Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal

DOI10.1051/PS/2010005zbMath1266.60024OpenAlexW2129170226MaRDI QIDQ4918496

Christopher S. Withers, Saralees Nadarajah

Publication date: 25 April 2013

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2010005

zbMATH Keywords

asymptotic expansionLeibniz rulemultivariate normalmultivariate Hermite polynomialsrepeated integrals of products

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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