Expansions for multivariate densities

DOI10.1016/j.jspi.2015.05.001zbMath1326.62034OpenAlexW273473654MaRDI QIDQ897638

Ruby Chiu-Hsing Weng

Publication date: 7 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.05.001

zbMATH Keywords

Hermite polynomialsEdgeworth seriesGram-Charlier seriesWoodroofe-Stein's identity

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites Work

• Asymptotic normality of posterior distributions for generalized linear mixed models
• Estimation of the mean of a multivariate normal distribution
• Independent component analysis, a new concept?
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• A Bayesian Edgeworth expansion by Stein's identity
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• Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
• Econometric Estimators and the Edgeworth Approximation
• Corrected confidence intervals after sequential testing with application to survival analysis
• The bootstrap and Edgeworth expansion
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