Title of article :
Some recursions for moments of n-fold convolutions
Author/Authors :
Sundt، نويسنده , , Bjّrn، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
8
From page :
479
To page :
486
Abstract :
In the present paper, we deduce some recursions for n-fold convolutions both in the univariate and the multivariate case. Some special cases are commented upon, and we discuss rescaling and use that in connection with characterisation of the normal and multinormal distributions.
Keywords :
Moments , recursions , n-Fold convolutions
Journal title :
Insurance Mathematics and Economics
Serial Year :
2003
Journal title :
Insurance Mathematics and Economics
Record number :
1542682
Link To Document :
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