Expansions for log densities of multivariate estimates

DOI10.1007/S11009-016-9488-5zbMATH Open1351.62066OpenAlexW2301060045MaRDI QIDQ340136FDOQ340136

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 11 November 2016

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-016-9488-5

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zbMATH Keywords

multivariate normal distributionnormal distributionBell polynomials

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cites Work

• On the validity of the formal Edgeworth expansion
• Multivariate T-Distributions and Their Applications
• A simple expression for the multivariate Hermite polynomials
• The multivariate skew-normal distribution
• Expansions for log densities of asymptotically normal estimates
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• The distribution and quantiles of a function of parameter estimates
• The dual multivariate Charlier and Edgeworth expansions
• 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?)
• Title not available (Why is that?)
• Characteristic functions of scale mixtures of multivariate skew-normal distributions
• Edgeworth Approximation of Multivariate Differential Entropy

Cited In (7)

• Expansions for log densities of asymptotically normal estimates
• Edgeworth-Expanded Gaussian Mixture Density Modeling
• Charlier and Edgeworth expansions for distributions and densities in terms of Bell polynomials
• Title not available (Why is that?)
• Expansions for multivariate densities
• Expansions for the multivariate normal
• Title not available (Why is that?)

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