On the generalization of the Edgeworth/Gram-Charlier series

DOI10.1007/s10910-010-9787-yzbMath1217.62013OpenAlexW2050332493MaRDI QIDQ551819

L. W. Cohen

Publication date: 21 July 2011

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

Full work available at URL: https://doi.org/10.1007/s10910-010-9787-y

zbMATH Keywords

probability densityEdgeworth seriesGram-Charlier series

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Multivariate generalized Gram-Charlier series in vector notations ⋮ The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion

Cites Work

• Generalization of the Gram-Charlier/Edgeworth series and application to time-frequency analysis
• Expressing a probability density function in terms of another PDF: a generalized Gram-Charlier expansion
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