scientific article
From MaRDI portal
Publication:3788884
zbMath0645.62025MaRDI QIDQ3788884
Kei Takeuchi, Akimichi Takemura
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)
Related Items (10)
Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures ⋮ Expansions for log densities of multivariate estimates ⋮ Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions ⋮ The \(d\)-variate vector Hermite polynomial of order \(k\) ⋮ A proof of independent Bartlett correctability of nested likelihood ratio tests ⋮ Higher-order Bartlett-type adjustment ⋮ Expansions for log densities of asymptotically normal estimates ⋮ A simple expression for the multivariate Hermite polynomials ⋮ Normal moments and Hermite polynomials ⋮ The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew
This page was built for publication:
