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

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• scientific article; zbMATH DE number 4058659

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)

Cites Work

• Title not available (Why is that?)
• A Multivariate Faa di Bruno Formula with Applications
• Numerical Analysis for Statisticians
• Title not available (Why is that?)
• Note on N‐dimensional hermite polynomials
• Title not available (Why is that?)

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
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• 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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