Expansions for the multivariate normal

DOI10.1016/j.jmva.2010.01.001zbMath1185.62036OpenAlexW1976941336MaRDI QIDQ962224

Christopher S. Withers, Saralees Nadarajah

Publication date: 6 April 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.01.001

zbMATH Keywords

bivariate normal distributionmultivariate normal distributionmultivariate Hermite polynomials

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites Work

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• The multivariate normal distribution
• Fredholm equations have uniformly convergent solutions
• A simple expression for the multivariate Hermite polynomials
• Fredholm theory for arbitrary measure spaces
• Mercer's Theorem and Fredholm resolvents
• Multivariate T-Distributions and Their Applications

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