scientific article; zbMATH DE number 4052785
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Publication:3788884
zbMATH Open0645.62025MaRDI QIDQ3788884FDOQ3788884
Authors: Kei Takeuchi, Akimichi Takemura 
Publication date: 1988
Title of this publication is not available (Why is that?)
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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)
Cited In (13)
- Normal moments and Hermite polynomials
- A simple expression for the multivariate Hermite polynomials
- Generalized Cornish-Fisher expansions
- Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
- Expansions for log densities of asymptotically normal estimates
- Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions
- Power calculations and critical values for two-stage nonparametric testing regimes
- The \(d\)-variate vector Hermite polynomial of order \(k\)
- Expansions for log densities of multivariate estimates
- Non-asymptotic results for Cornish-Fisher expansions
- Higher-order Bartlett-type adjustment
- The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew
- A proof of independent Bartlett correctability of nested likelihood ratio tests
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