The dual multivariate Charlier and Edgeworth expansions
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Publication:2452876
DOI10.1016/J.SPL.2014.01.003zbMATH Open1331.62084OpenAlexW2038423091MaRDI QIDQ2452876FDOQ2452876
Authors: Christopher S. Withers, Saralees Nadarajah 
Publication date: 5 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.01.003
Recommendations
- Charlier and Edgeworth expansions for distributions and densities in terms of Bell polynomials
- Expansions for multivariate densities
- Edgeworth-Cornish-Fisher-Hill-Davis expansions for normal and non-normal limits via Bell polynomials
- Expansions for log densities of multivariate estimates
- On Multivariate Edgeworth Expansions
Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)
Cites Work
- On the validity of the formal Edgeworth expansion
- Title not available (Why is that?)
- A simple expression for the multivariate Hermite polynomials
- Bivariate Exponential Distributions
- Title not available (Why is that?)
- New identities for the partial Bell polynomials
- Using the penalized mutual information criterion in the multivariate Edgeworth-expanded Gaussian mixture density for blind separation of convolutive post-nonlinear mixtures
- Title not available (Why is that?)
- Generalized Asymptotic Expansions of Cornish-Fisher Type
- The multivariate distribution of complex normal variables
- The Percentile Points of Distributions Having Known Cumulants
- Transformations of multivariate Edgeworth type expansions
- Fredholm equations for non-symmetric kernels with applications to iterated integral operators
- The distribution of the maximum of a first order moving average: the continuous case
- The distribution of the maximum of a first order autoregressive process: The continuous case
- Gram-Charlier densities: a multivariate approach
- A Unified Approach to the Approximation of Multivariate Densities
- Charlier and Edgeworth expansions for distributions and densities in terms of Bell polynomials
Cited In (9)
- On stochastic linear systems with zonotopic support sets
- On the generalization of the Edgeworth/Gram-Charlier series
- Charlier and Edgeworth expansions for distributions and densities in terms of Bell polynomials
- A reciprocal relation for Hermite polynomials
- Expansions for log densities of multivariate estimates
- Edgeworth-Cornish-Fisher-Hill-Davis expansions for normal and non-normal limits via Bell polynomials
- A multidimensional counterpart of the Gram-Charlier and Edgeworth- Cramér expansions
- Chain rules for multivariate cumulant coefficients
- Multivariate generalized Gram-Charlier series in vector notations
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