Calculating cumulants of a Taylor expansion of a multivariate function

DOI10.1111/j.1751-5823.2008.00058.xzbMATH Open1544.62248MaRDI QIDQ6577566

Kamanzi-wa-Binyavanga

Publication date: 24 July 2024

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

stochastic Taylor expansioncumulantsEdgeworth expansionaffine transformation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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• Moments and product moments of sampling distributions.
• Tensor notation and cumulants of polynomials
• Asymptotic Approximations to Distributions
• On a Method of Calculation of Semi-Invariants
• CUMULANTS AND PARTITION LATTICES1
• Some problems arising in approximating to probability distributions, using moments
• Approximate means and standard deviations based on distances between percentage points of frequency curves
• TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
• The bootstrap and Edgeworth expansion

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