On Multivariate Edgeworth Expansions

DOI10.2307/1403142zbMath0615.62018OpenAlexW2320321016MaRDI QIDQ4722997

Ib Michael Skovgaard

Publication date: 1986

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403142

zbMATH Keywords

characteristic functionasymptotic expansionsrates of convergencedirectional derivativesdependent random variableslattice caseinfinite moving average processdensity approximationsmultivariate Edgeworth expansionsuniform local asymptotic expansions for densities

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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