Some statistical applications of Faa di Bruno

DOI10.1016/J.JMVA.2006.03.001MaRDI QIDQ853944zbMATHOpenAlexFDO

Authors Thomas H. Savits

Publication date 7 December 2006

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2006.03.001

zbMATH Keywords

Hermite polynomialsEdgeworth expansionsFaa di Bruno

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17) Functions of several variables (26B99) Hypergeometric functions (33C99)

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Cites work

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• Note on N‐dimensional hermite polynomials
• Numerical Analysis for Statisticians

Cited in

(12)

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• Faà di Bruno's formula and the distributions of random partitions in population genetics and physics
• Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
• Recursive calculation of moments in priority queues
• A Multivariate Faa di Bruno Formula with Applications
• A new algorithm for computing the multivariate Faà di Bruno's formula
• Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation
• Taylor series approximations to expected utility and optimal portfolio choice
• Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
• scientific article; zbMATH DE number 7566054 (Why is no real title available?)
• The multivariate Faà di Bruno formula and multivariate Taylor expansions with explicit integral remainder term
• Uncertainty quantification for random domains using periodic random variables

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