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 . . ================================================================ This list will soon be replaced by the new list EDSTAT-L at Penn State. Please subscribe to the new list using the web interface at http://lists.psu.edu/archives/edstat-l.html. ================================================================
