Normal moments and Hermite polynomials

DOI10.1016/j.spl.2005.03.015zbMath1081.62034MaRDI QIDQ2483896

R. Willink

Publication date: 1 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.03.015

zbMATH Keywords

Multivariate normal distribution; Chebyshev-Hermite polynomial; Bivariate normal distribution; Multivariate Hermite polynomial

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)

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Cites Work

• A simple expression for the multivariate Hermite polynomials
• The moments of the multivariate normal
• On Multivariate Edgeworth Expansions
• On methods of asymptotic approximation for multivariate distributions
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