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Approximation of multivariate distribution functions

In: Mathematica Slovaca, vol. 58, no. 5
Margus Pihlak

Details:

Year, pages: 2008, 635 - 652
Keywords:
matrix derivative, matrix integral, Edgeworth type expansion
About article:
In the paper the unknown distribution function is approximated with a known distribution function by means of Taylor expansion. For this approximation a new matrix operation — matrix integral — is introduced and studied in [PIHLAK, M.: \textit{Matrix integral}, Linear Algebra Appl. \textbf{388} (2004), 315–325]. The approximation is applied in the bivariate case when the unknown distribution function is approximated with normal distribution function. An example on simulated data is also given.
How to cite:
ISO 690:
Pihlak, M. 2008. Approximation of multivariate distribution functions. In Mathematica Slovaca, vol. 58, no.5, pp. 635-652. 0139-9918.

APA:
Pihlak, M. (2008). Approximation of multivariate distribution functions. Mathematica Slovaca, 58(5), 635-652. 0139-9918.