A new method for fast computing unbiased estimators of cumulants
| dc.creator | Di Nardo, E. | |
| dc.creator | Guarino, G. | |
| dc.creator | Senato, D. | |
| dc.date | 2008-07-31 | |
| dc.date.accessioned | 2026-07-07T09:53:57Z | |
| dc.date.available | 2026-07-07T09:53:57Z | |
| dc.description | We propose new algorithms for generating $k$-statistics, multivariate $k$-statistics, polykays and multivariate polykays. The resulting computational times are very fast compared with procedures existing in the literature. Such speeding up is obtained by means of a symbolic method arising from the classical umbral calculus. The classical umbral calculus is a light syntax that involves only elementary rules to managing sequences of numbers or polynomials. The cornerstone of the procedures here introduced is the connection between cumulants of a random variable and a suitable compound Poisson random variable. Such a connection holds also for multivariate random variables. | |
| dc.description | A table with computational times, obtained with the forthcoming MathStatica release 2 (Colin Rose, private communication), has been added. In press Stat. Comp | |
| dc.identifier | https://arxiv.org/abs/0807.5008 | |
| dc.identifier | http://arxiv.org/abs/0807.5008 | |
| dc.identifier | doi:10.1007/s11222-008-9080-0 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/166142 | |
| dc.subject | Statistics Theory | |
| dc.subject | Combinatorics | |
| dc.subject | Computation | |
| dc.subject | 65C60, 05A40, 68W30, 62H99 | |
| dc.title | A new method for fast computing unbiased estimators of cumulants | |
| dc.type | text |