Approximation of multivariate distribution functions

DOI10.2478/S12175-008-0099-7MaRDI QIDQ3531128zbMATH OpenOpenAlexFDO

Authors Margus Pihlak

Publication date 21 October 2008

Published in Mathematica Slovaca (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL http://hdl.handle.net/10062/452

zbMATH Keywords

matrix integralsmatrix derivativesEdgeworth type expansions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Calculus of vector functions (26B12)

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Cites work

• Approximating by the Wishart distribution

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(13)

• scientific article; zbMATH DE number 854192 (Why is no real title available?)
• Approximation of certain multivariate integrals
• scientific article; zbMATH DE number 852148 (Why is no real title available?)
• scientific article; zbMATH DE number 6277746 (Why is no real title available?)
• Efficient computation of multivariate empirical distribution functions at the observed values
• A famiy of simple distribution functions to approximate complicted distributions
• A Unified Approach to the Approximation of Multivariate Densities
• Approximation of distributions
• The Point Evaluation Method for Approximating Function Means, Variances and Covariances
• Overview of recent results in growth-curve-type multivariate linear models
• Approximation of convolutions of multidimensional distributions
• Approximation rates for multivariate exceedances
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