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

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)

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Cited in

(19)

• Edgeworth-Expanded Gaussian Mixture Density Modeling
• A Bayesian Edgeworth expansion by Stein's identity
• Expansions for the multivariate normal
• On the generalization of the Edgeworth/Gram-Charlier series
• Gram-Charlier-like expansions of the convoluted hyperbolic-secant density
• Generalized Laguerre expansions of multivariate probability densities with moments
• scientific article; zbMATH DE number 4157677 (Why is no real title available?)
• On the representation of a density by an Edgeworth series
• Gram-Charlier densities: a multivariate approach
• Multivariate generalized Gram-Charlier series in vector notations
• Biorthogonale Entwicklungen von Verteilungsdichten und ihre Anwendung zur Analyse stochastischer Systeme. Teil I: Mathematische Grundlagen
• The valid regions of Gram-Charlier densities with high-order cumulants
• Further exploration into the valid regions of Gram-Charlier densities
• On Gaussian-like densities of order greater than two
• Expansions for log densities of multivariate estimates
• 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
• Real-time Bayesian parameter estimation for item response models
• The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion

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