| dc.contributor | 統計系 | |
| dc.creator (作者) | Weng, Ruby C. | |
| dc.creator (作者) | 翁久幸 | zh_TW |
| dc.date (日期) | 2015-12 | |
| dc.date.accessioned | 15-一月-2016 15:08:36 (UTC+8) | - |
| dc.date.available | 15-一月-2016 15:08:36 (UTC+8) | - |
| dc.date.issued (上傳時間) | 15-一月-2016 15:08:36 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/80610 | - |
| dc.description.abstract (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. | |
| dc.format.extent | 430360 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Journal of Statistical Planning & Inference, 167, 174-181 | |
| dc.subject (關鍵詞) | Gram–Charlier series; Edgeworth series; Hermite polynomials; Woodroofe–Stein’s identity | |
| dc.title (題名) | Expansions for multivariate densities | |
| dc.type (資料類型) | article | |
| dc.identifier.doi (DOI) | 10.1016/j.jspi.2015.05.001 | |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1016/j.jspi.2015.05.001 | |
