Some statistical applications of Faa di Bruno

DOI10.1016/J.JMVA.2006.03.001zbMATH Open1101.62041OpenAlexW2002219170MaRDI QIDQ853944FDOQ853944

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

• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• scientific article; zbMATH DE number 45789 (Why is no real title available?)
• scientific article; zbMATH DE number 3999929 (Why is no real title available?)
• A Multivariate Faa di Bruno Formula with Applications
• Note on N‐dimensional hermite polynomials
• Numerical Analysis for Statisticians

Cited In (12)

• Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density
• A chain rule for differentiation with applications to multivariate hermite polynomials
• Title not available (Why is no real title available?)
• Uncertainty quantification for random domains using periodic random variables
• Numerical solutions to dynamic portfolio problems: The case for value function iteration using Taylor approximation
• A Multivariate Faa di Bruno Formula with Applications
• Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
• Faà di Bruno's formula and the distributions of random partitions in population genetics and physics
• The multivariate Faà di Bruno formula and multivariate Taylor expansions with explicit integral remainder term
• Recursive calculation of moments in priority queues
• A new algorithm for computing the multivariate Faà di Bruno's formula
• Taylor series approximations to expected utility and optimal portfolio choice

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