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    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/80610
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/80610

    Title: Expansions for multivariate densities
    Authors: Weng, Ruby C.
    Contributors: 統計系
    Keywords: Gram–Charlier series;Edgeworth series;Hermite polynomials;Woodroofe–Stein’s identity
    Date: 2015-12
    Issue Date: 2016-01-15 15:08:36 (UTC+8)
    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.
    Relation: Journal of Statistical Planning & Inference, 167, 174-181
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1016/j.jspi.2015.05.001
    DOI: 10.1016/j.jspi.2015.05.001
    Appears in Collections:[統計學系] 期刊論文

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