Whats the Edgeworth expansion of a random vector?

*To*: mathgroup at smc.vnet.net*Subject*: [mg48526] Whats the Edgeworth expansion of a random vector?*From*: "Fred" <fzh113 at hecky.it.northwestern.edu>*Date*: Fri, 4 Jun 2004 04:49:50 -0400 (EDT)*Sender*: owner-wri-mathgroup at wolfram.com

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

**Follow-Ups**:**Re: Whats the Edgeworth expansion of a random vector?***From:*Oleksandr Pavlyk <pavlyk@phys.psu.edu>