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https://ah.lib.nccu.edu.tw/handle/140.119/80610
題名: | Expansions for multivariate densities | 作者: | Weng, Ruby C. 翁久幸 |
貢獻者: | 統計系 | 關鍵詞: | Gram–Charlier series; Edgeworth series; Hermite polynomials; Woodroofe–Stein’s identity | 日期: | Dec-2015 | 上傳時間: | 15-Jan-2016 | 摘要: | The Gram–Charlier and Edgeworth series are expansions of probability distribution in terms of its cumulants. The expansions for the multivariate case have not been fully explored. This paper aims to develop the multivariate Gram–Charlier series by Woodroofe–Stein’s identity, and improve its approximation property by using the scaled normal density and Hermite polynomials. The series are useful to reconstruct the probability distribution from measurable higher moments. | 關聯: | Journal of Statistical Planning & Inference, 167, 174-181 | 資料類型: | article | DOI: | http://dx.doi.org/10.1016/j.jspi.2015.05.001 |
Appears in Collections: | 期刊論文 |
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174-181.pdf | 420.27 kB | Adobe PDF2 | View/Open |
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