A multidimensional counterpart of the Gram-Charlier and Edgeworth- Cramér expansions
type: Item
instance of: scholarly article
title: A multidimensional counterpart of the Gram-Charlier and Edgeworth- Cramér expansions
zbMATH Open document ID: 0582.60032
DOI: 10.1007/BF01084506
author: I. S. Shiganov
published in: Journal of Soviet Mathematics
publication date: 1986-01-01T00:00:00Z
review text: Translation from Stability problems for stochastic models, Proc. Semin. Moscow 1980, Inst. Syst. Stud., 116-121 (Russian) (1980; Zbl 0468.60027).
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 3932103
zbMATH Keywords: speed of convergence
zbMATH Keywords: stable distribution
zbMATH Keywords: Edgeworth-Cramer expansions
MaRDI profile type: Publication
cites work: Q3854350
cites work: Q4085018
cites work: Q3915482
cites work: Q5727962
cites work: Q4195661
Recommended article: The dual multivariate Charlier and Edgeworth expansions
Recommended article: Multivariate generalized Gram-Charlier series in vector notations
Recommended article: On Multivariate Edgeworth Expansions
Recommended article: Q3712575
Recommended article: Q3216768
Recommended article: Q3716029
Recommended article: Transformations of multivariate Edgeworth type expansions
Recommended article: On the Cholesky factorization of the Gram matrix of multivariate functions
Recommended article: Multidimensional extension of Faa di Bruno's formula
Recommended article: Multi-dimensional versions of a formula of Popoviciu
description: scientific article; zbMATH DE number 3932103