On methods of asymptotic approximation for multivariate distributions
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(24)- A large deviation limit theorem for multivariate distributions
- ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS
- EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
- Edgeworth expansions for GEL estimators
- Edgeworth approximations in first-order stochastic difference equations with exogenous variables
- Higher order density approximations for solutions to estimating equations
- Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models
- Generic consistency for approximate stochastic programming and statistical problems
- Normal moments and Hermite polynomials
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
- Testing the normality assumption in multivariate simultaneous limited dependent variable models
- Vision and influence in econometrics: John Denis Sargan
- THE APPROXIMATE DENSITIES OF SOME QUADRATIC FORMS OF STATIONARY RANDOM VARIABLES
- Robust misspecification tests for the Heckman's two-step estimator
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
- The d-variate vector Hermite polynomial of order k
- On the statistical evolution of the large-scale structure and the effective dynamics
- Edgeworth expansion of the distribution of Stein's statistic
- A tabular method for correcting skewness
- Transformations of multivariate Edgeworth type expansions
- Test for normality in the econometric disequilibrium markets model
- Edgeworth expansions for the conditional distributions in logistic regression models
- The factorization of a sum of matrices and the multivariate cumulants of a set of quadratic expressions
- Chain rules for multivariate cumulant coefficients
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