A Unified Approach to the Approximation of Multivariate Densities

DOI10.1111/1467-9469.T01-1-00091MaRDI QIDQ3842749zbMATH OpenOpenAlexFDO

Authors Tõnu Kollo, Dietrich Von Rosen

Publication date 9 November 1998

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.t01-1-00091

zbMATH Keywords

characteristic functionsdensity approximationmatrix derivativemultivariate cumulantsmultivariate normal distributionmultivariate Taylor expansion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

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• Edgeworth-Expanded Gaussian Mixture Density Modeling
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• Transformation-conditioning Heckman-type selection models with extended skew-elliptical errors: mathematical characterization, computational aspects, and applications

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