Expansions for log densities of multivariate estimates

DOI10.1007/S11009-016-9488-5MaRDI QIDQ340136zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

multivariate normal distributionnormal distributionBell polynomials

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3940411 (Why is no real title available?)
• scientific article; zbMATH DE number 4052785 (Why is no real title available?)
• A simple expression for the multivariate Hermite polynomials
• Characteristic functions of scale mixtures of multivariate skew-normal distributions
• Edgeworth Approximation of Multivariate Differential Entropy
• 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
• Multivariate T-Distributions and Their Applications
• On the validity of the formal Edgeworth expansion
• The distribution and quantiles of a function of parameter estimates
• The dual multivariate Charlier and Edgeworth expansions
• The multivariate skew-normal distribution
• Using the penalized mutual information criterion in the multivariate Edgeworth-expanded Gaussian mixture density for blind separation of convolutive post-nonlinear mixtures

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
• scientific article; zbMATH DE number 3958459 (Why is no real title available?)
• Expansions for multivariate densities
• Expansions for the multivariate normal
• scientific article; zbMATH DE number 721882 (Why is no real title available?)

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