A multidimensional counterpart of the Gram-Charlier and Edgeworth- Cramér expansions

DOI10.1007/BF01084506MaRDI QIDQ1068435zbMATH OpenFDO

Authors I. S. Shiganov

Publication date 1986

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01084506

zbMATH Keywords

Edgeworth-Cramer expansionsspeed of convergencestable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Review text

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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Cited in

(1)

• Gram-Charlier-like expansions of power-raised hyperbolic secant laws

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