Pages that link to "Item:Q5550805"

The following pages link to On methods of asymptotic approximation for multivariate distributions (Q5550805):

Displaying 16 items.

• Edgeworth expansions for GEL estimators (Q765836) (← links)
• Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
• Higher order density approximations for solutions to estimating equations (Q900825) (← links)
• Testing the normality assumption in multivariate simultaneous limited dependent variable models (Q1099569) (← links)
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (Q1170841) (← links)
• Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848) (← links)
• A large deviation limit theorem for multivariate distributions (Q1240957) (← links)
• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
• The \(d\)-variate vector Hermite polynomial of order \(k\) (Q1914226) (← links)
• Edgeworth expansions for the conditional distributions in logistic regression models (Q1918224) (← links)
• Transformations of multivariate Edgeworth type expansions (Q2360893) (← links)
• Normal moments and Hermite polynomials (Q2483896) (← links)
• The factorization of a sum of matrices and the multivariate cumulants of a set of quadratic expressions (Q2546348) (← links)
• Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
• Robust Misspecification Tests for the Heckman's Two-Step Estimator (Q3086363) (← links)
• ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTIONS OF SERIAL CORRELATIONS (Q4727185) (← links)