We warn of a class of problems that occur when inverting some Characteristic Functions (CFs) which we term confluent. Confluences can arise in joint CFs during the derivation of the marginal density of some lower-dimensional combination of the components. We illustrate with a simple (yet common)...

We present a method of estimating density-related functionals, without prior knowledge of the density's functional form. The approach revolves around the specification of an explicit formula for a new class of distributions which encompasses many of the known cases in statistics, including the...