Approximation of multivariate distribution functions

DOI10.2478/s12175-008-0099-7zbMath1195.62008OpenAlexW2079159846MaRDI QIDQ3531128

Margus Pihlak

Publication date: 21 October 2008

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10062/452

zbMATH Keywords

matrix integralsmatrix derivativesEdgeworth type expansions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Calculus of vector functions (26B12)

Related Items (1)

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Cites Work

• Approximating by the Wishart distribution

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