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Distributions Hermite Polynomial Approximation
Language | Label | Description | Also known as |
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English | hpa |
Distributions Hermite Polynomial Approximation |
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29 November 2023
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Multivariate conditional and marginal densities, moments, cumulative distribution functions as well as binary choice and sample selection models based on Hermite polynomial approximation which was proposed and described by A. Gallant and D. W. Nychka (1987) <doi:10.2307/1913241>.
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