Some statistical applications of Faa di Bruno
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Publication:853944
DOI10.1016/j.jmva.2006.03.001zbMath1101.62041OpenAlexW2002219170MaRDI QIDQ853944
Publication date: 7 December 2006
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2006.03.001
Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17) Functions of several variables (26B99) Hypergeometric functions (33C99)
Related Items (7)
Taylor series approximations to expected utility and optimal portfolio choice ⋮ Uncertainty quantification for random domains using periodic random variables ⋮ A new algorithm for computing the multivariate Faà di Bruno's formula ⋮ Unnamed Item ⋮ Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation ⋮ Recursive calculation of moments in priority queues ⋮ Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
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