On the approximation of noncentral Wishart distribution by Wishart distribution. I. General theory

zbMath0455.62017MaRDI QIDQ1150221

S. H. Smith

Publication date: 1979

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

mixed cumulants; noncentral Wishart distribution; central Wishart distribution; generalized multivariate Gram-Charlier series

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)

41A63: Multidimensional problems

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