Expansions for multivariate densities

DOI10.1016/J.JSPI.2015.05.001zbMATH Open1326.62034OpenAlexW273473654MaRDI QIDQ897638FDOQ897638

Authors: Ruby Chiu-Hsing Weng 

Publication date: 7 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.05.001

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zbMATH Keywords

Hermite polynomialsGram-Charlier seriesEdgeworth seriesWoodroofe-Stein's identity

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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Cited In (14)

• Gram-Charlier densities: a multivariate approach
• Biorthogonale Entwicklungen von Verteilungsdichten und ihre Anwendung zur Analyse stochastischer Systeme. Teil I: Mathematische Grundlagen
• On Gaussian-like densities of order greater than two
• Edgeworth-Expanded Gaussian Mixture Density Modeling
• On the generalization of the Edgeworth/Gram-Charlier series
• Real-time Bayesian parameter estimation for item response models
• On the representation of a density by an Edgeworth series
• Charlier and Edgeworth expansions for distributions and densities in terms of Bell polynomials
• Generalized Laguerre expansions of multivariate probability densities with moments
• Title not available (Why is that?)
• Expressing a probability density function in terms of another PDF: a generalized Gram-Charlier expansion
• Expansions for log densities of multivariate estimates
• The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion
• Expansions for the multivariate normal

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