Expansions for multivariate densities

Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/80610

DC Field	Value	Language
dc.contributor	統計系
dc.creator	Weng, Ruby C.
dc.creator	翁久幸	zh_TW
dc.date	2015-12
dc.date.accessioned	2016-01-15T07:08:36Z	-
dc.date.available	2016-01-15T07:08:36Z	-
dc.date.issued	2016-01-15T07:08:36Z	-
dc.identifier.uri	http://nccur.lib.nccu.edu.tw/handle/140.119/80610	-
dc.description.abstract	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.
dc.format.extent	430360 bytes	-
dc.format.mimetype	application/pdf	-
dc.relation	Journal of Statistical Planning & Inference, 167, 174-181
dc.subject	Gram–Charlier series; Edgeworth series; Hermite polynomials; Woodroofe–Stein’s identity
dc.title	Expansions for multivariate densities
dc.type	article
dc.identifier.doi	10.1016/j.jspi.2015.05.001
dc.doi.uri	http://dx.doi.org/10.1016/j.jspi.2015.05.001
item.grantfulltext	restricted	-
item.fulltext	With Fulltext	-
item.cerifentitytype	Publications	-
item.openairecristype	http://purl.org/coar/resource_type/c_18cf	-
item.openairetype	article	-
Appears in Collections:	期刊論文

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