Convergence properties of higher-order moment and cumulant estimates

1998 ◽  
Vol 15 (3) ◽  
pp. 240-247 ◽  
Author(s):  
Hongwei Li ◽  
Qiansheng Cheng
Keyword(s):  
Higher Order ◽  
Order Moment ◽  
Convergence Properties

scholarly journals Comparing Entropies in Portfolio Diversification with Fuzzy Value at Risk and Higher-Order Moment

2020 ◽  
pp. 1-16
Author(s):  
Mahdi Pourrafiee ◽  
AmirHossein Nafei ◽  
Shokoufe Banihashemi ◽  
S. Pourmohammad Azizi
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Higher Order ◽  
Portfolio Diversification ◽  
Order Moment

scholarly journals A Higher Order Moment Preserving Reduction Scheme for the Stochastic Weighted Particle Method

2020 ◽  
Vol 42 (5) ◽  
pp. A2889-A2909
Author(s):  
Sonam Lama ◽  
John Zweck ◽  
Matthew Goeckner
Keyword(s):  
Particle Method ◽  
Higher Order ◽  
Order Moment ◽  
Reduction Scheme

On higher-order moment and cumulant estimation

2019 ◽  
Vol 90 (4) ◽  
pp. 747-771
Author(s):  
Lok Hang Chan ◽  
Kun Chen ◽  
Chunxue Li ◽  
Chung Wang Wong ◽  
Chun Yip Yau
Keyword(s):  
Higher Order ◽  
Order Moment
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