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