|Date: ||Fri, 4 Jun 2004 08:19:38 -0500|
|Reply-To: ||Paul Thompson <paul@WUBIOS.WUSTL.EDU>|
|Sender: ||"SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>|
|From: ||Paul Thompson <paul@WUBIOS.WUSTL.EDU>|
|Organization: ||Washington University in St. Louis|
|Subject: ||Re: Whats the Edgeworth expansion of a random vector?|
|Content-Type: ||text/plain; charset=us-ascii; format=flowed|
> 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.
Is this a homework problem?