Approximation of multivariate distribution functions

DOI10.2478/S12175-008-0099-7zbMATH Open1195.62008OpenAlexW2079159846MaRDI QIDQ3531128FDOQ3531128

Authors: Margus Pihlak 

Publication date: 21 October 2008

Published in: Mathematica Slovaca (Search for Journal in Brave)

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

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• scientific article; zbMATH DE number 1229091

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)

Cites Work

• Approximating by the Wishart distribution

Cited In (13)

• Title not available (Why is that?)
• Approximation of certain multivariate integrals
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• Approximation of multivariate distribution functions

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