Multivariate generalized Gram-Charlier series in vector notations

DOI10.1007/s10910-018-0878-5zbMath1394.62014arXiv1503.03212OpenAlexW3098711057MaRDI QIDQ1649162

Bhaveshkumar C. Dharmani

Publication date: 5 July 2018

Published in: Journal of Mathematical Chemistry (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.03212

zbMATH Keywords

characteristic functionKronecker productmultivariate generalized Gram-Charlier (GGC) seriesmultivariate Gram-Charlier A (GCA) seriesmultivariate vector Hermite polynomialsvector cumulantsvector moments

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Characteristic functions; other transforms (60E10) Approximations to statistical distributions (nonasymptotic) (62E17)

Uses Software

• FastICA

Cites Work

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