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