Expansion of perturbed random variables based on generalized Wiener functionals
type: Item
instance of: scholarly article
title: Expansion of perturbed random variables based on generalized Wiener functionals
zbMATH Open document ID: 0866.60046
author: Yuji Sakamoto
author: Nakahiro Yoshida
published in: Journal of Multivariate Analysis
publication date: 1997-07-20T00:00:00Z
review text: Using Watanabe's approach of generalized Wiener functionals, the authors present a general expansion formula for the distribution of a perturbated random variable, together with an estimate of the remainder term. They stress on the particular case of statistical estimators of the following form: a normal random variable perturbed by a (non-independent) scale factor.
reviewed by: Jacques Franchi
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 954540
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: perturbed Wiener functional
zbMATH Keywords: scale mixture estimator
MaRDI profile type: Publication
full work available at URL: jmva.1996.0053
OpenAlex ID: W2007222732
DOI: 10.1006/JMVA.1996.0053
description: scientific article; zbMATH DE number 954540