Normal moments and Hermite polynomials
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Publication:2483896
DOI10.1016/j.spl.2005.03.015zbMath1081.62034MaRDI QIDQ2483896
Publication date: 1 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.03.015
Multivariate normal distribution; Chebyshev-Hermite polynomial; Bivariate normal distribution; Multivariate Hermite polynomial
62H05: Characterization and structure theory for multivariate probability distributions; copulas
33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)
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