Title of article :
Cumulants as iterated integrals
Author/Authors :
Lehner، نويسنده , , Franz، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
A formula expressing cumulants in terms of iterated integrals of the distribution function is derived. It generalizes results of Jones and Balakrishnan who computed expressions for cumulants up to order 4.
Keywords :
Cumulants , Shuffle , Hِffdingיs lemma , iterated integral , Moments
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference
