A Unified Approach to the Approximation of Multivariate Densities
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Publication:3842749
DOI10.1111/1467-9469.t01-1-00091zbMath0903.62051MaRDI QIDQ3842749
Dietrich von Rosen, Tõnu Kollo
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
characteristic functions; multivariate normal distribution; matrix derivative; density approximation; multivariate cumulants; multivariate Taylor expansion
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