Chain rules for multivariate cumulant coefficients
From MaRDI portal
Publication:6543871
DOI10.1002/sta4.451MaRDI QIDQ6543871
S. Nadarajah, Christopher S. Withers
Publication date: 27 May 2024
Published in: Stat (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tilted Edgeworth expansions for asymptotically normal vectors
- Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
- One-sided confidence intervals in discrete distributions
- Improved confidence regions based on Edgeworth expansions
- Multivariate cumulants in outlier detection for financial data analysis
- The dual multivariate Charlier and Edgeworth expansions
- On a Method of Calculation of Semi-Invariants
- Saddlepoint approximations for estimating equations
- Accurate confidence intervals when nuisance parameters are present
- Tail Probability Approximations
- On methods of asymptotic approximation for multivariate distributions
- A high order cumulants based multivariate nonlinear blind source separation method
This page was built for publication: Chain rules for multivariate cumulant coefficients