516/2014/06/052
Computing thermal Wigner densities with the phase integration method
J. Beutier, D. Borgis, R. Vuilleumier and S. BonellaThe Journal of Chemical Physics 141 (8) (2014)
https://doi.org/10.1063/1.4892597
Mean apparent propagator (MAP) MRI: A novel diffusion imaging method for mapping tissue microstructure
Evren Özarslan, Cheng Guan Koay, Timothy M. Shepherd, et al.NeuroImage 78 16 (2013)
https://doi.org/10.1016/j.neuroimage.2013.04.016
743 (2013)
https://doi.org/10.1109/ACSSC.2013.6810383
X-ray cluster constraints on non-Gaussianity
Sarah Shandera, Adam Mantz, David Rapetti and Steven W AllenJournal of Cosmology and Astroparticle Physics 2013 (08) 004 (2013)
https://doi.org/10.1088/1475-7516/2013/08/004
Transient fluctuation of the prosperity of firms in a network economy
Yoshiharu MaenoPhysica A: Statistical Mechanics and its Applications 392 (16) 3351 (2013)
https://doi.org/10.1016/j.physa.2013.03.046
On the Joint Distribution of Aggregate Interference at Multiple Wireless Receivers
KaeWon Choi, Suhan Choi and Ji-Hoon YunIEEE Transactions on Vehicular Technology 62 (3) 1355 (2013)
https://doi.org/10.1109/TVT.2012.2232322
Trends in Harmonic Analysis
Saverio GiuliniSpringer INdAM Series, Trends in Harmonic Analysis 3 277 (2013)
https://doi.org/10.1007/978-88-470-2853-1_11
Full counting statistics and the Edgeworth series for matrix product states
Yifei Shi and Israel KlichJournal of Statistical Mechanics: Theory and Experiment 2013 (05) P05001 (2013)
https://doi.org/10.1088/1742-5468/2013/05/P05001
Probabilistic Load Flow Modeling Comparing Maximum Entropy and Gram-Charlier Probability Density Function Reconstructions
Trevor Williams and Curran CrawfordIEEE Transactions on Power Systems 28 (1) 272 (2013)
https://doi.org/10.1109/TPWRS.2012.2205714