Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers

DOI10.1016/j.spl.2015.12.014zbMath1383.62051OpenAlexW2210357777MaRDI QIDQ273719

Yoshihide Kakizawa

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.12.014

zbMATH Keywords

asymptotic expansionEdgeworth expansionmultivariate Hermite polynomial

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cites Work

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• Higher order asymptotic theory for time series analysis
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• Third-order local power properties of tests for a composite hypothesis
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• Second-Order Power Comparison of Tests
• Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter
• EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS

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