Higher Order variance and Gauss Jacobi Quadrature : II

René Blacher (1)

1 IPS - Inférence Processus Stochastiques

In this report, we continue the study of higher order variances and quadrature Gauss Jacobi. Recall that the variance of order j measures the concentration of a probability close to j points $ x_{j,s} $ with weight $ \lambda_{j,s} $ which are determined by the parameters of the quadrature Gauss Jacobi. We shall study the normalized variances. We shall specify how to detect the parameters of Gaussian mixtures.

Mots clés: Higher order variance; Gauss Jacobi quadrature; Central limit theorem; Higher order regression; Gaussian mixtures

Domaines: Probabilités [math.PR]; Statistiques [math.ST]; Théorie [stat.TH]

René Blacher. Higher Order variance and Gauss Jacobi Quadrature : II. [Research Report] LJK. 2012. ⟨hal-00736766⟩