The \(d\)-variate vector Hermite polynomial of order \(k\)

DOI10.1016/0024-3795(95)00595-1zbMath0848.62027OpenAlexW4205432086MaRDI QIDQ1914226

Björn Holmquist

Publication date: 5 June 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(95)00595-1

zbMATH Keywords

integral representationorthogonality propertyrecurrence relationsexpansionsinversion formulassaddle-point approximationsdifferential propertiesMehler's formulamultivariate Hermite polynomialsmultivariate normal densitygeneral addition property

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50)

Related Items (16)

Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures ⋮ Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves ⋮ Multivariate generalized Gram-Charlier series in vector notations ⋮ Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices ⋮ Approximations to the distribution of the sample correlation matrix ⋮ Least Squares Approximation to the Distribution of Project Completion Times with Gaussian Uncertainty ⋮ Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting ⋮ A simple expression for the multivariate Hermite polynomials ⋮ Deconvolution of 3-D Gaussian kernels ⋮ Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition ⋮ A polynomial chaos expansion in dependent random variables ⋮ Dimensionwise multivariate orthogonal polynomials in general probability spaces ⋮ UNCONSTRAINED PILOT SELECTORS FOR SMOOTHED CROSS-VALIDATION ⋮ Hermite expansion and estimation of monotonic transformations of Gaussian data ⋮ Non-local imprints of gravity on quantum theory ⋮ Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density

Cites Work

• Differential geometry of Edgeworth expansions in curved exponential family
• The commutation matrix: Some properties and applications
• The direct product permuting matrices
• The moments of the multivariate normal
• Moments and cumulants of the multivariate normal distribution
• On methods of asymptotic approximation for multivariate distributions
• On the Symmetrized Kronecker Power of a Matrix and Extensions of Mehler’s Formula for Hermite Polynomials
• Note on N‐dimensional hermite polynomials
• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The \(d\)-variate vector Hermite polynomial of order \(k\)