On the generalization of the Edgeworth/Gram-Charlier series

DOI10.1007/S10910-010-9787-YMaRDI QIDQ551819zbMATH OpenOpenAlexFDO

Authors L. W. Cohen

Publication date 21 July 2011

Published in Journal of Mathematical Chemistry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10910-010-9787-y

zbMATH Keywords

Edgeworth seriesGram-Charlier seriesprobability density

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Expansions for multivariate densities
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• Charlier and Edgeworth expansions for distributions and densities in terms of Bell polynomials
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Cites work

• Expressing a probability density function in terms of another PDF: a generalized Gram-Charlier expansion
• Generalization of the Gram-Charlier/Edgeworth series and application to time-frequency analysis
• scientific article; zbMATH DE number 794688 (Why is no real title available?)

Cited in

(7)

• Generalization of the Gram-Charlier/Edgeworth series and application to time-frequency analysis
• Multivariate generalized Gram-Charlier series in vector notations
• Expressing a probability density function in terms of another PDF: a generalized Gram-Charlier expansion
• Charlier and Edgeworth expansions for distributions and densities in terms of Bell polynomials
• The Early History of the Cumulants and the Gram‐Charlier Series
• Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series
• The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion

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