A simple expression for the multivariate Hermite polynomials
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Publication:1974084
DOI10.1016/S0167-7152(99)00153-4zbMath0969.62040MaRDI QIDQ1974084
Publication date: 2000
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Multivariate distribution of statistics (62H10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Approximations to statistical distributions (nonasymptotic) (62E17)
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Cites Work
- The \(d\)-variate vector Hermite polynomial of order \(k\)
- A chain rule for differentiation with applications to multivariate hermite polynomials
- The moments of the multivariate normal
- On Multivariate Edgeworth Expansions
- Note on N‐dimensional hermite polynomials
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