A multidimensional counterpart of the Gram-Charlier and Edgeworth- Cramér expansions (Q1068435)
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scientific article; zbMATH DE number 3932103
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| English | A multidimensional counterpart of the Gram-Charlier and Edgeworth- Cramér expansions |
scientific article; zbMATH DE number 3932103 |
Statements
A multidimensional counterpart of the Gram-Charlier and Edgeworth- Cramér expansions (English)
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1986
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Translation from Stability problems for stochastic models, Proc. Semin. Moscow 1980, Inst. Syst. Stud., 116-121 (Russian) (1980; Zbl 0468.60027).
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speed of convergence
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stable distribution
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Edgeworth-Cramer expansions
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0.87410086
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0.8732743
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0.8486769
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0.84553796
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0.8405614
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0.83979315
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