Title :
Recursions for Moments of n-fold Convolutions
Author_Institution :
Coll. of Math. & Comput. Sci., Guangxi Univ. for Nat., Nanning, China
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 :
Aggregates; Bandwidth; Computer science; Educational institutions; Insurance; Kernel; Mathematical model; Mathematics; Random variables; Stochastic processes; kernel estimates; nonparametric regression; optimal bandwidth; stochastic regressors;
Conference_Titel :
Computational Science and Optimization (CSO), 2010 Third International Joint Conference on
Conference_Location :
Huangshan, Anhui, China
Print_ISBN :
978-1-4244-6812-6
Electronic_ISBN :
978-1-4244-6813-3
DOI :
10.1109/CSO.2010.173
