Calculating cumulants of a Taylor expansion of a multivariate function

DOI10.1111/J.1751-5823.2008.00058.XMaRDI QIDQ6577566zbMATH OpenFDO

Authors Kamanzi-wa-Binyavanga

Publication date 24 July 2024

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1751-5823.2008.00058.X

zbMATH Keywords

affine transformationcumulantsEdgeworth expansionstochastic Taylor expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Tensor notation and cumulants of polynomials
• On multivariable cumulant polynomial sequences with applications
• Multivariate generalized Gram-Charlier series in vector notations
• scientific article; zbMATH DE number 4041070
• Cumulants as iterated integrals

Cites work

• Approximate means and standard deviations based on distances between percentage points of frequency curves
• Asymptotic Approximations to Distributions
• CUMULANTS AND PARTITION LATTICES1
• scientific article; zbMATH DE number 3171495 (Why is no real title available?)
• scientific article; zbMATH DE number 45789 (Why is no real title available?)
• scientific article; zbMATH DE number 3073484 (Why is no real title available?)
• Moments and product moments of sampling distributions.
• On a Method of Calculation of Semi-Invariants
• Some problems arising in approximating to probability distributions, using moments
• Tensor notation and cumulants of polynomials
• The bootstrap and Edgeworth expansion
• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS

This page was built for publication: Calculating cumulants of a Taylor expansion of a multivariate function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6577566)