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Whats the Edgeworth expansion of a random vector?


Dear All,

I have a statistical question regarding on the Edgeworth expansion of a
random vector.
Assume x is a d-dimensional random vector, and
whats the expression of its Edgeworth expansion up to order 4 about its best
Gaussian approximation?

I only get the formulation for a scalar random variable.

So anyone can help me out on this problem?

Thanks for your comments or advice.

Fred



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