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Volumn 73, Issue 3, 2005, Pages 271-275

Normal moments and Hermite polynomials

Author keywords

Bivariate normal distribution; Chebyshev Hermite polynomial; Multivariate Hermite polynomial; Multivariate normal distribution

Indexed keywords


EID: 20744436511     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.03.015     Document Type: Article
Times cited : (42)

References (13)
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    • (Eds.) National Bureau of Standards US Government Printing Office, Washington DC
    • Abramowitz, M.A., Stegun, I. (Eds.), 1964. Handbook of Mathematical Functions. National Bureau of Standards, US Government Printing Office, Washington DC.
    • (1964) Handbook of Mathematical Functions
    • Abramowitz, M.A.1    Stegun, I.2
  • 2
    • 34249726501 scopus 로고
    • Moments of a non-central t and non-central F distribution
    • L.J. Bain Moments of a non-central t and non-central F distribution Amer. Stat. 23 1969 33-34
    • (1969) Amer. Stat. , vol.23 , pp. 33-34
    • Bain, L.J.1
  • 5
    • 0014172864 scopus 로고
    • On methods of asymptotic approximation for multivariate distributions
    • J.M. Chambers On methods of asymptotic approximation for multivariate distributions Biometrika 54 1967 367-384
    • (1967) Biometrika , vol.54 , pp. 367-384
    • Chambers, J.M.1
  • 7
    • 0002197377 scopus 로고
    • Sur un nouveau développement en série de fonctions
    • 93-100 and (Reprinted in Hermite, C. Oeuvres complètes, vol. 2, 1908, Paris, pp. 293-308.)
    • Hermite, C., 1864. Sur un nouveau développement en série de fonctions. Compt. Rend. Acad. Sci. Paris 58, 93-100 and 266-273. (Reprinted in Hermite, C. Oeuvres complètes, vol. 2, 1908, Paris, pp. 293-308.)
    • (1864) Compt. Rend. Acad. Sci. Paris , vol.58 , pp. 266-273
    • Hermite, C.1
  • 9
    • 0007288109 scopus 로고
    • On multivariate Edgeworth expansions
    • I.M. Skovgaard On multivariate Edgeworth expansions Inter. Statist. Rev. 54 1986 169-186
    • (1986) Inter. Statist. Rev. , vol.54 , pp. 169-186
    • Skovgaard, I.M.1
  • 11
    • 0003353238 scopus 로고
    • Some results on univariate and multivariate Cornish-Fisher expansion: Algebraic properties and validity
    • A. Takemura K. Takeuchi Some results on univariate and multivariate Cornish-Fisher expansion: Algebraic properties and validity Sankhyā Ser. A. 50 1988 111-136
    • (1988) Sankhyā Ser. A. , vol.50 , pp. 111-136
    • Takemura, A.1    Takeuchi, K.2
  • 12
    • 84971166570 scopus 로고
    • The moments of the multivariate normal
    • C.S. Withers The moments of the multivariate normal Bull. Austral. Math. Soc. 32 1985 103-107
    • (1985) Bull. Austral. Math. Soc. , vol.32 , pp. 103-107
    • Withers, C.S.1
  • 13
    • 0011756190 scopus 로고    scopus 로고
    • A simple expression for the multivariate Hermite polynomials
    • C.S. Withers A simple expression for the multivariate Hermite polynomials Statist. Probab. Lett. 47 2000 165-169
    • (2000) Statist. Probab. Lett. , vol.47 , pp. 165-169
    • Withers, C.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.