Multivariate Edgeworth expansions

DOI10.1016/J.CAM.2026.117399MaRDI QIDQ7257205zbMATH OpenFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 3 June 2026

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2026.117399

zbMATH Keywords

asymptotic covariancemultivariate normal distributionstandard estimate

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

Cites work

• A simple expression for the multivariate Hermite polynomials
• scientific article; zbMATH DE number 5994592 (Why is no real title available?)
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• Improved confidence regions based on Edgeworth expansions
• The dual multivariate Charlier and Edgeworth expansions
• Tilted Edgeworth expansions for asymptotically normal vectors

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