Asymptotic theory for statistics based on cumulant vectors with applications

DOI10.1111/SJOS.12521zbMath1469.62259OpenAlexW3135292799MaRDI QIDQ5001022

Emanuele Taufer, Sreenivasa Rao Jammalamadaka, Gyorgy H. Terdik

Publication date: 16 July 2021

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

Full work available at URL: https://escholarship.org/uc/item/4c6093d0

zbMATH Keywords

elliptically symmetric distributionsmultivariate cumulantsGram-Charlier expansionmultivariate skewness and kurtosis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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